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Browsing by Author Whitelaw, Robert F.

Showing results 1 to 34 of 34
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.
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.
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.
7-Oct-2011Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?Whitelaw, Robert F.; Bali, Turan G.; Cakici, Nusret
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.
8-May-2000The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund InvestorBoudoukh, Jacob; Richardson, Matthew P.; Subrahmanyamb, Marti; Whitelaw, Robert F.
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.
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.
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 F.
Jan-1994Risk and Return: An Equilibrium ApproachWhitelaw, Robert F.
27-Feb-1995Risk and Return: An Equilibrium ApproachWhitelaw, Robert F.
Oct-2000Risk and Return: Some New Evidence.Guo, Hui; Whitelaw, Robert F.
31-Oct-1997Stock Market Risk and Return: An Equilibrium ApproachWhitelaw, Robert F.
19-Nov-1997Time-Varying Sharpe Ratios and Market TimingWhitelaw, Robert F.
7-Sep-2011Time-Varying Sharpe Ratios and Market TimingWhitelaw, Robert F.; Tang, Yi
21-Jul-2003Uncovering the Risk-Return Relation in the Stock MarketGuo, Hui; Whitelaw, Robert F.
21-Jul-2003Uncovering the Risk-Return Relation in the Stock MarketGuo, Hui; Whitelaw, Robert F.
21-Jul-2003Uncovering the Risk–Return Relation in the Stock MarketGuo, Hui; Whitelaw, Robert F.
28-Apr-2000The Valuation and Hedging of Deferred Commission Asset Backed SecuritiesBoudoukh, Jacob; McAllister, Patrick; Richardson, Matthew; Whitelaw, Robert F.
Showing results 1 to 34 of 34