Matthew Richardson

Measuring Systemic Risk

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon et al. · Review of Financial Studies · 2016 · 1.7K citations · Full text

Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

Viral V. Acharya, Robert F. Engle, Matthew Richardson · American Economic Review · 2012 · 1.1K citations

Financial Risk Management, Financial Risk, International Financial Crisis +22

DotCom Mania: The Rise and Fall of Internet Stock Prices

Eli Ofek, Matthew Richardson · The Journal of Finance · 2003 · 927 citations

Empirical Finance, Market Microstructure, Asset Pricing +16

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Jacob Boudoukh, Roni Michaely, Matthew Richardson et al. · The Journal of Finance · 2007 · 649 citations · Full text

Empirical Finance, Economics, Term Structure Model +11

Limited arbitrage and short sales restrictions: evidence from the options markets

Eli Ofek, Matthew Richardson, Robert Whitelaw · Journal of Financial Economics · 2004 · 463 citations

Market Microstructure, Short Sales Restrictions, Option Pricing +10