| On the importance of measuring payout yield: Implications for empirical asset pricing J Boudoukh, R Michaely, M Richardson, MR Roberts The Journal of Finance 62 (2), 877-915, 2007 | 735 | 2007 |
| Stock returns and inflation: A long-horizon perspective J Boudoukh, M Richardson The American economic review 83 (5), 1346-1355, 1993 | 701 | 1993 |
| 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 | 569 | 1994 |
| 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 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 | 345 | 1994 |
| Which news moves stock prices? A textual analysis J Boudoukh, R Feldman, S Kogan, M Richardson National Bureau of Economic Research, 2013 | 275 | 2013 |
| Optimal risk management using options DH Ahn, J Boudoukh, M Richardson, RF Whitelaw The Journal of Finance 54 (1), 359-375, 1999 | 224 | 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 |
| Understanding market, credit, and operational risk: the value at risk approach L Allen, J Boudoukh, A Saunders John Wiley & Sons, 2009 | 191 | 2009 |
| Is the ex ante risk premium always positive?: A new approach to testing conditional asset pricing models J Boudoukh, M Richardson, T Smith Journal of Financial Economics 34 (3), 387-408, 1993 | 178 | 1993 |
| Information, trading, and volatility: Evidence from firm-specific news J Boudoukh, R Feldman, S Kogan, M Richardson The Review of Financial Studies 32 (3), 992-1033, 2019 | 177 | 2019 |
| 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 | 165 | 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 | 151 | 1997 |
| Investigation of a class of volatility estimators J Boudoukh, M Richardson, RF Whitelaw Journal of Derivatives 4 (3), 63-71, 1997 | 136 | 1997 |
| The information in long-maturity forward rates: implications for exchange rates and the forward premium anomaly J Boudoukh, MP Richardson, RF Whitelaw National Bureau of Economic Research, 2005 | 104* | 2005 |
| An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility J Boudoukh Journal of Money, Credit and Banking 25 (3), 636-665, 1993 | 103 | 1993 |
| 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 | 101 | 2007 |
| Stale prices and strategies for trading mutual funds J Boudoukh, M Richardson, M Subrahmanyam, RF Whitelaw Financial Analysts Journal 58 (4), 53-71, 2002 | 99 | 2002 |
| The benchmark effect in the Japanese government bond market J Boudoukh, RF Whitelaw Journal of Fixed Income 1 (2), 52-59, 1991 | 93 | 1991 |
