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The monotonicity of the term premium : another look
Richardson, Matthew - In: Journal of financial economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10001133531
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A unified approach to testing for serial correlation in stock returns
Richardson, Matthew - In: The journal of business : B 67 (1994) 3, pp. 371-399
Persistent link: https://www.econbiz.de/10001167694
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A test for multivariate normality in stock returns
Richardson, Matthew - In: The journal of business : B 66 (1993) 2, pp. 295-321
Persistent link: https://www.econbiz.de/10001144662
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Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob - In: Journal of financial economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
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Ex ante bond return and the yield curve
Boudoukh, Jacob; Richardson, Matthew; Smith, Tom; … - 1996
Persistent link: https://www.econbiz.de/10000949882
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A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1999
Persistent link: https://www.econbiz.de/10001394312
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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
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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
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Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 4, pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
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The cash flow, return and risk characteristics of private equity
Ljungqvist, Alexander; Richardson, Matthew - 2003
Persistent link: https://www.econbiz.de/10001730340