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Jacob Boudoukh
Jacob Boudoukh
Arison School of Business, IDC
Verified email at idc.ac.il - Homepage
Title
Cited by
Cited by
Year
On the importance of measuring payout yield: Implications for empirical asset pricing
J Boudoukh, R Michaely, M Richardson, MR Roberts
The Journal of Finance 62 (2), 877-915, 2007
7412007
Stock returns and inflation: A long-horizon perspective
J Boudoukh, M Richardson
The American economic review 83 (5), 1346-1355, 1993
7101993
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
5691994
The myth of long-horizon predictability
J Boudoukh, M Richardson, RF Whitelaw
The Review of Financial Studies 21 (4), 1577-1605, 2008
5212008
The best of both worlds
J Boudoukh, M Richardson, R Whitelaw
Risk 11 (5), 64-67, 1998
4371998
Industry returns and the Fisher effect
J Boudoukh, M Richardson, RF Whitelaw
the Journal of Finance 49 (5), 1595-1615, 1994
3421994
Which news moves stock prices? A textual analysis
J Boudoukh, R Feldman, S Kogan, M Richardson
National Bureau of Economic Research, 2013
2732013
Optimal risk management using options
DH Ahn, J Boudoukh, M Richardson, RF Whitelaw
The Journal of Finance 54 (1), 359-375, 1999
2251999
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
1971993
Understanding market, credit, and operational risk: the value at risk approach
L Allen, J Boudoukh, A Saunders
John Wiley & Sons, 2009
1912009
Is the ex ante risk premium always positive?: A new approach to testing conditional asset pricing models
J Boudoukh, M Richardson, T Smith
Journal of Financial Economics 34 (3), 387-408, 1993
1801993
Information, trading, and volatility: Evidence from firm-specific news
J Boudoukh, R Feldman, S Kogan, M Richardson
The Review of Financial Studies 32 (3), 992-1033, 2019
1752019
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
1662002
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
1481997
Investigation of a class of volatility estimators
J Boudoukh, M Richardson, RF Whitelaw
Journal of Derivatives 4 (3), 63-71, 1997
1331997
The information in long-maturity forward rates: implications for exchange rates and the forward premium anomaly
J Boudoukh, MP Richardson, RF Whitelaw
National Bureau of Economic Research, 2005
106*2005
An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility
J Boudoukh
Journal of Money, Credit and Banking 25 (3), 636-665, 1993
1041993
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
1002007
Stale prices and strategies for trading mutual funds
J Boudoukh, M Richardson, M Subrahmanyam, RF Whitelaw
Financial Analysts Journal 58 (4), 53-71, 2002
1002002
The benchmark effect in the Japanese government bond market
J Boudoukh, RF Whitelaw
Journal of Fixed Income 1 (2), 52-59, 1991
941991
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