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Chicago Booth: Fama-Miller Working Paper Series
574,132 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

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Showing Papers 1 - 50 of 251
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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
145 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
831 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
51 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
49 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
107 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
57 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
663 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
102 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
417 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
840 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
1382 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
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: March 03, 2014
Working Paper Series
743 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
414 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
8135 downloads

Incl. Electronic Paper Do Private Equity Funds Game Returns?
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: April 01, 2014
Working Paper Series
742 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
268 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
201 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
111 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
313 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
693 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
441 downloads

Incl. Electronic Paper Swinging for the Fences: Executive Reactions to Quasi-Random Option Grants
Chicago Booth Research Paper No. 13-03
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 23, 2013
Working Paper Series
457 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
382 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
168 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
692 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
239 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
893 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: November 15, 2013
Working Paper Series
1088 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
142 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: April 03, 2013
Working Paper Series
798 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
2374 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
903 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
122 downloads

Incl. Electronic Paper Money Doctors
Chicago Booth Research Paper No. 12-39, 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
151 downloads

Incl. Electronic Paper Does the Fed Control Interest Rates?
The Review of Asset Pricing Studies, Forthcoming, Chicago Booth Research Paper No. 12-23, Fama-Miller Working Paper
Eugene F. Fama
University of Chicago - Finance
Date Posted: August 05, 2012
Last Revised: July 02, 2013
Accepted Paper Series
2211 downloads

Incl. Electronic Paper Tax Evasion Across Industries: Soft Credit Evidence from Greece
Chicago Booth Research Paper No. 12-25, Fama-Miller Working Paper
Nikolaos T. Artavanis , Adair Morse and Margarita Tsoutsoura
University of Massachusetts at Amherst, Isenberg School of Management , University of California, Berkeley - Haas School of Business and University of Chicago - Booth School of Business
Date Posted: July 17, 2012
Last Revised: August 14, 2012
Working Paper Series
2150 downloads

Incl. Electronic Paper Executives’ 'Off-the-Job' Behavior, Corporate Culture, and Financial Reporting Risk
Chicago Booth Research Paper No. 12-24, Fama-Miller Working Paper
Robert H. Davidson , Aiyesha Dey and Abbie J. Smith
Georgetown University - McDonough School of Business , University of Minnesota - Carlson School of Management and University of Chicago - Booth School of Business
Date Posted: June 30, 2012
Last Revised: March 03, 2014
Working Paper Series
834 downloads

Incl. Electronic Paper Continuous-Time Linear Models
Chicago Booth Research Paper No. 12-27, Fama-Miller Working Paper
John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: June 14, 2012
Last Revised: September 05, 2012
Working Paper Series
293 downloads

Incl. Electronic Paper Dissecting Factors
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-18
Joseph Gerakos and Juhani T. Linnainmaa
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: June 13, 2012
Last Revised: January 21, 2014
Working Paper Series
938 downloads

Incl. Electronic Paper Tail Risk and Hedge Fund Returns
Chicago Booth Research Paper No. 12-44, Fama-Miller Working Paper
Bryan T. Kelly and Hao Jiang
University of Chicago - Booth School of Business and Michigan State University
Date Posted: May 31, 2012
Last Revised: November 20, 2012
Working Paper Series
1413 downloads

Incl. Electronic Paper The Cost of Financial Frictions for Life Insurers
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-30
Ralph S. J. Koijen and Motohiro Yogo
London Business School - Department of Finance and Federal Reserve Bank of Minneapolis
Date Posted: March 31, 2012
Last Revised: May 29, 2014
Working Paper Series
747 downloads

Incl. Electronic Paper Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-34, AFA 2013 San Diego Meetings Paper
Zhiguo He and Gregor Matvos
University of Chicago - Booth School of Business, and NBER and University of Chicago - Booth School of Business
Date Posted: March 17, 2012
Last Revised: February 13, 2014
Working Paper Series
165 downloads

Incl. Electronic Paper Inefficient Investment Waves
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-33
Zhiguo He and Peter Kondor
University of Chicago - Booth School of Business, and NBER and Central European University (CEU)
Date Posted: March 15, 2012
Last Revised: February 13, 2014
Working Paper Series
129 downloads

Incl. Electronic Paper Intellectual Property Contracts: Theory and Evidence from Screenplay Sales
Chicago Booth Research Paper No. 13-04, Fama-Miller Working Paper
Milton Harris , S. Abraham Ravid and Suman Basuroy
University of Chicago - Finance , Yeshiva University - Syms School of Business and University of Oklahoma - Division of Marketing
Date Posted: March 12, 2012
Last Revised: April 11, 2013
Working Paper Series
131 downloads

Incl. Electronic Paper A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Fama-Miller Working Paper, Forthcoming, Chicago Booth Research Paper No. 12-10
Zhaogang Song and Dacheng Xiu
Federal Reserve Board and University of Chicago - Booth School of Business
Date Posted: March 01, 2012
Last Revised: February 10, 2014
Working Paper Series
395 downloads


 

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