NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Robert F. Whitelaw

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Working Papers

June 2014On the Fundamental Relation Between Equity Returns and Interest Rates
with Jaewon Choi, Matthew P. Richardson, Robert F. Whitelaw: w20187
September 2013Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
with Turan G. Bali, Nusret Cakici, Robert F. Whitelaw: w19460
March 2009Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
with Turan G. Bali, Nusret Cakici, Robert F. Whitelaw: w14804
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: w11841
August 2003Uncovering the Risk-Return Relation in the Stock Market
with Hui Guo, Robert F. Whitelaw: w9927
February 2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Jacob Boudoukh, Matthew Richardson, YuQing Shen, Robert F. Whitelaw: w9515
January 2003Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
with Eli Ofek, Matthew Richardson, Robert F. Whitelaw: w9423
July 1999Behavioralize 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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