Narrow search
Showing 1 - 10 of 369
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Do asset prices reflect fundamentals? 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/10005376669
Cover Image
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/10006969946
Cover Image
Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - National Bureau of Economic Research (NBER) - 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/10005777471
Cover Image
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
Cover Image
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
Cover Image
The myth of long-horizon predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - 2005
Persistent link: https://www.econbiz.de/10003259796
Cover Image
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1995
Persistent link: https://www.econbiz.de/10001442054