Arison School of Business, IDC
Kanfei Nesharim St
Institutional Affiliation: Arison School of Business, IDC
NBER Working Papers and Publications
|June 2020||Biases in Long-Horizon Predictive Regressions|
with Ronen Israel, Matthew P. Richardson: w27410
|August 2016||The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds|
with Jordan Brooks, Matthew Richardson, Zhikai Xu: w22576
|January 2013||Which News Moves Stock Prices? A Textual Analysis|
with Ronen Feldman, Shimon Kogan, Matthew Richardson: w18725
|December 2005||The 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 2004||On 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 2003||Do 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 1999||A 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 1997||Optimal 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.