NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Jacob Boudoukh

Arison School of Business, IDC
Kanfei Nesharim St
Herzlia 46150
ISRAEL
Tel: 972-99-527601

E-Mail: jboudouk@idc.ac.il

NBER Working Papers and Publications

August 2016The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
with Jordan Brooks, Matthew Richardson, Zhikai Xu: w22576
January 2013Which News Moves Stock Prices? A Textual Analysis
with 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 Matthew Richardson, Robert Whitelaw: w11840
The Myth of Long-Horizon Predictability
with Matthew Richardson, 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 Roni Michaely, Matthew Richardson, 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 Matthew Richardson, 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.

July 1999A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
with Matthew Richardson, Richard Stanton, Robert F. Whitelaw: w7213
Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Matthew Richardson, 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, Matthew Richardson, Robert F. Whitelaw: w6158

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

 
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