Robert F. Whitelaw
Robert F. Whitelaw
NYU, Stern School of Business
Geverifieerd e-mailadres voor stern.nyu.edu - Homepage
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Maxing out: Stocks as lotteries and the cross-section of expected returns
TG Bali, N Cakici, RF Whitelaw
Journal of Financial Economics 99 (2), 427-446, 2011
10632011
Limited arbitrage and short sales restrictions: Evidence from the options markets
E Ofek, M Richardson, RF Whitelaw
Journal of Financial Economics 74 (2), 305-342, 2004
5592004
Time variations and covariations in the expectation and volatility of stock market returns
RF Whitelaw
The Journal of Finance 49 (2), 515-541, 1994
5461994
A tale of three schools: Insights on autocorrelations of short-horizon stock returns
J Boudoukh, MP Richardson, RE Whitelaw
Review of Financial Studies 7 (3), 539-573, 1994
5041994
News or noise? Internet postings and stock prices
R Tumarkin, RF Whitelaw
Financial Analysts Journal 57 (3), 41-51, 2001
4902001
Uncovering the risk–return relation in the stock market
H Guo, RF Whitelaw
The Journal of Finance 61 (3), 1433-1463, 2006
4662006
The myth of long-horizon predictability
J Boudoukh, M Richardson, RF Whitelaw
The Review of Financial Studies 21 (4), 1577-1605, 2008
4372008
Stock market risk and return: An equilibrium approach
RF Whitelaw
The Review of Financial Studies 13 (3), 521-547, 2000
3832000
The best of both worlds
J Boudoukh, M Richardson, R Whitelaw
Risk 11 (5), 64-67, 1998
3661998
Industry returns and the Fisher effect
J Boudoukh, M Richardson, RF Whitelaw
The Journal of Finance 49 (5), 1595-1615, 1994
2901994
Optimal risk management using options
DH Ahn, J Boudoukh, M Richardson, RF Whitelaw
The Journal of Finance 54 (1), 359-375, 1999
2111999
Liquidity as a choice variable: A lesson from the Japanese government bond market
J Boudoukh, RF Whitelaw
The Review of Financial Studies 6 (2), 265-292, 1993
1731993
The real value of China’s stock market
JN Carpenter, F Lu, RF Whitelaw
Journal of Financial Economics 139 (3), 679-696, 2021
1722021
Partial adjustment or stale prices? Implications from stock index and futures return autocorrelations
DH Ahn, J Boudoukh, M Richardson, RF Whitelaw
The Review of Financial Studies 15 (2), 655-689, 2002
1562002
Pricing mortgage-backed securities in a multifactor interest rate environment: A multivariate density estimation approach
J Boudoukh, RF Whitelaw, M Richardson, R Stanton
The Review of Financial Studies 10 (2), 405-446, 1997
1551997
Investigation of a class of volatility estimators
J Boudoukh, M Richardson, RF Whitelaw
Journal of Derivatives 4 (3), 63-71, 1997
1311997
The benchmark effect in the Japanese government bond market
J Boudoukh, RF Whitelaw
Journal of Fixed Income 1 (2), 52-59, 1991
881991
Time-varying Sharpe ratios and market timing
Y Tang, RF Whitelaw
The Quarterly Journal of Finance 1 (03), 465-493, 2011
872011
New evidence on the forward premium puzzle
J Boudoukh, M Richardson, RF Whitelaw
Journal of Financial and Quantitative Analysis, 875-897, 2016
85*2016
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
J Boudoukh, M Richardson, YQJ Shen, RF Whitelaw
Journal of Financial Economics 83 (2), 397-412, 2007
842007
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Artikelen 1–20