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Robert F. Whitelaw

Robert F. Whitelaw

D-Index & Metrics

Economics and Finance

D-Index
35
Citations
8986
World Ranking
2889
National Ranking
1604

Overview

Robert F. Whitelaw is affiliated with New York University in the United States and specializes in the fields of economics, econometrics, and finance. Their research primarily focuses on finance and accounting, engaging with topics such as financial markets and investment strategies, corporate finance and governance, auditing, earnings management and governance, credit risk and financial regulations, as well as banking stability, regulation, and efficiency.

The scientist's recent publications include the following works:

  • The real value of China's stock market, 2020, Journal of Financial Economics
  • Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models, 2022, The Review of Asset Pricing Studies
  • The Price and Quantity of Interest Rate Risk, 2020, SSRN Electronic Journal
  • The Price and Quantity of Interest Rate Risk, 2021, SSRN Electronic Journal

Robert F. Whitelaw has collaborated frequently with several co-authors, including:

  • Jennifer N. Carpenter
  • Fangzhou Lu
  • Jaewon Choi
  • Matthew Richardson

Their work has appeared in the following academic venues multiple times:

  • SSRN Electronic Journal
  • Journal of Financial Economics
  • The Review of Asset Pricing Studies

Robert F. Whitelaw's research integrates financial theories with empirical analysis, contributing to understanding the dynamics within financial markets and the implications for corporate financial practices and regulatory frameworks.

Best Publications

  • Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

    Turan G. Bali;Nusret Cakici;Robert F. Whitelaw

  • LIMITED ARBITRAGE AND SHORT SALES RESTRICTIONS: EVIDENCE FROM THE OPTIONS MARKETS

    Eli Ofek;Matthew Richardson;Matthew Richardson;Robert F. Whitelaw;Robert F. Whitelaw

  • Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns

    Robert F. Whitelaw

  • Uncovering the Risk-Return Relation in the Stock Market

    Hui Guo;Robert F. Whitelaw

  • A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns

    Jacob Boudoukh;Matthew P. Richardson;Robert F. Whitelaw

  • News or Noise? Internet Postings and Stock Prices

    Robert Tumarkin;Robert F. Whitelaw

  • THE MYTH OF LONG-HORIZON PREDICTABILITY

    Jacob Boudoukh;Matthew Richardson;Robert F. Whitelaw

  • Uncovering the Risk-Return Relation in the Stock Market

    Hui Guo;Robert F. Whitelaw

  • Stock Market Risk and Return: An Equilibrium Approach

    Robert F. Whitelaw

  • The Real Value of China's Stock Market

    Jennifer N. Carpenter;Fangzhou Lu;Robert F. Whitelaw

  • Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

    Turan G. Bali;Nusret Cakici;Robert Whitelaw;Robert Whitelaw

  • Industry Returns and the Fisher Effect

    Jacob Boudoukh;Matthew Richardson;Robert F. Whitelaw

  • Optimal Risk Management Using Options

    Dong-Hyun Ahn;Jacob Boudoukh;Matthew Richardson;Robert F. Whitelaw

  • Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market

    Jacob Boudoukh;Robert F. Whitelaw

  • Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach

    Jacob Boudoukh;Matthew Richardson;Richard Stanton;Robert F. Whitelaw

  • The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk

    Matthew P. Richardson;Matthew P. Richardson;Jacob Boudoukh;Robert Whitelaw;Robert Whitelaw

  • <i>THE ECONOMETRICS OF FINANCIAL MARKETS</i>

    Unknown

  • Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations

    Dong-Hyun Ahn;Jacob Boudoukh;Matthew Richardson;Robert F. Whitelaw

  • The Development of China's Stock Market and Stakes for the Global Economy

    Jennifer N. Carpenter;Robert F. Whitelaw;Robert F. Whitelaw

  • Investigation of a Class of Volatility Estimators

    Jacob Boudoukh;Matthew Richardson;Robert F. Whitelaw

  • Uncovering the Risk-Return Relation in the Stock Market

    Hui Guo;Robert Whitelaw;Robert Whitelaw

  • Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

    Turan G. Bali;Nusret Cakici;Robert F. Whitelaw

  • The Myth of Long-Horizon Predictability

    Jacob Boudoukh;Matthew P. Richardson;Matthew P. Richardson;Robert Whitelaw;Robert Whitelaw

  • The Real Value of China's Stock Market

    Jennifer N. Carpenter;Fangzhou Lu;Fangzhou Lu;Robert Whitelaw;Robert Whitelaw

  • Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets

    Eli Ofek;Matthew P. Richardson;Matthew P. Richardson;Robert Whitelaw;Robert Whitelaw

  • Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market

    Jacob Boudoukh;Jacob Boudoukh;Matthew Richardson;Matthew Richardson;YuQing (Jeff) Shen;Robert F. Whitelaw;Robert F. Whitelaw

Frequent Co-Authors

Matthew Richardson
Matthew Richardson New York University
Turan G. Bali
Turan G. Bali Georgetown University
Marti G. Subrahmanyam
Marti G. Subrahmanyam New York University
Stijn Van Nieuwerburgh
Stijn Van Nieuwerburgh Columbia University
Viral V. Acharya
Viral V. Acharya New York University
Thomas F. Cooley
Thomas F. Cooley New York University

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