Robert F. Whitelaw

Citované v

	Všetky	Od 2020
Citácie	9657	3085
h-index	31	19
i10-index	36	26

700

350

175

525

19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202528 51 68 81 111 121 136 174 203 188 241 246 280 284 277 351 380 415 370 413 462 469 530 542 497 583 618 686 592 107

Spoluautori

Matthew RichardsonProfessor of Finance, NYU Stern School of BusinessOverená e-mailová adresa na: stern.nyu.edu
Jacob BoudoukhArison School of Business, IDCOverená e-mailová adresa na: idc.ac.il
Turan BaliRobert Parker Chair Professor of Finance, Georgetown UniversityOverená e-mailová adresa na: georgetown.edu
Nusret CakiciFordham UniversityOverená e-mailová adresa na: fordham.edu
Richard StantonHaas School of Business, U.C. BerkeleyOverená e-mailová adresa na: haas.berkeley.edu
Jennifer CarpenterProfessor Emerita of Finance, New York University Stern School of BusinessOverená e-mailová adresa na: stern.nyu.edu
Dong-Hyun Ahn (안동현)Department of Economics at Seoul National UniversityOverená e-mailová adresa na: snu.ac.kr
Fangzhou LuAssistant Professor of Finance, The University of Hong KongOverená e-mailová adresa na: hku.hk
Rob TumarkinThe University of New South WalesOverená e-mailová adresa na: unsw.edu.au
Hui GuoProfessor of Finance, University of CincinnatiOverená e-mailová adresa na: uc.edu
Marti SubrahmanyamNew York University Stern and NYU ShanghaiOverená e-mailová adresa na: stern.nyu.edu
Tom SmithProfessorOverená e-mailová adresa na: mq.edu.au
Vijay SingalVirginia TechOverená e-mailová adresa na: vt.edu
Honghui ChenProfessor of Finance, University of Central FloridaOverená e-mailová adresa na: bus.ucf.edu
Daniel R. SmithProfessor of Finance, Queensland University of TechnologyOverená e-mailová adresa na: qut.edu.au
Jaewon ChoiProfessor, Department of Economics, Seoul National UniversityOverená e-mailová adresa na: snu.ac.kr
Dongchen ZouPhD candidate, Wharton SchoolOverená e-mailová adresa na: wharton.upenn.edu
Xavier GabaixProf. of economics, HarvardOverená e-mailová adresa na: fas.harvard.edu
Vicki MorwitzColumbia Business School, Columbia UniversityOverená e-mailová adresa na: columbia.edu
Anjolein SchmeitsNYU Stern School of BusinessOverená e-mailová adresa na: stern.nyu.edu

Sledovať

Robert F. Whitelaw

NYU, Stern School of Business

Overená e-mailová adresa na: stern.nyu.edu - Domovská stránka

China's financial system empirical asset pricing


Názov Zoradiť podľa citácií Zoradiť podľa roka Zoradiť podľa názvu	Citované v Citované v	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	1944	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	677	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	580	1994
Uncovering the risk–return relation in the stock market H Guo, RF Whitelaw The Journal of Finance 61 (3), 1433-1463, 2006	566	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	500	2021
Stock market risk and return: An equilibrium approach RF Whitelaw The Review of Financial Studies 13 (3), 521-547, 2000	454	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	358	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	107	2007

Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.

Články 1–20

Citácie za rok

Duplicitné citácie

Zlúčené citácie

Pridať spoluautorovSpoluautori

Sledovať

Citované v

Spoluautori