NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert F. Whitelaw

Working Papers and Chapters

March 2009Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
with Turan G. Bali, Nusret Cakici: w14804
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
August 2003Uncovering the Risk-Return Relation in the Stock Market
with Hui Guo: w9927
February 2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Jacob Boudoukh, Matthew Richardson, YuQing Shen: w9515
January 2003Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
with Eli Ofek, Matthew Richardson: w9423
July 1999Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson: w7214
September 1997Optimal Risk Management Using Options
with Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson: w6158

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