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Chicago Booth: Fama-Miller Working Paper Series
590,982 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

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Showing Papers 1 - 50 of 263
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Incl. Electronic Paper Selling Failed Banks
Fama-Miller Working Paper
Joao Granja , Gregor Matvos and Amit Seru
MIT - Sloan School of Management , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business and NBER
Date Posted: August 17, 2014
Working Paper Series
53 downloads

Incl. Electronic Paper Banks Are Where the Liquidity Is
Chicago Booth Research Paper No. 14-27, Fama-Miller Working Paper
Oliver Hart and Luigi Zingales
Harvard University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: July 26, 2014
Working Paper Series
82 downloads

Incl. Electronic Paper The Price of Variance Risk
Fama-Miller Working Paper
Ian Dew-Becker , Stefano Giglio , Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance , University of Chicago - Booth School of Business , University of North Carolina Kenan-Flagler Business School and Federal Reserve Board
Date Posted: July 26, 2014
Last Revised: September 12, 2014
Working Paper Series
69 downloads

Incl. Electronic Paper House Price Gains and U.S. Household Spending from 2002 to 2006
Chicago Booth Research Paper No. 14-23, Fama-Miller Working Paper
Atif R. Mian and Amir Sufi
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: July 23, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper No-Bubble Condition: Model-Free Tests in Housing Markets
Fama-Miller Working Paper
Stefano Giglio , Matteo Maggiori and Johannes Stroebel
University of Chicago - Booth School of Business , Harvard University and New York University (NYU)
Date Posted: May 17, 2014
Last Revised: September 20, 2014
Working Paper Series
131 downloads

Incl. Electronic Paper Fact, Fiction and Momentum Investing
Forthcoming in the Journal of Portfolio Management., Fama-Miller Working Paper
Clifford S. Asness , Andrea Frazzini , Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC and University of Chicago - Booth School of Business
Date Posted: May 12, 2014
Last Revised: August 30, 2014
Working Paper Series
9528 downloads

Incl. Electronic Paper Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both?
Chicago Booth Research Paper No. 14-11, Fama-Miller Working Paper
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: April 16, 2014
Working Paper Series
148 downloads

Incl. Electronic Paper Deflating Profitability
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-10
Ray Ball , Joseph Gerakos , Juhani T. Linnainmaa and Valeri V. Nikolaev
University of Chicago , University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 27, 2014
Last Revised: August 15, 2014
Working Paper Series
883 downloads

Incl. Electronic Paper House Price Gains and U.S. Household Spending from 2002 to 2006
Fama-Miller Working Paper
Atif R. Mian and Amir Sufi
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: March 22, 2014
Last Revised: August 30, 2014
Working Paper Series
276 downloads

Incl. Electronic Paper Agricultural Productivity and Structural Transformation. Evidence from Brazil
Chicago Booth Research Paper No. 14-07, Fama-Miller Working Paper
Paula Bustos , Bruno Caprettini and Jacopo Ponticelli
CREI; Universitat Pompeu Fabra , Universitat Pompeu Fabra and University of Chicago - Booth School of Business
Date Posted: March 07, 2014
Working Paper Series
57 downloads

Incl. Electronic Paper Court Enforcement and Firm Productivity: Evidence from a Bankruptcy Reform in Brazil
Chicago Booth Research Paper No. 14-08, Fama-Miller Working Paper
Jacopo Ponticelli
University of Chicago - Booth School of Business
Date Posted: March 07, 2014
Working Paper Series
56 downloads

Incl. Electronic Paper Asset Pricing with Countercyclical Household Consumption Risk
Chicago Booth Research Paper No. 14-06, Fama-Miller Working Paper
George M. Constantinides and Anisha Ghosh
University of Chicago - Booth School of Business and Carnegie Mellon University
Date Posted: February 15, 2014
Working Paper Series
71 downloads

Incl. Electronic Paper Insider Purchases Amid Short Interest Spikes: A Semi-Pooling Equilibrium
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-04
Chattrin Laksanabunsong and Wei Wu
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: February 07, 2014
Last Revised: February 19, 2014
Working Paper Series
109 downloads

