Matthew Richardson

• [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
• [2004 JFE] 同一份现金流，两个价格：当「借不到的券」撑开了期权与股票的裂缝Limited Arbitrage and Short Sales Restrictions: Evidence from the Options MarketsJun 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
• [1992 JFE] 十个不等号的审判：当 t 值说『不单调』，联合检验却说『证据不足』The Monotonicity of the Term Premium: Another LookJun 1992
• [1989 JFE] 样本明明很大，独立信息却少得可怜——重读「长期收益」检验里的渐近幻觉Drawing Inferences from Statistics Based on Multiyear Asset ReturnsJun 2026