NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Jacob Boudoukh

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Working Papers

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
July 2004On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Jacob Boudoukh, Roni Michaely, Matthew Richardson, Michael Roberts: w10651
February 2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Jacob Boudoukh, Matthew Richardson, YuQing Shen, Robert F. Whitelaw: w9515
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
September 1997Optimal Risk Management Using Options
with Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson, Robert F. Whitelaw: w6158

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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