Issue Date | Title | Author(s) |
24-Jan-1995 | A New Strategy for Dynamically Hedging Mortgage-Backed Securities | Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert F. |
30-Oct-2003 | The Investment Behavior of Private Equity Fund Managers | Ljungqvist, Alexander; Richardson, Matthew |
Jan-2000 | The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves | Ofek, Eli; Richardson, Matthew |
3-Jul-1996 | Hedging the Interest Rate Risk of Brady Bonds | Jacob, Boudoukh; Richardson, Matthew; Whitelaw, Robert F. |
12-Jun-2007 | The Investment Behavior of Buyout Funds:Theory and Evidence | Ljungqvist, Alexander; Richardson, Matthew; Wolfenzon, Daniel |
24-Jan-1995 | Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach | Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert F. |
29-Mar-1996 | Ex Ante Bond Returns and the Yield Curve | Jacob, Boudoukh; Richardson, Matthew; Smith, Tom; Whitelaw, Robert F. |
Nov-1996 | Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks | Madhavan, Ananth; Richardson, Matthew; Roomans, Mark |
17-Jun-1999 | A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility | Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert |
10-Mar-1995 | Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach | Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; Whitelaw, Robert F. |