Similar Search Results

Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market

Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412

Persistent link: https://www.econbiz.de/10003425461

Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market

Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003

Persistent link: https://www.econbiz.de/10001738945

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

A new strategy for dynamically hedging mortage-backed securities

Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77

Persistent link: https://www.econbiz.de/10001223167

Ex ante bond return and the yield curve

Boudoukh, Jacob; Richardson, Matthew; Smith, Tom; … - 1996

Persistent link: https://www.econbiz.de/10000949882

Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return

Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999

Persistent link: https://www.econbiz.de/10001394327

Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds

Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: Emerging market capital flows : proceedings of a …, (pp. 307-317). 1998

Persistent link: https://www.econbiz.de/10001395758

Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market

Boudoukh, Jacob - 2003

The behavioral finance literature cites the frozen concentrated orange juice (FCOJ) futures market as a prominent example of the failure of prices to reflect fundamentals. This paper reexamines the relation between FCOJ futures returns and fundamentals, focusing primarily on temperature. We show...

Persistent link: https://www.econbiz.de/10012469188

On the importance of measuring payout yield : implications for empirical asset pricing

Boudoukh, Jacob; Michaely, Roni; Richardson, Matthew; … - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 877-915

Persistent link: https://www.econbiz.de/10003445122

The complexity of liquidity : the extraordinary case of sovereign bonds

Boudoukh, Jacob; Brooks, Jordan; Richardson, Matthew; … - 2016

Persistent link: https://www.econbiz.de/10011540502