NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Matthew P. Richardson

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

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

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.

July 2004On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Jacob Boudoukh, Roni Michaely, Michael Roberts: w10651

Published: Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, vol. 62(2), pages 877-915, 04. citation courtesy of

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

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.

December 2001DotCom Mania: The Rise and Fall of Internet Stock Prices
with Eli Ofek: w8630

Published:

  • Eli Ofek & Matthew Richardson, 2003. "DotCom Mania: The Rise and Fall of Internet Stock Prices," Journal of Finance, American Finance Association, vol. 58(3), pages 1113-1138, 06.
  • De Bondt, Werner (ed.) The Psychology of World Equity Markets. Volume 2, The International Library of Critical Writings in Economics series, vol. 187 An Elgar Reference Collection. Cheltenham, U.K. and Northampton, MA: Elgar, 2005.

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

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, Robert F. Whitelaw: w6158

Published: Journal of Finance, Vol. 54, no. 1 (February 1999): 359-375.

April 1990Drawing Inferences From Statistics Based on Multi-Year Asset Returns
with James H. Stock: w3335

Published: Journal of Financial Economics, 25, pp. 323-348 (1989)

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

 
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