Incl. Electronic Paper Scale Economies at Payday Loan Stores
Flannery, Mark, and Katherine Samolyk. 2007. "Scale Economies at Payday Loan Stores," Proceedings of the Federal Reserve Bank of Chicago’s 43rd Annual Conference on Bank Structure and Competition (May 2007) Chicago, Illinois, pp 233-259 ,
Mark J. Flannery and Katherine A Samolyk
University of Florida - Department of Finance, Insurance and Real Estate and Consumer Financial Protection Bureau
Date Posted: November 28, 2013
Working Paper Series
61 downloads

Incl. Electronic Paper Market Reactions to Tangible and Intangible Information Revisited
Chicago Booth Research Paper No. 13-82, Fama-Miller Working Paper
Joseph Gerakos and Juhani T. Linnainmaa
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 24, 2013
Last Revised: August 30, 2014
Working Paper Series
164 downloads

Incl. Electronic Paper The Price of Political Uncertainty: Theory and Evidence from the Option Market
Fama-Miller Working Paper
Bryan T. Kelly , Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 19, 2013
Last Revised: July 04, 2014
Working Paper Series
695 downloads

Incl. Electronic Paper The Value of Corporate Culture
Chicago Booth Research Paper No. 13-80, Fama-Miller Working Paper
Luigi Guiso , Paola Sapienza and Luigi Zingales
Einaudi Institute for Economics and Finance (EIEF) , Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business
Date Posted: November 15, 2013
Last Revised: August 30, 2014
Working Paper Series
702 downloads

Incl. Electronic Paper Resolution of Policy Uncertainty and Sudden Declines in Volatility
Chicago Booth Research Paper No. 13-78, Fama-Miller Working Paper
Dante Amengual and Dacheng Xiu
Centre for Monetary and Financial Studies (CEMFI) and University of Chicago - Booth School of Business
Date Posted: November 02, 2013
Last Revised: August 06, 2014
Working Paper Series
108 downloads

Incl. Electronic Paper Benefit-Cost Paradigms in Financial Regulation
University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. 660
Eric A. Posner and E. Glen Weyl
University of Chicago - Law School and Microsoft Research New England
Date Posted: October 29, 2013
Last Revised: April 23, 2014
Working Paper Series
436 downloads

Incl. Electronic Paper Very Long-Run Discount Rates
Fama-Miller Working Paper
Stefano Giglio , Matteo Maggiori and Johannes Stroebel
University of Chicago - Booth School of Business , Harvard University and New York University (NYU)
Date Posted: October 28, 2013
Last Revised: September 12, 2014
Working Paper Series
519 downloads

Incl. Electronic Paper The New-Keynesian Liquidity Trap
John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: September 21, 2013
Last Revised: September 22, 2013
Working Paper Series
78 downloads

Incl. Electronic Paper Tail Risk and Asset Prices
Chicago Booth Research Paper No. 13-67
Bryan T. Kelly and Hao Jiang
University of Chicago - Booth School of Business and Erasmus University Rotterdam (EUR)
Date Posted: September 05, 2013
Last Revised: January 11, 2014
Working Paper Series
863 downloads

Incl. Electronic Paper Scale and Skill in Active Management
Lubos Pastor , Robert F. Stambaugh and Lucian Taylor
University of Chicago - Booth School of Business , University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Date Posted: September 01, 2013
Last Revised: August 01, 2014
Working Paper Series
1437 downloads

Incl. Electronic Paper Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Nicolae Garleanu , Stavros Panageas and Jianfeng Yu
University of California, Berkeley - Haas School of Business , University of Chicago - Booth School of Business and University of Minnesota
Date Posted: August 20, 2013
Working Paper Series
77 downloads

Incl. Electronic Paper Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds
Darden Business School Working Paper No. 2304808, Fama-Miller Working Paper
Robert S. Harris , Tim Jenkinson , Steven N. Kaplan and Rüdiger Stucke
University of Virginia (UVA) - Darden School of Business , University of Oxford - Said Business School , University of Chicago - Booth School of Business and University of Oxford - Said Business School
Date Posted: August 02, 2013
Last Revised: August 30, 2014
Working Paper Series
759 downloads

