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 | 688 | 2007 |
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 | 688 | 2007 |
Stock returns and inflation: A long-horizon perspective J Boudoukh, M Richardson The American economic review 83 (5), 1346-1355, 1993 | 658 | 1993 |
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 | 541 | 1994 |
The myth of long-horizon predictability J Boudoukh, M Richardson, RF Whitelaw The Review of Financial Studies 21 (4), 1577-1605, 2008 | 496 | 2008 |
The best of both worlds J Boudoukh, M Richardson, R Whitelaw Risk 11 (5), 64-67, 1998 | 415 | 1998 |
The best of both worlds J Boudoukh, M Richardson, R Whitelaw Risk 11 (5), 64-67, 1998 | 415 | 1998 |
Industry returns and the Fisher effect J Boudoukh, M Richardson, RF Whitelaw the Journal of Finance 49 (5), 1595-1615, 1994 | 323 | 1994 |
Optimized arylomycins are a new class of Gram-negative antibiotics PA Smith, MFT Koehler, HS Girgis, D Yan, Y Chen, Y Chen, JJ Crawford, ... Nature 561 (7722), 189-194, 2018 | 268 | 2018 |
Which news moves stock prices? A textual analysis J Boudoukh, R Feldman, S Kogan, M Richardson National Bureau of Economic Research, 2013 | 256 | 2013 |
Optimal risk management using options DH Ahn, J Boudoukh, M Richardson, RF Whitelaw The Journal of Finance 54 (1), 359-375, 1999 | 220 | 1999 |
Understanding market, credit, and operational risk: the value at risk approach L Allen, J Boudoukh, A Saunders John Wiley & Sons, 2009 | 186 | 2009 |
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 | 184 | 1993 |
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 | 170 | 1993 |
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 | 157 | 2002 |
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 | 150 | 1997 |
Investigation of a class of volatility estimators J Boudoukh, M Richardson, RF Whitelaw Journal of Derivatives 4 (3), 63-71, 1997 | 136 | 1997 |
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 | 129 | 2019 |
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 | 101 | 1993 |
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 | 97 | 2007 |