NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Matthew P. Richardson

Working Papers and Chapters

July 2008The Investment Behavior of Buyout Funds: Theory and Evidence
with Alexander Ljungqvist, Daniel Wolfenzon: w14180
December 2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
with Jacob Boudoukh, Robert Whitelaw: w11840
The Myth of Long-Horizon Predictability
with Jacob Boudoukh, Robert Whitelaw: w11841
July 2004On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Jacob Boudoukh, Roni Michaely, Michael Roberts: w10651
February 2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Jacob Boudoukh, YuQing Shen, Robert F. Whitelaw: w9515
January 2003The cash flow, return and risk characteristics of private equity
with Alexander Ljungqvist: w9454
Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
with Eli Ofek, Robert F. Whitelaw: w9423
December 2001DotCom Mania: The Rise and Fall of Internet Stock Prices
with Eli Ofek: w8630
July 1999A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
with Jacob Boudoukh: w7213
Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Jacob Boudoukh, Robert F. Whitelaw: w7214
September 1997Optimal Risk Management Using Options
with Dong-Hyun Ahn, Jacob Boudoukh, Robert F. Whitelaw: w6158
April 1990Drawing Inferences From Statistics Based on Multi-Year Asset Returns
with James H. Stock: w3335

Additional information about this author

  
Publications
Activities
Meetings
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org