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Browsing by Author Boudoukh, Jacob

Showing results 1 to 20 of 24
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.
7-Sep-2011An Explanation of the Forward Premium Puzzle: The Long and the Short of ItWhitelaw, Robert F.; Richardson, Matthew; Boudoukh, Jacob
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.; Subrahmanyam, Marti
8-May-2000The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund InvestorBoudoukh, Jacob; Richardson, Matthew P.; Subrahmanyamb, Marti; 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.
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.
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