NBER Working Papers and Publications
|November 2016||Commodities for the Long Run|
with Ari Levine, Yao Hua Ooi: w22793
Published: Ari Levine & Yao Hua Ooi & Matthew Richardson & Caroline Sasseville, 2018. "Commodities for the Long Run," Financial Analysts Journal, vol 74(2), pages 55-68.
|August 2016||The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds|
with Jacob Boudoukh, Jordan Brooks, Zhikai Xu: w22576
|June 2014||On the Fundamental Relation Between Equity Returns and Interest Rates|
with Jaewon Choi, Robert F. Whitelaw: w20187
|January 2013||Which News Moves Stock Prices? A Textual Analysis|
with Jacob Boudoukh, Ronen Feldman, Shimon Kogan: w18725
|February 2012||How to Calculate Systemic Risk Surcharges|
with Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon
in Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo, editors
|July 2008||The Investment Behavior of Buyout Funds: Theory and Evidence|
with Alexander Ljungqvist, Daniel Wolfenzon: w14180
|December 2005||The 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 2004||On 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 2003||Do 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 2003||The 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 2001||DotCom Mania: The Rise and Fall of Internet Stock Prices|
with Eli Ofek: w8630
- 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 1999||A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility|
with Jacob Boudoukh, Richard Stanton, Robert F. Whitelaw: 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 1997||Optimal 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 1990||Drawing Inferences From Statistics Based on Multi-Year Asset Returns|
with James H. Stock: w3335
Published: Journal of Financial Economics, 25, pp. 323-348 (1989)