Jacob Boudoukh: search on Z-Library

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1

Which News Moves Stock Prices? A Textual Analysis

Boudoukh, Jacob (Kobi), Feldman, Ronen, Kogan, Shimon, Richardson, Matthew P.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 844 KB

english, 2012

2

A New Strategy for Dynamically Hedging Mortgage-Backed Securities

Boudoukh, Jacob, Richardson, Matthew, Stanton, Richard, Whitelaw, Robert F

Journal:

The Journal of Derivatives

Year:

1995

Language:

english

File:

PDF, 2.58 MB

english, 1995

3

The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk

Richardson, Matthew P., Boudoukh, Jacob (Kobi), Whitelaw, Robert F.

Journal:

SSRN Electronic Journal

Year:

1998

Language:

english

File:

PDF, 50 KB

english, 1998

4

Investigation of a Class of Volatility Estimators

Boudoukh, Jacob, Richardson, Matthew, Whitelaw, Robert F

Journal:

The Journal of Derivatives

Year:

1997

Language:

english

File:

PDF, 750 KB

english, 1997

5

New Evidence on the Forward Premium Puzzle

Boudoukh, Jacob, Richardson, Matthew, Whitelaw, Robert F.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2016

Language:

english

File:

PDF, 218 KB

english, 2016

6

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

JACOB BOUDOUKH, RONI MICHAELY, MATTHEW RICHARDSON, MICHAEL R. ROBERTS

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 194 KB

english, 2007

7

Stock Returns and Inflation: A Long-Horizon Perspective

Jacob Boudoukh and Matthew Richardson

Journal:

American Economic Review

Year:

1993

Language:

english

File:

PDF, 291 KB

english, 1993

8

Is the ex ante risk premium always positive?: A new approach to testing conditional asset pricing models

Jacob Boudoukh, Matthew Richardson, Tom Smith

Journal:

Journal of Financial Economics

Year:

1993

Language:

english

File:

PDF, 2.60 MB

english, 1993

9

Ex Ante Bond Returns and the Liquidity Preference Hypothesis

Jacob Boudoukh, Matthew Richardson, Tom Smith and Robert F. Whitelaw

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 314 KB

english, 1999

10

Industry Returns and the Fisher Effect

Boudoukh, Jacob, Richardson, Matthew, Whitelaw, Robert F.

Journal:

The Journal of Finance

Year:

1994

Language:

english

File:

PDF, 466 KB

english, 1994

11

Optimal Risk Management Using Options

Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 514 KB

english, 1999

12

Nonlinearities in the Relation between the Equity Risk Premium and the Term Structure

Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw

Journal:

Management Science

Year:

1997

Language:

english

File:

PDF, 2.32 MB

english, 1997

13

Stale Prices and Strategies for Trading Mutual Funds

Jacob Boudoukh, Matthew Richardson, Marti Subrahmanyam and Robert F. Whitelaw

Journal:

Financial Analysts Journal

Year:

2002

Language:

english

File:

PDF, 3.07 MB

english, 2002

14

Optimal Currency Hedging for International Equity Portfolios

Boudoukh, Jacob, Richardson, Matthew, Thapar, Ashwin, Wang, Franklin

Journal:

Financial Analysts Journal

Year:

2019

Language:

english

File:

PDF, 2.31 MB

english, 2019

15

The Myth of Long-Horizon Predictability

Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 2.65 MB

english, 2008

16

Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market

Jacob Boudoukh, Matthew Richardson, YuQing (Jeff) Shen, Robert F. Whitelaw

Journal:

Journal of Financial Economics

Year:

2007

Language:

english

File:

PDF, 212 KB

english, 2007

17

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Jacob Boudoukh, Roni Michaely, Matthew Richardson and Michael R. Roberts

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 5.21 MB

english, 2007

18

Optimal Risk Management Using Options

Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson, Robert F. Whitelaw

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 387 KB

english, 1999

19

Ex Ante Bond Returns and the Liquidity Preference Hypothesis

Jacob Boudoukh, Matthew Richardson, Tom Smith, Robert F. Whitelaw

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 97 KB

english, 1999

20

Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure

Boudoukh, Jacob, Richardson, Matthew, Whitelaw, Robert F.

Journal:

Management Science

Year:

1997

Language:

english

File:

PDF, 2.11 MB

english, 1997

21

A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns

Jacob Boudoukh, Matthew P. Richardson and Robert F. Whitelaw

Journal:

Review of Financial Studies

Year:

1994

Language:

english

File:

PDF, 888 KB

english, 1994

22

Information, Trading, and Volatility: Evidence from Firm-Specific News

Boudoukh, Jacob, Feldman, Ronen, Kogan, Shimon, Richardson, Matthew

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 876 KB

english, 2018

23

Part 2: Inflation Uncertainty: A Conference Sponsored by the Federal Bank of Cleveland || An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility

Journal:

Journal of Money, Credit and Banking

Year:

1993

Language:

english

File:

PDF, 827 KB

english, 1993

24

Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market

Boudoukh, Jacob (Kobi), Richardson, Matthew P., Shen, Jeffrey YuQing, Whitelaw, Robert F.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 441 KB

english, 2003

25

Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market

Jacob Boudoukh and Robert F. Whitelaw

Journal:

Review of Financial Studies

Year:

1993

Language:

english

File:

PDF, 544 KB

english, 1993

26

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Boudoukh, Jacob (Kobi), Michaely, Roni, Richardson, Matthew P., Roberts, Michael R.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 365 KB

english, 2003

27

Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach

Jacob Boudoukh, Robert F. Whitelaw, Matthew Richardson and Richard Stanton

Journal:

Review of Financial Studies

Year:

1997

Language:

english

File:

PDF, 1.01 MB

english, 1997

28

"Stale Prices and Strategies for Trading Mutual Funds": Authors' Response

Jacob Boudoukh, Marti Subrahmanyam, Matthew Richardson and Robert Whitelaw

Journal:

Financial Analysts Journal

Year:

2003

Language:

english

File:

PDF, 232 KB

english, 2003

29

Long Horizon Predictability: A Cautionary Tale

Boudoukh, Jacob, Israel, Ronen, Richardson, Matthew P.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 724 KB

english, 2018

30

Special Issue: Conference on Market Frictions and Behavioral Finance || Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations

Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw

Journal:

Review of Financial Studies

Year:

2002

Language:

english

File:

PDF, 832 KB

english, 2002

31

The Benchmark Effect in the Japanese Government Bond Market

Boudoukh, Jacob, Whitelaw, Robert F

Journal:

The Journal of Fixed Income

Year:

1991

Language:

english

File:

PDF, 1.62 MB

english, 1991

32

Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations

Ahn, Dong-Hyun, Boudoukh, Jacob (Kobi), Richardson, Matthew P., Whitelaw, Robert F.

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 1.02 MB

english, 2001

33

Stale Prices and Strategies for Trading Mutual Funds

Boudoukh, Jacob, Richardson, Matthew, Subrahmanyam, Marti, Whitelaw, Robert F.

Journal:

Financial Analysts Journal

Year:

2002

Language:

english

File:

PDF, 395 KB

english, 2002

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