Jacob Boudoukh

All Institutions: Leonard N. Stern School of Business, New York University; Ariely School of Business, IDC; Arison School of Business, IDC Herzliya; Stern School of Business, NYU; IDC Arison School of Business; NYU Stern School of Business; New York University; IDC Herzliya

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

A Multifactor Nonlinear Continuous-Time Model of Interest Rate Volatility

Year: 1999
Journal: No Journal Matched
Authors: Jacob Boudoukh; Matthew Richardson; Richard Stanton; Robert F. Whitelaw

Behavioralize This: International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

Year: 1999
Journal: Review of Financial Studies
Authors: Donghyun Ahn; Jacob Boudoukh; Matthew Richardson; Robert F. Whitelaw

Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market

Year: 2003
Journal: Journal of Financial Economics
Authors: Jacob Boudoukh; Matthew Richardson; Yuqing Shen; Robert F. Whitelaw

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Year: 2004
Journal: Journal of Finance
Authors: Jacob Boudoukh; Roni Michaely; Matthew Richardson; Michael Roberts

The Myth of Long-Horizon Predictability

Year: 2005
Journal: Review of Financial Studies
Authors: Jacob Boudoukh; Matthew Richardson; Robert Whitelaw

The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly

Year: 2005
Journal: No Journal Matched
Authors: Jacob Boudoukh; Matthew Richardson; Robert Whitelaw

Which News Moves Stock Prices? A Textual Analysis

Year: 2013
Journal: No Journal Matched
Authors: Jacob Boudoukh; Ronen Feldman; Shimon Kogan; Matthew Richardson

The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds

Year: 2016
Journal: No Journal Matched
Authors: Jacob Boudoukh; Jordan Brooks; Matthew Richardson; Zhikai Xu

Biases in Long-Horizon Predictive Regressions

Year: 2020
Journal: Journal of Financial Economics
Authors: Jacob Boudoukh; Ronen Israel; Matthew P. Richardson

Author Disambiguation

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