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Matthew P. Richardson · Study
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Author
Matthew P. Richardson
73 works
· latest 2023
· 7 institutions
cluster: provisional
ORCID 0000-0002-3184-9301
Works
60 shown
SVB and Beyond: The Banking Stress of 2023
SSRN Electronic Journal
·
2023
·
12 authors
·
preprint
·
Open access
46
citations
Biases in long-horizon predictive regressions
Journal of Financial Economics
·
2021
·
3 authors
57
citations
The investment behavior of buyout funds: Theory and evidence
Financial Management
·
2019
·
3 authors
34
citations
Deregulating Wall Street
Annual Review of Financial Economics
·
2018
·
3 authors
·
review
35
citations
Information, Trading, and Volatility: Evidence from Firm-Specific News
Review of Financial Studies
·
2018
·
4 authors
185
citations
Commodities for the Long Run
Financial Analysts Journal
·
2018
·
3 authors
·
Open access
43
citations
Measuring Systemic Risk
Review of Financial Studies
·
2016
·
4 authors
·
Open access
1,846
citations
The volatility of a firm's assets and the leverage effect
Journal of Financial Economics
·
2016
·
2 authors
·
Open access
166
citations
New Evidence on the Forward Premium Puzzle
Journal of Financial and Quantitative Analysis
·
2016
·
3 authors
51
citations
Which News Moves Stock Prices? A Textual Analysis
National Bureau of Economic Research
·
2013
·
4 authors
·
report
·
Open access
222
citations
Implications of the Dodd-Frank Act*
Annual Review of Financial Economics
·
2012
·
2 authors
·
review
80
citations
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
American Economic Review
·
2012
·
3 authors
1,157
citations
Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises
SSRN Electronic Journal
·
2011
·
4 authors
·
preprint
·
Open access
36
citations
Regulating Wall Street
Wiley eBooks
·
2010
·
4 authors
·
book
172
citations
Measuring Systemic Risk
·
2010
·
5 authors
·
other
56
citations
Resolution Authority
·
2010
·
4 authors
·
other
32
citations
TAXING SYSTEMIC RISK
World Scientific series in finance
·
2010
·
4 authors
·
chapter
32
citations
Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009
Foundations and Trends® in Finance
·
2010
·
4 authors
·
Open access
152
citations
Measuring Systemic Risk
Working paper
·
2010
·
4 authors
·
report
432
citations
Measuring Systemic Risk
Working paper
·
2010
·
4 authors
·
report
184
citations
Measuring Systemic Risk
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
170
citations
A Tax on Systemic Risk
·
2010
·
4 authors
94
citations
Restoring Financial Stability
Wiley eBooks
·
2009
·
2 authors
·
book
720
citations
Prologue: A Bird's‐Eye View: The Financial Crisis of 2007–2009: Causes and Remedies
·
2009
·
4 authors
·
other
45
citations
The Financial Crisis of 2007‐2009: Causes and Remedies
Financial Markets Institutions and Instruments
·
2009
·
4 authors
258
citations
Regulating Systemic Risk
Financial Markets Institutions and Instruments
·
2009
·
4 authors
106
citations
Corporate Governance in the Modern Financial Sector
Financial Markets Institutions and Instruments
·
2009
·
7 authors
·
Open access
37
citations
The Rating Agencies: Is Regulation the Answer?
Financial Markets Institutions and Instruments
·
2009
·
2 authors
35
citations
CAUSES OF THE FINANCIAL CRISIS
Critical Review
·
2009
·
2 authors
542
citations
The Investment Behavior of Buyout Funds: Theory and Evidence
National Bureau of Economic Research
·
2008
·
3 authors
·
report
·
Open access
61
citations
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
The Journal of Finance
·
2007
·
4 authors
·
Open access
604
citations
The Investment Behavior of Buyout Funds: Theory and Evidence
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
75
citations
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
Journal of Financial Economics
·
2006
·
4 authors
90
citations
The Myth of Long-Horizon Predictability
Review of Financial Studies
·
2005
·
3 authors
·
Open access
477
citations
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
National Bureau of Economic Research
·
2005
·
3 authors
·
report
·
Open access
50
citations
Limited arbitrage and short sales restrictions: evidence from the options markets
Journal of Financial Economics
·
2004
·
3 authors
435
citations
DotCom Mania: The Rise and Fall of Internet Stock Prices
The Journal of Finance
·
2003
·
2 authors
·
Open access
916
citations
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST
Econometric Theory
·
2003
·
2 authors
58
citations
The cash flow, return and risk characteristics of private equity
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
412
citations
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
SSRN Electronic Journal
·
2003
·
4 authors
·
preprint
·
Open access
198
citations
Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
National Bureau of Economic Research
·
2003
·
3 authors
·
report
·
Open access
167
citations
The Investment Behavior of Buyout Funds: Theory and Evidence
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
85
citations
The Investment Behavior of Private Equity Fund Managers
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
55
citations
Stale Prices and Strategies for Trading Mutual Funds
Financial Analysts Journal
·
2002
·
4 authors
76
citations
Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Review of Financial Studies
·
2002
·
3 authors
·
Open access
123
citations
DotCom Mania: The Rise and Fall of Internet Stock Prices
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
91
citations
Dotcommania: The Rise and Fall of Internet Stock Prices
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
98
citations
Dotcom Mania: A Survey of Market Efficiency in the Internet Sector
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
49
citations
The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves
Faculty Digital Archive (New York University Florence)
·
2000
·
2 authors
·
report
·
Open access
88
citations
Large the IPO Lock-Up Period: Implications for Market Efficiency and Downward Sloping Demand Curves
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
68
citations
A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
National Bureau of Economic Research
·
1999
·
4 authors
·
report
·
Open access
35
citations
Ex Ante Bond Returns and the Liquidity Preference Hypothesis
The Journal of Finance
·
1999
·
4 authors
90
citations
Optimal Risk Management Using Options
The Journal of Finance
·
1999
·
4 authors
128
citations
The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
135
citations
Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
Review of Financial Studies
·
1997
·
4 authors
·
Open access
110
citations
Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure
Management Science
·
1997
·
3 authors
57
citations
Investigation of a Class of Volatility Estimators
The Journal of Derivatives
·
1997
·
3 authors
80
citations
Market efficiency around the clock some supporting evidence using foreign-based derivatives
Journal of Financial Economics
·
1995
·
3 authors
·
Open access
49
citations
Industry Returns and the Fisher Effect
The Journal of Finance
·
1994
·
3 authors
220
citations
A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
Review of Financial Studies
·
1994
·
3 authors
·
Open access
374
citations