Robert F Whitelaw

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

Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets

Year: 2003
Journal: Journal of Financial Economics
Authors: Eli Ofek; Matthew Richardson; Robert F. Whitelaw

Uncovering the Risk-Return Relation in the Stock Market

Year: 2003
Journal: Journal of Finance
Authors: Hui Guo; Robert F. Whitelaw

Maxing Out Stocks as Lotteries and the Cross-Section of Expected Returns

Year: 2009
Journal: Journal of Financial Economics
Authors: Turan G. Bali; Nusret Cakici; Robert F. Whitelaw

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

Year: 2013
Journal: Review of Asset Pricing Studies
Authors: Turan G. Bali; Nusret Cakici; Robert F. Whitelaw

On the Fundamental Relation Between Equity Returns and Interest Rates

Year: 2014
Journal: No Journal Matched
Authors: Jaewon Choi; Matthew P. Richardson; Robert F. Whitelaw

Comovement Revisited

Year: 2015
Journal: Journal of Financial Economics
Authors: Honghui Chen; Vijay Singal; Robert F. Whitelaw

The Real Value of China's Stock Market

Year: 2015
Journal: Journal of Financial Economics
Authors: Jennifer N Carpenter; Fangzhou Lu; Robert F Whitelaw

The Price and Quantity of Interest Rate Risk

Year: 2021
Journal: No Journal Matched
Authors: Jennifer N. Carpenter; Fangzhou Lu; Robert F. Whitelaw