Skip navigation

Browsing by Author Richardson, Matthew

Showing results 1 to 41 of 41
Issue DateTitleAuthor(s)
Jul-1999Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures ReturnsAhn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
9-Jan-2003The Cash Flow, Return and Risk Characteristics of Private EquityLjungqvist, Alexander; Richardson, Matthew
9-Jan-2003The cash flow, return and risk characteristics of private equityLjungqvist, Alexander; Richardson, Matthew
9-Jan-2003The cash flow, return and risk characteristics of private equityLjungqvist, Alexander; Richardson, Matthew
9-Jan-2003The cash flow, return and risk characteristics of private equityLjungqvist, Alexander; Richardson, Matthew
9-Jan-2003The Cash Flow, Return and Risk Characteristics of Private EquityLjungqvist, Alexander; Richardson, Matthew
26-Jun-2002Do Asset Prices Reflect Fundamentals? Do Asset Prices Reflect Fundamentals?Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F.
26-Jun-2002Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the FCOJ MarketBoudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F.
10-Feb-2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ MarketBoudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F.
10-Feb-2003Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ MarketBoudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F.
6-Apr-2005Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ MarketBoudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F.
2001DotCom Mania: The Rise and Fall of Internet Stock PricesOfek, Eli; Richardson, Matthew
Nov-2001DotCom Mania: The Rise and Fall of Internet Stock PricesOfek, Eli; Richardson, Matthew
29-Mar-1996Ex Ante Bond Returns and the Yield CurveJacob, Boudoukh; Richardson, Matthew; Smith, Tom; Whitelaw, Robert F.
7-Sep-2011An Explanation of the Forward Premium Puzzle: The Long and the Short of ItWhitelaw, Robert F.; Richardson, Matthew; Boudoukh, Jacob
3-Jul-1996Hedging the Interest Rate Risk of Brady BondsJacob, Boudoukh; Richardson, Matthew; Whitelaw, Robert F.
16-Nov-2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium AnomalyBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
16-Nov-2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium AnomalyBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
16-Nov-2005THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALYBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
16-Nov-2005THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALYBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
12-Jun-2007The Investment Behavior of Buyout Funds:Theory and EvidenceLjungqvist, Alexander; Richardson, Matthew; Wolfenzon, Daniel
30-Oct-2003The Investment Behavior of Private Equity Fund ManagersLjungqvist, Alexander; Richardson, Matthew
30-Oct-2003The Investment Behavior of Private Equity Fund ManagersLjungqvist, Alexander; Richardson, Matthew
30-Oct-2003THE INVESTMENT BEHAVIOR OF PRIVATE EQUITY FUND MANAGERSLjungqvist, Alexander; Richardson, Matthew
Jan-2000The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand CurvesOfek, Eli; Richardson, Matthew
2002Limited Arbitrage and Short Sales Restrictions: Evidence from the Options MarketsOfek, Eli; Richardson, Matthew; Whitelaw, Robert F.
2002LIMITED ARBITRAGE AND SHORT SALES RESTRICTIONS: EVIDENCE FROM THE OPTIONS MARKETSOfeka, Eli; Richardson, Matthew; Whitelaw, Robert F.
17-Jun-1999A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate VolatilityBoudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert
14-Nov-2005THE MYTH OF LONG-HORIZON PREDICTABILITYBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
14-Nov-2005THE MYTH OF LONG-HORIZON PREDICTABILITYBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
24-Jan-1995A New Strategy for Dynamically Hedging Mortgage-Backed SecuritiesBoudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert F.
2001On the Asymptotic Power of the Variance Ratio TestDeo, Rohit S.; Richardson, Matthew
Oct-1997Optimal Risk Management Using OptionsAhn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
24-Jan-1995Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation ApproachBoudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert F.
10-Mar-1995Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation ApproachBoudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert F.
1-Nov-1999Regime Shifts and Bond ReturnsBoudoukh, Jacob; Richardson, Matthew; Smith, Tom; Whitelaw, Robert
1-Nov-1999Regime Shifts and Bond ReturnsBoudoukh, Jacob; Richardson, Matthew; Smith, Tom; Whitelaw, Robert F.
28-Apr-2000The Valuation and Hedging of Deferred Commission Asset Backed SecuritiesBoudoukh, Jacob; McAllister, Patrick; Richardson, Matthew; Whitelaw, Robert F.
2002The Valuation and Market Rationality of Internet Stock PricesOfek, Eli; Richardson, Matthew
22-May-2003THE VALUATION OF MUTUAL FUND CONTRACTSBoudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert
Nov-1996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE StocksMadhavan, Ananth; Richardson, Matthew; Roomans, Mark
Showing results 1 to 41 of 41