NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jacob Boudoukh

Working Papers and Chapters

December 2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
with Matthew Richardson, Robert Whitelaw: w11840
The Myth of Long-Horizon Predictability
with Matthew Richardson, Robert Whitelaw: w11841
July 2004On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Roni Michaely, Matthew Richardson, Michael Roberts: w10651
February 2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Matthew Richardson, YuQing Shen, Robert F. Whitelaw: w9515
July 1999A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
with Matthew Richardson: w7213
Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Matthew Richardson, Robert F. Whitelaw: w7214
September 1997Optimal Risk Management Using Options
with Dong-Hyun Ahn, Matthew Richardson, Robert F. Whitelaw: w6158

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