Jacob Boudoukh

4.0k total citations
53 papers, 2.5k citations indexed

About

Jacob Boudoukh is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Jacob Boudoukh has authored 53 papers receiving a total of 2.5k indexed citations (citations by other indexed papers that have themselves been cited), including 48 papers in Finance, 30 papers in Economics and Econometrics and 19 papers in General Economics, Econometrics and Finance. Recurrent topics in Jacob Boudoukh's work include Financial Markets and Investment Strategies (35 papers), Monetary Policy and Economic Impact (18 papers) and Stochastic processes and financial applications (12 papers). Jacob Boudoukh is often cited by papers focused on Financial Markets and Investment Strategies (35 papers), Monetary Policy and Economic Impact (18 papers) and Stochastic processes and financial applications (12 papers). Jacob Boudoukh collaborates with scholars based in United States, Israel and Australia. Jacob Boudoukh's co-authors include Matthew Richardson, Robert Whitelaw, Michael R. Roberts, Roni Michaely, Tom Smith, Shimon Kogan, Ronen Feldman, Dong-Hyun Ahn, Marti G. Subrahmanyam and Ronen Israel and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Jacob Boudoukh

49 papers receiving 2.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Jacob Boudoukh United States 24 2.2k 1.5k 839 744 266 53 2.5k
Grant McQueen United States 21 1.6k 0.7× 1.5k 1.0× 693 0.8× 595 0.8× 192 0.7× 38 2.1k
Jose A. Lopez United States 24 2.3k 1.1× 1.4k 0.9× 711 0.8× 926 1.2× 174 0.7× 94 2.8k
Yuliy Sannikov United States 16 1.6k 0.8× 1.6k 1.1× 642 0.8× 684 0.9× 429 1.6× 36 2.6k
Steven Thorley United States 22 2.1k 1.0× 1.5k 1.0× 364 0.4× 780 1.0× 515 1.9× 50 2.5k
Samuel Hanson United States 24 2.8k 1.3× 1.7k 1.1× 915 1.1× 981 1.3× 86 0.3× 58 3.3k
Jules H. van Binsbergen United States 21 2.0k 0.9× 1.3k 0.9× 447 0.5× 1.2k 1.7× 220 0.8× 75 2.5k
Roy Henriksson United States 8 1.6k 0.7× 1.1k 0.7× 379 0.5× 729 1.0× 272 1.0× 15 1.9k
Douglas T. Breeden United States 10 2.5k 1.1× 2.1k 1.4× 968 1.2× 605 0.8× 171 0.6× 26 3.1k
Jun Cai Hong Kong 19 1.4k 0.6× 1.1k 0.7× 554 0.7× 523 0.7× 131 0.5× 53 1.8k
Bruce N. Lehmann United States 16 2.7k 1.3× 2.0k 1.4× 880 1.0× 1.2k 1.6× 451 1.7× 32 3.2k

Countries citing papers authored by Jacob Boudoukh

Since Specialization
Citations

This map shows the geographic impact of Jacob Boudoukh's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jacob Boudoukh with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jacob Boudoukh more than expected).

Fields of papers citing papers by Jacob Boudoukh

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jacob Boudoukh. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jacob Boudoukh. The network helps show where Jacob Boudoukh may publish in the future.

