NBER Working Papers and Publications
| November 2016 | Commodities for the Long Run
with Ari Levine, Yao Hua Ooi: w22793
Published: Ari Levine & Yao Hua Ooi & Matthew Richardson & Caroline Sasseville, 2018. "Commodities for the Long Run," Financial Analysts Journal, vol 74(2), pages 55-68.
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| August 2016 | The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
with Jacob Boudoukh, Jordan Brooks, Zhikai Xu: w22576
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| June 2014 | On the Fundamental Relation Between Equity Returns and Interest Rates
with Jaewon Choi, Robert F. Whitelaw: w20187
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| January 2013 | Which News Moves Stock Prices? A Textual Analysis
with Jacob Boudoukh, Ronen Feldman, Shimon Kogan: w18725
Published: Jacob Boudoukh & Ronen Feldman & Shimon Kogan & Matthew Richardson, 2013. "Which News Moves Stock Prices? A Textual Analysis," NBER Working Papers 18725, National Bureau of Economic Research, Inc.
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| February 2012 | How to Calculate Systemic Risk Surcharges
with Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon
in Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo, editors
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| July 2008 | The Investment Behavior of Buyout Funds: Theory and Evidence
with Alexander Ljungqvist, Daniel Wolfenzon: w14180
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| December 2005 | The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
with Jacob Boudoukh, Robert Whitelaw: w11840
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| The Myth of Long-Horizon Predictability
with Jacob Boudoukh, Robert Whitelaw: w11841
Published: Boudoukh, Jacob, Matthew Richardson, and Robert F. Whitelaw. "The Myth of Long-Horizon Predictability." Review of Financial Studies 21, 4 (July 2008): 1576-1605.
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| July 2004 | On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Jacob Boudoukh, Roni Michaely, Michael Roberts: w10651
Published: Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, vol. 62(2), pages 877-915, 04. citation courtesy of 
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| February 2003 | Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Jacob Boudoukh, YuQing Shen, Robert F. Whitelaw: w9515
Published: Boudoukh, Jacob, Matthew Richardson, YuQing (Jeff) Shen,and Robert F. Whitelaw. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market." Journal of Financial Economics 83, 2 (February 2007): 397-412.
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| January 2003 | The cash flow, return and risk characteristics of private equity
with Alexander Ljungqvist: w9454
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| Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
with Eli Ofek, Robert F. Whitelaw: w9423
Published: Whitelaw, Robert F., Eli Ofek, and Matthew Richardson. “Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets." Journal of Financial Economics 74, 2 (2004): 305-342.
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| December 2001 | DotCom Mania: The Rise and Fall of Internet Stock Prices
with Eli Ofek: w8630
Published:
- Eli Ofek & Matthew Richardson, 2003. "DotCom Mania: The Rise and Fall of Internet Stock Prices," Journal of Finance, American Finance Association, vol. 58(3), pages 1113-1138, 06.
- De Bondt, Werner (ed.) The Psychology of World Equity Markets. Volume 2, The International Library of Critical Writings in Economics series, vol. 187 An Elgar Reference Collection. Cheltenham, U.K. and Northampton, MA: Elgar, 2005.
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| July 1999 | A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
with Jacob Boudoukh, Richard Stanton, Robert F. Whitelaw: w7213
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| Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Jacob Boudoukh, Robert F. Whitelaw: w7214
Published: Ahn, D. H., J. Boudoukh, M. Richardson and R. F. Whitelaw. "Partial Adjustment Or Stale Prices? Implications From Stock Index And Futures Return Autocorrelations," Review of Financial Studies, 2002, v15(2,Mar), 655-689.
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| September 1997 | Optimal Risk Management Using Options
with Dong-Hyun Ahn, Jacob Boudoukh, Robert F. Whitelaw: w6158
Published: Journal of Finance, Vol. 54, no. 1 (February 1999): 359-375.
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| April 1990 | Drawing Inferences From Statistics Based on Multi-Year Asset Returns
with James H. Stock: w3335
Published: Journal of Financial Economics, 25, pp. 323-348 (1989)
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