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Matthew Richardson
Matthew Richardson
Professor of Finance, NYU Stern School of Business
Verified email at stern.nyu.edu - Homepage
Title
Cited by
Cited by
Year
Measuring systemic risk
VV Acharya, LH Pedersen, T Philippon, M Richardson
The review of financial studies 30 (1), 2-47, 2017
28322017
Dotcom mania: The rise and fall of internet stock prices
E Ofek, M Richardson
The Journal of Finance 58 (3), 1113-1137, 2003
12982003
Why do security prices change? A transaction-level analysis of NYSE stocks
A Madhavan, M Richardson, M Roomans
The Review of Financial Studies 10 (4), 1035-1064, 1997
12641997
Capital shortfall: A new approach to ranking and regulating systemic risks
V Acharya, R Engle, M Richardson
American Economic Review 102 (3), 59-64, 2012
11372012
Restoring financial stability: how to repair a failed system
VV Acharya, MP Richardson
John Wiley & Sons, 2009
7532009
Causes of the financial crisis
VV Acharya, M Richardson
Critical review 21 (2-3), 195-210, 2009
6832009
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
6542007
Stock returns and inflation: A long-horizon perspective
J Boudoukh, M Richardson
The American economic review 83 (5), 1346-1355, 1993
6181993
The cash flow, return and risk characteristics of private equity
A Ljungqvist, MP Richardson
National Bureau of Economic Research, 2003
6032003
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
5952004
The financial crisis of 2007-2009: Causes and remedies
V Acharya, T Philippon, M Richardson, N Roubini
Restoring financial stability: how to repair a failed system, 1-56, 2009
5502009
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
5331994
Drawing inferences from statistics based on multiyear asset returns
M Richardson, JH Stock
Journal of financial economics 25 (2), 323-348, 1989
5211989
The myth of long-horizon predictability
J Boudoukh, M Richardson, RF Whitelaw
The Review of Financial Studies 21 (4), 1577-1605, 2008
4782008
Using generalized method of moments to test mean‐variance efficiency
AC MacKinlay, MP Richardson
The Journal of Finance 46 (2), 511-527, 1991
4231991
The best of both worlds
J Boudoukh, M Richardson, R Whitelaw
Risk 11 (5), 64-67, 1998
4001998
Regulating Wall Street: The Dodd-Frank Act and the new architecture of global finance
VV Acharya, TF Cooley, MP Richardson, I Walter, ...
Wiley, 2010
3702010
Tests of financial models in the presence of overlapping observations
M Richardson, T Smith
The Review of Financial Studies 4 (2), 227-254, 1991
3261991
Industry returns and the Fisher effect
J Boudoukh, M Richardson, RF Whitelaw
the Journal of Finance 49 (5), 1595-1615, 1994
3131994
A test for multivariate normality in stock returns
M Richardson, T Smith
Journal of Business, 295-321, 1993
3041993
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