| 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 | 1781 | 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 | 655 | 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 | 640 | 1994 |
| News or noise? Internet postings and stock prices R Tumarkin, RF Whitelaw Financial Analysts Journal 57 (3), 41-51, 2001 | 612 | 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 | 568 | 1994 |
| Uncovering the risk–return relation in the stock market H Guo, RF Whitelaw The Journal of Finance 61 (3), 1433-1463, 2006 | 552 | 2006 |
| The myth of long-horizon predictability J Boudoukh, M Richardson, RF Whitelaw The Review of Financial Studies 21 (4), 1577-1605, 2008 | 520 | 2008 |
| Stock market risk and return: An equilibrium approach RF Whitelaw The Review of Financial Studies 13 (3), 521-547, 2000 | 444 | 2000 |
| The real value of China’s stock market JN Carpenter, F Lu, RF Whitelaw Journal of Financial Economics 139 (3), 679-696, 2021 | 439 | 2021 |
| The best of both worlds J Boudoukh, M Richardson, R Whitelaw Risk 11 (5), 64-67, 1998 | 436 | 1998 |
| Industry returns and the Fisher effect J Boudoukh, M Richardson, RF Whitelaw The Journal of Finance 49 (5), 1595-1615, 1994 | 341 | 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 | 197 | 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 | 177 | 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 | 138 | 2017 |
| Investigation of a class of volatility estimators J Boudoukh, M Richardson, RF Whitelaw Journal of Derivatives 4 (3), 63-71, 1997 | 133 | 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 | 131 | 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 | 108* | 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 | 100 | 2007 |
Matthew RichardsonProfessor of Finance, NYU Stern School of Business在 stern.nyu.edu 的电子邮件经过验证
