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Robert F. Whitelaw
Robert F. Whitelaw
NYU, Stern School of Business
Verified email at stern.nyu.edu - Homepage
Title
Cited by
Cited by
Year
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
17532011
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
6492004
Time variations and covariations in the expectation and volatility of stock market returns
RF Whitelaw
The Journal of Finance 49 (2), 515-541, 1994
6341994
News or noise? Internet postings and stock prices
R Tumarkin, RF Whitelaw
Financial Analysts Journal 57 (3), 41-51, 2001
6042001
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
5631994
Uncovering the risk–return relation in the stock market
H Guo, RF Whitelaw
The Journal of Finance 61 (3), 1433-1463, 2006
5462006
The myth of long-horizon predictability
J Boudoukh, M Richardson, RF Whitelaw
The Review of Financial Studies 21 (4), 1577-1605, 2008
5202008
Stock market risk and return: An equilibrium approach
RF Whitelaw
The Review of Financial Studies 13 (3), 521-547, 2000
4432000
The best of both worlds
J Boudoukh, M Richardson, R Whitelaw
Risk 11 (5), 64-67, 1998
4321998
The real value of China’s stock market
JN Carpenter, F Lu, RF Whitelaw
Journal of Financial Economics 139 (3), 679-696, 2021
4152021
Industry returns and the Fisher effect
J Boudoukh, M Richardson, RF Whitelaw
The Journal of Finance 49 (5), 1595-1615, 1994
3421994
Optimal risk management using options
DH Ahn, J Boudoukh, M Richardson, RF Whitelaw
The Journal of Finance 54 (1), 359-375, 1999
2281999
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
1941993
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
1762002
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
1581997
The development of China's stock market and stakes for the global economy
JN Carpenter, RF Whitelaw
Annual Review of Financial Economics 9, 233-257, 2017
1352017
Investigation of a class of volatility estimators
J Boudoukh, M Richardson, RF Whitelaw
Journal of Derivatives 4 (3), 63-71, 1997
1351997
Hybrid tail risk and expected stock returns: When does the tail wag the dog?
TG Bali, N Cakici, RF Whitelaw
The Review of Asset Pricing Studies 4 (2), 206-246, 2014
1262014
New evidence on the forward premium puzzle
J Boudoukh, M Richardson, RF Whitelaw
Journal of Financial and Quantitative Analysis 51 (3), 875-897, 2016
107*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
992007
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