Robert F. Whitelaw

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	Wszystkie	Od 2020
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i10-indeks	36	26

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Współautorzy

Matthew RichardsonProfessor of Finance, NYU Stern School of BusinessZweryfikowany adres z stern.nyu.edu
Jacob BoudoukhArison School of Business, IDCZweryfikowany adres z idc.ac.il
Turan BaliRobert Parker Chair Professor of Finance, Georgetown UniversityZweryfikowany adres z georgetown.edu
Nusret CakiciFordham UniversityZweryfikowany adres z fordham.edu
Richard StantonHaas School of Business, U.C. BerkeleyZweryfikowany adres z haas.berkeley.edu
Jennifer CarpenterProfessor Emerita of Finance, New York University Stern School of BusinessZweryfikowany adres z stern.nyu.edu
Dong-Hyun Ahn (안동현)Department of Economics at Seoul National UniversityZweryfikowany adres z snu.ac.kr
Fangzhou LuAssistant Professor of Finance, The University of Hong KongZweryfikowany adres z hku.hk
Rob TumarkinThe University of New South WalesZweryfikowany adres z unsw.edu.au
Hui GuoProfessor of Finance, University of CincinnatiZweryfikowany adres z uc.edu
Marti SubrahmanyamNew York University Stern and NYU ShanghaiZweryfikowany adres z stern.nyu.edu
Tom SmithProfessorZweryfikowany adres z mq.edu.au
Vijay SingalVirginia TechZweryfikowany adres z vt.edu
Honghui ChenProfessor of Finance, University of Central FloridaZweryfikowany adres z bus.ucf.edu
Daniel R. SmithProfessor of Finance, Queensland University of TechnologyZweryfikowany adres z qut.edu.au
Jaewon ChoiProfessor, Department of Economics, Seoul National UniversityZweryfikowany adres z snu.ac.kr
Dongchen ZouPhD candidate, Wharton SchoolZweryfikowany adres z wharton.upenn.edu
Xavier GabaixProf. of economics, HarvardZweryfikowany adres z fas.harvard.edu
Vicki MorwitzColumbia Business School, Columbia UniversityZweryfikowany adres z columbia.edu
Anjolein SchmeitsNYU Stern School of BusinessZweryfikowany adres z stern.nyu.edu

Obserwuj

Robert F. Whitelaw

NYU, Stern School of Business

Zweryfikowany adres z stern.nyu.edu - Strona główna

China's financial system empirical asset pricing


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
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	1950	2011
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	678	2004
Time variations and covariations in the expectation and volatility of stock market returns RF Whitelaw The Journal of Finance 49 (2), 515-541, 1994	649	1994
News or noise? Internet postings and stock prices R Tumarkin, RF Whitelaw Financial Analysts Journal 57 (3), 41-51, 2001	632	2001
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	581	1994
Uncovering the risk–return relation in the stock market H Guo, RF Whitelaw The Journal of Finance 61 (3), 1433-1463, 2006	568	2006
The myth of long-horizon predictability J Boudoukh, M Richardson, RF Whitelaw The Review of Financial Studies 21 (4), 1577-1605, 2008	523	2008
The real value of China’s stock market JN Carpenter, F Lu, RF Whitelaw Journal of Financial Economics 139 (3), 679-696, 2021	502	2021
Stock market risk and return: An equilibrium approach RF Whitelaw The Review of Financial Studies 13 (3), 521-547, 2000	455	2000
The best of both worlds J Boudoukh, M Richardson, R Whitelaw Risk 11 (5), 64-67, 1998	438	1998
Industry returns and the Fisher effect J Boudoukh, M Richardson, RF Whitelaw The Journal of Finance 49 (5), 1595-1615, 1994	359	1994
Optimal risk management using options DH Ahn, J Boudoukh, M Richardson, RF Whitelaw The Journal of Finance 54 (1), 359-375, 1999	230	1999
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	196	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	182	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	155	1997
The development of China's stock market and stakes for the global economy JN Carpenter, RF Whitelaw Annual Review of Financial Economics 9 (1), 233-257, 2017	151	2017
Investigation of a class of volatility estimators J Boudoukh, M Richardson, RF Whitelaw Journal of Derivatives 4 (3), 63-71, 1997	140	1997
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	134	2014
New evidence on the forward premium puzzle J Boudoukh, M Richardson, RF Whitelaw Journal of Financial and Quantitative Analysis 51 (3), 875-897, 2016	110*	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	108	2007

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