Robert F. Whitelaw
New York University
Stern School of Business
44 West 4th Street, Suite 9-190
New York, NY 10012-1126
NBER Program Affiliations:
NBER Affiliation: Research Associate
Institutional Affiliation: New York University
NBER Working Papers and Publications
|June 2015||Comovement Revisited|
with , : w21281
Published: Honghui Chen & Vijay Singal & Robert F. Whitelaw, 2016. "Comovement revisited," Journal of Financial Economics, vol 121(3), pages 624-644.
|February 2015||The Real Value of China's Stock Market|
with , : w20957
Published: Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2020. "The Real Value of China’s Stock Market," Journal of Financial Economics, .
|June 2014||On the Fundamental Relation Between Equity Returns and Interest Rates|
with , : w20187
|September 2013||Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?|
with , : w19460
Published: “Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?” (with Turan Bali and Nusret Cakici), 2014, Review of Asset Pricing Studies, Vol. 4, No. 2, pp. 206-246.
|March 2009||Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns|
with , : w14804
Published: Journal of Financial Economics Volume 99, Issue 2, February 2011, Pages 427–446 Cover image Maxing out: Stocks as lotteries and the cross-section of expected returns ☆ Turan G. Balia, 1, E-mail the corresponding author, Nusret Cakicib, 2, E-mail the corresponding author, Robert F. Whitelawc, d,
|December 2005||The Myth of Long-Horizon Predictability|
with , : 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.
|The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly|
with , : w11840
|August 2003||Uncovering the Risk-Return Relation in the Stock Market|
with Hui Guo: w9927
Published: Guo, Hui and Robert F. Whitelaw. "Uncovering The Risk-Return Relation In The Stock Market," Journal of Finance, 2006, v61(3,Jun), 1433-1463. citation courtesy of
|February 2003||Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market|
with , , YuQing Shen: 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.
|January 2003||Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets|
with , : 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.
|July 1999||Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns|
with Dong-Hyun Ahn, , : 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.
|A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility|
with , , : w7213
|September 1997||Optimal Risk Management Using Options|
with Dong-Hyun Ahn, , : w6158
Published: Journal of Finance, Vol. 54, no. 1 (February 1999): 359-375.