NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jacob Boudoukh

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

January 2013Which News Moves Stock Prices? A Textual Analysis
with Jacob Boudoukh, Ronen Feldman, Shimon Kogan, Matthew Richardson: w18725
December 2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
with Jacob Boudoukh, Matthew Richardson, Robert Whitelaw: w11840
The Myth of Long-Horizon Predictability
with Jacob Boudoukh, Matthew Richardson, Robert Whitelaw: w11841

Published: Boudoukh, Jacob, Matthew Richardson, and Robert F. Whitelaw. "The Myth of Long-Horizon Predictability." Review of Financial Studies 21, 4 (July 2008): 1576-1605.

July 2004On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Jacob Boudoukh, Roni Michaely, Matthew Richardson, Michael Roberts: w10651

Published: Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, vol. 62(2), pages 877-915, 04. citation courtesy of

February 2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Jacob Boudoukh, Matthew Richardson, YuQing Shen, Robert F. Whitelaw: w9515

Published: Boudoukh, Jacob, Matthew Richardson, YuQing (Jeff) Shen,and Robert F. Whitelaw. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market." Journal of Financial Economics 83, 2 (February 2007): 397-412.

July 1999A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
with Jacob Boudoukh, Matthew Richardson: w7213
Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson, Robert F. Whitelaw: w7214

Published: Ahn, D. H., J. Boudoukh, M. Richardson and R. F. Whitelaw. "Partial Adjustment Or Stale Prices? Implications From Stock Index And Futures Return Autocorrelations," Review of Financial Studies, 2002, v15(2,Mar), 655-689.

September 1997Optimal Risk Management Using Options
with Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson, Robert F. Whitelaw: w6158

Published: Journal of Finance, Vol. 54, no. 1 (February 1999): 359-375.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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