Incl. Electronic Paper Time Varying Risk Aversion
Chicago Booth Research Paper No. 13-64, Fama-Miller Working Paper
Luigi Guiso , Paola Sapienza and Luigi Zingales
Einaudi Institute for Economics and Finance (EIEF) , Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business
Date Posted: August 02, 2013
Last Revised: August 30, 2014
Working Paper Series
182 downloads

Incl. Electronic Paper Shareholder Democracy in Play: Career Consequences of Proxy Contests
Journal of Financial Economics (JFE), Forthcoming
Vyacheslav Fos and Margarita Tsoutsoura
University of Illinois at Urbana-Champaign and University of Chicago - Booth School of Business
Date Posted: July 18, 2013
Last Revised: August 19, 2014
Accepted Paper Series
421 downloads

Incl. Electronic Paper A Five-Factor Asset Pricing Model
Fama-Miller Working Paper
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date Posted: June 30, 2013
Last Revised: August 16, 2014
Working Paper Series
8769 downloads

Incl. Electronic Paper Do Private Equity Funds Game Returns?
Fama-Miller Working Paper
Gregory W. Brown , Oleg Gredil and Steven N. Kaplan
University of North Carolina (UNC) at Chapel Hill - Finance Area , University of North Carolina Kenan-Flagler Business School and University of Chicago - Booth School of Business
Date Posted: May 30, 2013
Last Revised: August 30, 2014
Working Paper Series
761 downloads

Incl. Electronic Paper Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
Chicago Booth Research Paper No. 13-55, Fama-Miller Working Paper
Yeguang Chi
Booth School of Business, University of Chicago
Date Posted: May 23, 2013
Last Revised: August 08, 2013
Working Paper Series
273 downloads

Incl. Electronic Paper The Geography of Risk Capital
Chicago Booth Research Paper No. 13-44, Fama-Miller Working Paper
Andrea Buraschi , Murat Cahit Meguturk and Emrah Sener
The University of Chicago , Imperial College London and Ozyegin University
Date Posted: April 04, 2013
Last Revised: July 09, 2014
Working Paper Series
214 downloads

Incl. Electronic Paper Finance: Function Matters, Not Size
John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: April 03, 2013
Working Paper Series
113 downloads

Incl. Electronic Paper The Role of the Media in Disseminating Insider Trading News
Chicago Booth Research Paper No. 13-34, Fama-Miller Working Paper
Jonathan L. Rogers , Douglas J. Skinner and Sarah L. C. Zechman
University of Chicago - Booth School of Business , The University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 19, 2013
Working Paper Series
317 downloads

Incl. Electronic Paper Common Factors in Stock Market Seasonalities
Fama-Miller Working Paper, Chicago Booth Research Paper No. 13-15
Matti Keloharju , Juhani T. Linnainmaa and Peter M. Nyberg
Aalto University - School of Business , University of Chicago - Booth School of Business and Aalto University
Date Posted: February 25, 2013
Last Revised: October 26, 2013
Working Paper Series
708 downloads

Incl. Electronic Paper Do Managers Tacitly Collude to Withhold Industry-Wide Bad News?
Chicago Booth Research Paper No. 13-12, Fama-Miller Working Paper
Jonathan L. Rogers , Catherine M. Schrand and Sarah L. C. Zechman
University of Chicago - Booth School of Business , University of Pennsylvania - Accounting Department and University of Chicago - Booth School of Business
Date Posted: February 20, 2013
Last Revised: July 31, 2014
Working Paper Series
450 downloads

Incl. Electronic Paper Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market
Journal of Finance, Forthcoming, Columbia Business School Research Paper No. 13-7 , Fama-Miller Working Paper
Tomasz Piskorski , Amit Seru and James Witkin
Columbia Business School - Finance and Economics , University of Chicago - Booth School of Business and NBER and Columbia University - Columbia Business School
Date Posted: February 13, 2013
Last Revised: August 30, 2014
Working Paper Series
2122 downloads

Incl. Electronic Paper Swinging for the Fences: Executive Reactions to Quasi-Random Option Grants
Chicago Booth Research Paper No. 13-03, Fama-Miller Working Paper
Kelly Shue and Richard R. Townsend
University of Chicago - Booth School of Business and Dartmouth College - Tuck School of Business
Date Posted: February 06, 2013
Last Revised: September 12, 2014
Working Paper Series
477 downloads

