Jacob Boudoukh

• [2022 JFE] 用更多的数据，买来更大的偏差——长期预测回归里那场小样本幻觉Biases in Long-horizon Predictive RegressionsJun 2026
• [2002 RFS] 指数会「记仇」，期货却转头就忘——一道拆穿短期自相关的现货-期货实验Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return AutocorrelationsJun 2026
• [1993 JFE] 风险溢价真的永远为正吗？——一个把「不等式」搬进资产定价检验的新办法Is the Ex Ante Risk Premium Always Positive?: A New Approach to Testing Conditional Asset Pricing ModelsSep 1993