Items where Author is "Richardson, S A"

Andreani, M, Palhares, D and Richardson, S A (2023) Computing corporate bond returns: a word (or two) of caution. Review of Accounting Studies. ISSN 1380-6653 (In Press)

Richardson, S A (2022) Systematic Fixed Income: An Investor's Guide. John Wiley & Sons. ISBN 9781119900139

Diep, P, Eisfelt, A and Richardson, S A (2021) The cross section of MBS returns. Journal of Finance, 76 (5). pp. 2093-2151. ISSN 0022-1082

Israel, R, Laursen, K and Richardson, S A (2020) Is (systematic) value investing dead? Journal of Portfolio Management, 47 (2). pp. 38-62. ISSN 0095-4918

Brooks, J, Richardson, S A and Xu, Z (2020) (Systematic) Investing in Emerging Market Debt. Journal of Fixed Income, 30 (2). pp. 44-61. ISSN 1059-8596

Brooks, J, Gould, T and Richardson, S A (2020) Active Fixed Income Illusions. Journal of Fixed Income, 29 (4). pp. 5-19. ISSN 1059-8596

Palhares, D and Richardson, S A (2020) Looking under the Hood of Active Credit Managers. Financial Analysts Journal, 76 (2). pp. 82-102. ISSN 0015-198X

Richardson, S A and Palhares, D (2018) (Il)liquidity premium in credit markets: a myth? Journal of Fixed Income, 28 (3). pp. 3-31. ISSN 1059-8596

Penman, S H, Reggiani, F, Richardson, S A and Tuna, I (2018) A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book-to-price. European Financial Management, 24 (4). pp. 488-520. ISSN 1354-7798

Asness, C, Hazelkorn, T and Richardson, S A (2018) Buyback derangement syndrome. Journal of Portfolio Management, 44 (5). pp. 50-57. ISSN 0095-4918

Israel, R, Palhares, D and Richardson, S A (2018) Common factors in corporate bond returns. Journal of Investment Management, 16 (2). ISSN 1545-9144

Brooks, J, Palhares, D and Richardson, S A (2018) Style investing in fixed income. Journal of Portfolio Management, 44 (4). pp. 127-139. ISSN 0095-4918

Correia, M M, Kang, J and Richardson, S A (2018) Asset volatility. Review of Accounting Studies, 23 (1). pp. 37-94. ISSN 1380-6653

Asvanunt, A and Richardson, S A (2017) Credit risk premium. Journal of Fixed Income, 26 (3). pp. 6-24. ISSN 1059-8596

Richardson, S A, Saffi, P A C and Sigurdsson, K (2017) Deleveraging risk. Journal of Financial and Quantitative Analysis, 52 (6). pp. 2491-2522. ISSN 0022-1090

Momente’, F, Reggiani, F and Richardson, S A (2015) Accruals and future performance: Can it be attributed to risk? Review of Accounting Studies, 20 (4). pp. 1297-1333. ISSN 1380-6653

Tuna, I, Richardson, S A and Li, N (2014) Macro to micro: Country exposures, firm fundamentals and stock returns. Journal of Accounting and Economics, 58 (1). pp. 1-20. ISSN 0165-4101

Richardson, S A, Tuna, I and Arora, N (2013) Asset reliability and security prices: Evidence from credit markets. Review of Accounting Studies, 19 (1). pp. 363-395. ISSN 1380-6653

Richardson, S A, Sloan, R and You, H (2012) What makes stock prices move? Fundamentals vs. investor recognition. Financial Analysts Journal, 68 (2). pp. 30-50. ISSN 0015-198X

Correia, M M, Richardson, S A and Tuna, I (2012) Value investing in credit markets. Review of Accounting Studies, 17 (3). pp. 572-609. ISSN 1380-6653

Tuna, I, Richardson, S A and Wysocki, P (2010) Accounting anomalies and fundamental analysis: A review of recent research advances. Journal of Accounting and Economics, 50 (2-3). pp. 410-454. ISSN 0165-4101

Richardson, S A, Dechow, P M and Sloan, R (2008) The persistence and pricing of the cash component of earnings. Journal of Accounting Research, 46 (3). pp. 537-566. ISSN 0021-8456