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Stock market risk and return : an equilibrium approach
Whitelaw, Robert F. - In: The review of financial studies 13 (2000) 3, pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
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The myth of long-horizon predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2008) 4, pp. 1577-1605
Persistent link: https://www.econbiz.de/10003765312
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Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jabob; Richardson, Matthew; … - In: The review of financial studies 15 (2002) 2, pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
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Liquidity as a choice variable : a lesson from the Japanese government bond market
Boudoukh, Jacob - In: The review of financial studies 6 (1993) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10001149987
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Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10007373113
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The Myth of Long-Horizon Predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2013) 4, pp. 1577-1576
Persistent link: https://www.econbiz.de/10010113752
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2013) 2, pp. 655-654
Persistent link: https://www.econbiz.de/10010114398
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2002) 2, pp. 655
Persistent link: https://www.econbiz.de/10007038729