Co-authorship network of co-authors of Jacob Boudoukh

This figure shows the co-authorship network connecting the top 25 collaborators of Jacob Boudoukh. A scholar is included among the top collaborators of Jacob Boudoukh based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jacob Boudoukh. Jacob Boudoukh is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Boudoukh, Jacob, Yukun Liu, Tobias J. Moskowitz, & Matthew Richardson. (2021). The Systematic Risk of Global Asset Returns in Times of Crisis: (How) is COVID-19 Different?. SSRN Electronic Journal. 1 indexed citations
2.
Boudoukh, Jacob, et al.. (2021). Sovereign Credit Quality and Violations of the Law of One Price. European Finance Review. 25(5). 1581–1607. 4 indexed citations
3.
Boudoukh, Jacob, Ronen Israel, & Matthew Richardson. (2018). Long Horizon Predictability: A Cautionary Tale. SSRN Electronic Journal. 2 indexed citations
4.
Boudoukh, Jacob, Matthew Richardson, & Robert Whitelaw. (2016). New Evidence on the Forward Premium Puzzle. Journal of Financial and Quantitative Analysis. 51(3). 875–897. 29 indexed citations
5.
Whitelaw, Robert, Matthew Richardson, & Jacob Boudoukh. (2011). An Explanation of the Forward Premium Puzzle: The Long and the Short of It. The Faculty Digital Archive (New York University). 3 indexed citations
6.
Boudoukh, Jacob, Matthew Richardson, Richard Stanton, & Robert Whitelaw. (2004). Valuing Mutual Fund Companies. eScholarship (California Digital Library). 2 indexed citations
7.
Richardson, Matthew, Robert Whitelaw, Jacob Boudoukh, & Marti G. Subrahmanyam. (2003). Stale Prices and Strategies for Trading Mutual Funds. SSRN Electronic Journal. 13 indexed citations
8.
Boudoukh, Jacob, Matthew Richardson, Richard Stanton, & Robert Whitelaw. (2003). THE VALUATION OF MUTUAL FUND CONTRACTS. The Faculty Digital Archive (New York University). 3 indexed citations
9.
Allen, Linda, Jacob Boudoukh, & Anthony Saunders. (2003). Understanding Market, Credit, and Operational Risk: The Value at Risk Approach. Medical Entomology and Zoology. 40 indexed citations
10.
Boudoukh, Jacob, Matthew Richardson, & Marti G. Subrahmanyam. (2000). The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor. The Faculty Digital Archive (New York University). 5 indexed citations
11.
Boudoukh, Jacob, Matthew Richardson, Tom Smith, & Robert Whitelaw. (1999). Regime Shifts and Bond Returns. The Faculty Digital Archive (New York University). 8 indexed citations
12.
Boudoukh, Jacob. (1998). Can Market-Timers Time Markets? Evidence on the Predictability of Stock Returns from Asset Allocation Funds. SSRN Electronic Journal. 3 indexed citations
13.
Boudoukh, Jacob, Matthew Richardson, & Robert Whitelaw. (1998). A Tale of Three Schools: Insights on Autocorrelations of Short Horizon Stock Returns. SSRN Electronic Journal. 23 indexed citations
14.
Richardson, Matthew, Jacob Boudoukh, & Robert Whitelaw. (1998). The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk. SSRN Electronic Journal. 75 indexed citations
15.
Boudoukh, Jacob, Matthew Richardson, Tom Smith, & Robert Whitelaw. (1996). Ex Ante Bond Returns and the Yield Curve. The Faculty Digital Archive (New York University). 2 indexed citations
16.
Boudoukh, Jacob, Matthew Richardson, & Robert Whitelaw. (1996). Hedging the Interest Rate Risk of Brady Bonds. The Faculty Digital Archive (New York University).
17.
Boudoukh, Jacob, Matthew Richardson, Richard Stanton, & Robert Whitelaw. (1995). A New Strategy for Dynamically Hedging Mortgage-Backed Securities. The Journal of Derivatives. 2(4). 60–77. 4 indexed citations
18.
Boudoukh, Jacob & Matthew Richardson. (1993). Stock returns and inflation: A long-horizon perspective. American Economic Review. 83(5). 1346–1355. 318 indexed citations
19.
Boudoukh, Jacob & Robert Whitelaw. (1993). Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market. Review of Financial Studies. 6(2). 265–292. 100 indexed citations
20.
Boudoukh, Jacob & Robert Whitelaw. (1991). The Benchmark Effect in the Japanese Government Bond Market. The Journal of Fixed Income. 1(2). 52–59. 50 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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