NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert F. Whitelaw

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

Working Papers and Chapters

June 2014On the Fundamental Relation Between Equity Returns and Interest Rates
with Jaewon Choi, Matthew P. Richardson: w20187
September 2013Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
with Turan G. Bali, Nusret Cakici: w19460
March 2009Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
with Turan G. Bali, Nusret Cakici: w14804

Published: Journal of Financial Economics Volume 99, Issue 2, February 2011, Pages 427–446 Cover image Maxing out: Stocks as lotteries and the cross-section of expected returns ☆ Turan G. Balia, 1, E-mail the corresponding author, Nusret Cakicib, 2, E-mail the corresponding author, Robert F. Whitelawc, d,

December 2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
with Jacob Boudoukh, Matthew Richardson: 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.

August 2003Uncovering the Risk-Return Relation in the Stock Market
with Hui Guo: w9927

Published: Guo, Hui and Robert F. Whitelaw. "Uncovering The Risk-Return Relation In The Stock Market," Journal of Finance, 2006, v61(3,Jun), 1433-1463. citation courtesy of

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

January 2003Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
with Eli Ofek, Matthew Richardson: w9423

Published: Whitelaw, Robert F., Eli Ofek, and Matthew Richardson. “Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets." Journal of Financial Economics 74, 2 (2004): 305-342.

July 1999Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson: 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: 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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