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Chicago Booth: Fama-Miller Working Paper Series
654,002 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

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Showing Papers 1 - 50 of 283
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Incl. Electronic Paper Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns
Chicago Booth Research Paper No. 15-12, Fama-Miller Working Paper
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: April 01, 2015
Last Revised: April 18, 2015
Working Paper Series
648 downloads

Incl. Electronic Paper Credit Implied Volatility
Fama-Miller Working Paper
Bryan T. Kelly , Gerardo Manzo and Diogo Palhares
University of Chicago - Booth School of Business , The University of Chicago Booth School of Business and AQR Capital Management, LLC
Date Posted: March 11, 2015
Working Paper Series
82 downloads

Incl. Electronic Paper Excess Volatility: Beyond Discount Rates
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Stefano Giglio and Bryan T. Kelly
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 06, 2015
Last Revised: May 07, 2015
Working Paper Series
269 downloads

Incl. Electronic Paper Size Matters, If You Control Your Junk
Fama-Miller Working Paper
Clifford S. Asness , Andrea Frazzini , Ronen Israel , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: January 23, 2015
Last Revised: April 16, 2015
Working Paper Series
6825 downloads

Incl. Electronic Paper Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
Fama-Miller Working Paper
Daniel L. Chen , Tobias J. Moskowitz and Kelly Shue
ETH Zurich - Center for Law and Economics , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: December 15, 2014
Last Revised: April 16, 2015
Working Paper Series
394 downloads

Incl. Electronic Paper Retail Financial Advice: Does One Size Fit All?
Chicago Booth Research Paper No. 14-38, Fama-Miller Working Paper
Stephen R. Foerster , Juhani T. Linnainmaa , Brian Melzer and Alessandro Previtero
University of Western Ontario - Richard Ivey School of Business , University of Chicago - Booth School of Business , Northwestern University - Kellogg School of Management - Department of Finance and University of Western Ontario - Richard Ivey School of Business
Date Posted: November 12, 2014
Last Revised: December 02, 2014
Working Paper Series
224 downloads

Incl. Electronic Paper Incremental Variables and the Investment Opportunity Set
Chicago Booth Research Paper No. 14-35, Fama-Miller Working Paper
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date Posted: October 15, 2014
Last Revised: April 17, 2015
Working Paper Series
616 downloads

Incl. Electronic Paper Dissecting Anomalies with a Five-Factor 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: October 01, 2014
Working Paper Series
1709 downloads

Incl. Electronic Paper The Power of the Street: Evidence from Egypt's Arab Spring
Fama-Miller Working Paper
Daron Acemoglu , Tarek A. Hassan and Ahmed Tahoun
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago - Booth School of Business and London Business School
Date Posted: August 26, 2014
Last Revised: January 23, 2015
Working Paper Series
99 downloads

Incl. Electronic Paper Selling Failed Banks
Fama-Miller Working Paper
Joao Granja , Gregor Matvos and Amit Seru
Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: August 17, 2014
Last Revised: May 14, 2015
Working Paper Series
156 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
136 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
174 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
59 downloads

Incl. Electronic Paper What Do Private Equity Firms (Say They) Do?
Fama-Miller Working Paper
Paul A. Gompers , Steven N. Kaplan and Vladimir Mukharlyamov
Harvard Business School - Finance Unit , University of Chicago - Booth School of Business and Harvard University
Date Posted: June 11, 2014
Working Paper Series
625 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: May 11, 2015
Working Paper Series
230 downloads

Incl. Electronic Paper Fact, Fiction and Momentum Investing
Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), 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: October 03, 2014
Working Paper Series
14267 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
193 downloads

Incl. Electronic Paper Deflating Profitability
Journal of Financial Economics (JFE), Forthcoming, Chicago Booth Research Paper No. 14-10, Fama-Miller Working Paper
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: October 10, 2014
Accepted Paper Series
1473 downloads

Incl. Electronic Paper Information Aggregation in a DSGE Model
Fama-Miller Working Paper
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: March 22, 2014
Last Revised: April 16, 2015
Working Paper Series
125 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
512 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
126 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
135 downloads

Incl. Electronic Paper Trading Costs of Asset Pricing Anomalies
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-05
Andrea Frazzini , Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC , AQR Capital Management, LLC and University of Chicago - Booth School of Business
Date Posted: February 19, 2014
Last Revised: March 28, 2014
Working Paper Series
758 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
Last Revised: April 17, 2015
Working Paper Series
85 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
188 downloads

Incl. Electronic Paper Momentum Crashes
Swiss Finance Institute Research Paper No. 13-61, Columbia Business School Research Paper No. 14-6, Fama-Miller Working Paper
Kent D. Daniel and Tobias J. Moskowitz
Columbia Business School - Finance and Economics and University of Chicago - Booth School of Business
Date Posted: December 24, 2013
Working Paper Series
2272 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
102 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
268 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
1061 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
1148 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
134 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
565 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: November 03, 2014
Working Paper Series
613 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: October 14, 2014
Working Paper Series
91 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
1139 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
2119 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
91 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
1145 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
208 downloads

Incl. Electronic Paper Shareholder Democracy in Play: Career Consequences of Proxy Contests
Journal of Financial Economics (JFE), Volume 114, Issue 2
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: January 28, 2015
Accepted Paper Series
514 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: September 23, 2014
Working Paper Series
17641 downloads

Incl. Electronic Paper Forward and Spot Exchange Rates in a Multi-Currency World
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-02
Tarek A. Hassan and Rui C. Mano
University of Chicago - Booth School of Business and International Monetary Fund
Date Posted: June 02, 2013
Last Revised: April 07, 2015
Working Paper Series
569 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
952 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
309 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
308 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
154 downloads

Incl. Electronic Paper The Role of the Media in Disseminating Insider-Trading Activity
Chicago Booth Research Paper No. 13-34, Fama-Miller Working Paper
Jonathan L. Rogers , Douglas J. Skinner and Sarah L. C. Zechman
University of Colorado at Boulder - Leeds School of Business , The University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 19, 2013
Last Revised: April 10, 2015
Working Paper Series
457 downloads

Incl. Electronic Paper Advertising Expensive Mortgages
Fama-Miller Working Paper, Kreisman Working Papers Series in Housing Law and Policy No. 10
Umit G. Gurun , Gregor Matvos and Amit Seru
University of Texas at Dallas - Naveen Jindal School of Management , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 16, 2013
Last Revised: January 08, 2015
Working Paper Series
217 downloads

Incl. Electronic Paper Common Factors in Return 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: December 22, 2014
Working Paper Series
937 downloads

Incl. Electronic Paper Do Managers Tacitly Collude to Withhold Industry-Wide Bad News?
Chicago Booth Research Paper No. 13-12
Jonathan L. Rogers , Catherine M. Schrand and Sarah L. C. Zechman
University of Colorado at Boulder - Leeds School of Business , University of Pennsylvania - Accounting Department and University of Chicago - Booth School of Business
Date Posted: February 20, 2013
Last Revised: November 04, 2014
Working Paper Series
577 downloads


 

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