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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
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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Comovement revisited
Chen, Honghui; Singal, Vijay; Whitelaw, Robert F. - 2015
Persistent link: https://www.econbiz.de/10011300787
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Time-varying sharpe ratios and market timing
Tang, Yi; Whitelaw, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 465-493
Persistent link: https://www.econbiz.de/10009419267
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On the fundamental relation between equity returns and interest rates
Choi, Jaewon; Richardson, Matthew; Whitelaw, Robert F. - 2014
Persistent link: https://www.econbiz.de/10010372573
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Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Review of asset pricing studies 4 (2014) 2, pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
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The information in long-maturity forward rates : implications for exchange rates and the forward premium anomaly
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - 2005
Persistent link: https://www.econbiz.de/10003239795
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The myth of long-horizon predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - 2005
Persistent link: https://www.econbiz.de/10003259796
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Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial economics 74 (2004) 2, pp. 305-342
Persistent link: https://www.econbiz.de/10002399257
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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