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List of works by Matthew Richardson

A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility

scientific article published in July 1999

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

scientific article published in July 1999

Biases in Long-Horizon Predictive Regressions

scientific article published in June 2020

Commodities for the Long Run

scientific article published in November 2016

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

scientific article published in February 2003

DotCom Mania: The Rise and Fall of Internet Stock Prices

Drawing Inferences From Statistics Based on Multi-Year Asset Returns

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

On the Fundamental Relation Between Equity Returns and Interest Rates

scientific article published in June 2014

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

scientific article published in July 2004

Optimal Risk Management Using Options

scientific article published in September 1997

The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds

scientific article published in August 2016

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

scientific article published in December 2005

The Investment Behavior of Buyout Funds: Theory and Evidence

scientific article published in July 2008

The Myth of Long-Horizon Predictability

scientific article published in December 2005

The cash flow, return and risk characteristics of private equity

scientific article published in January 2003

Which News Moves Stock Prices? A Textual Analysis

scientific article published in January 2013