NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Matthew P. Richardson

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

Working Papers

June 2014On the Fundamental Relation Between Equity Returns and Interest Rates
with Jaewon Choi, Robert F. Whitelaw: w20187
January 2013Which News Moves Stock Prices? A Textual Analysis
with Jacob Boudoukh, Ronen Feldman, Shimon Kogan: w18725
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

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

 
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