Incl. Electronic Paper Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates
Chicago Booth Research Paper No. 13-39, Fama-Miller Working Paper
Gregor Matvos and Amit Seru
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business and NBER
Date Posted: January 31, 2013
Last Revised: February 11, 2014
Working Paper Series
390 downloads

Incl. Electronic Paper A Mean-Variance Benchmark for Intertemporal Portfolio Theory
Journal of Finance, Forthcoming
John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: January 24, 2013
Accepted Paper Series
171 downloads

Incl. Electronic Paper Firm Volatility in Granular Networks
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-56
Bryan T. Kelly , Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business , UCLA - Anderson School of Management and New York University Stern School of Business, Department of Finance
Date Posted: December 07, 2012
Last Revised: October 15, 2013
Working Paper Series
710 downloads

Incl. Electronic Paper How to Get Banks to Take Less Risk and Disclose Bad News
Chicago Booth Research Paper No. 12-55, Fama-Miller Working Paper
Milton Harris and Artur Raviv
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Date Posted: November 16, 2012
Last Revised: May 30, 2014
Working Paper Series
244 downloads

Incl. Electronic Paper The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Bernard Herskovic , Bryan T. Kelly , Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) , University of Chicago - Booth School of Business , UCLA - Anderson School of Management and New York University Stern School of Business, Department of Finance
Date Posted: November 12, 2012
Last Revised: April 19, 2014
Working Paper Series
913 downloads

Incl. Electronic Paper Systemic Risk and the Macroeconomy: An Empirical Evaluation
Chicago Booth Research Paper No. 12-49, Fama-Miller Working Paper
Stefano Giglio , Bryan T. Kelly and Seth Pruitt
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and Arizona State University (ASU) - Finance Department
Date Posted: October 26, 2012
Last Revised: September 15, 2014
Working Paper Series
1116 downloads

Credit Default Swap Spreads and Systemic Financial Risk
Chicago Booth Research Paper No. 12-45, Fama-Miller Working Paper
Stefano Giglio
University of Chicago - Booth School of Business
Date Posted: September 13, 2012
Working Paper Series

Incl. Electronic Paper Hard Times
Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper
John Y. Campbell , Stefano Giglio and Christopher Polk
Harvard University - Department of Economics , University of Chicago - Booth School of Business and London School of Economics
Date Posted: September 13, 2012
Working Paper Series
145 downloads

Incl. Electronic Paper No News Is News: Do Markets Underreact to Nothing?
Chicago Booth Research Paper No. 12-41, Fama-Miller Working Paper, Midwest Finance Association 2013 Annual Meeting Paper
Stefano Giglio and Kelly Shue
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: September 01, 2012
Last Revised: September 11, 2014
Working Paper Series
817 downloads

Incl. Electronic Paper Executive Compensation and Corporate Governance in the U.S.: Perceptions, Facts and Challenges
Chicago Booth Research Paper No. 12-42, Fama-Miller Working Paper
Steven N. Kaplan
University of Chicago - Booth School of Business
Date Posted: August 29, 2012
Last Revised: September 26, 2012
Working Paper Series
2402 downloads

Incl. Electronic Paper A Macroeconomic Framework for Quantifying Systemic Risk
Fama-Miller Working Paper, Swiss Finance Institute Research Paper No. 13-42, Chicago Booth Research Paper No. 12-37
Zhiguo He and Arvind Krishnamurthy
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management
Date Posted: August 21, 2012
Last Revised: February 13, 2014
Working Paper Series
912 downloads

Incl. Electronic Paper A Model of Shadow Banking
Chicago Booth Research Paper No. 12-38, Fama-Miller Working Paper
Nicola Gennaioli , Andrei Shleifer and Robert W. Vishny
Bocconi University - Department of Finance , Harvard University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 21, 2012
Working Paper Series
257 downloads

Incl. Electronic Paper Endogenous Liquidity and Defaultable Bonds
Chicago Booth Research Paper No. 12-32, Fama-Miller Working Paper
Zhiguo He and Konstantin Milbradt
University of Chicago - Booth School of Business, and NBER and Kellogg School of Management - Department of Finance
Date Posted: August 21, 2012
Last Revised: April 10, 2013
Working Paper Series
123 downloads


 

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