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Chicago Booth: Fama-Miller Working Paper Series
704,679 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

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Showing Papers 1 - 50 of 296
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Incl. Electronic Paper Choosing Factors
Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2668236
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Date Posted: October 02, 2015
Working Paper Series
867 downloads

Incl. Electronic Paper Deposit Competition and Financial Fragility: Evidence from the US Banking Sector
Chicago Booth Research Paper No. 15-33, Fama-Miller Working Paper
Mark Egan , Ali Hortacsu and Gregor Matvos
University of Minnesota - Twin Cities - Department of Business Finance , University of Chicago - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Working Paper Series
66 downloads

The Supply and Demand of S&P 500 Put Options
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-38
George M. Constantinides and Lei Lian
University of Chicago - Booth School of Business and University of Massachusetts Amherst - Isenberg School of Management
Date Posted: August 19, 2015
Last Revised: December 28, 2015
Working Paper Series

Incl. Electronic Paper Pension Design in the Presence of Systemic Risk
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-37
Stavros Panageas
University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
Fama-Miller Working Paper , Chicago Booth Research Paper No. 15-36
Nicolae Garleanu and Stavros Panageas
University of California, Berkeley - Haas School of Business and University of Chicago - Booth School of Business
Date Posted: August 15, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Impediments to Financial Trade: Theory and Measurement
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-35
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 15, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper Dynamic Debt Maturity
Chicago Booth Research Paper No. 15-34, Fama-Miller Working Paper
Zhiguo He and Konstantin Milbradt
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: August 14, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Asset Pricing in the Frequency Domain: Theory and Empirics
Chicago Booth Research Paper No. 15-30, Fama-Miller Working Paper
Ian L. Dew-Becker and Stefano W. Giglio
Northwestern University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 13, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Quantifying Liquidity and Default Risks of Corporate Bonds Over the Business Cycle
Chicago Booth Research Paper No. 15-32, Fama-Miller Working Paper
Hui Chen , Rui Cui , Zhiguo He and Konstantin Milbradt
Massachusetts Institute of Technology , University of Chicago - Finance , University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: August 12, 2015
Working Paper Series
66 downloads

Incl. Electronic Paper International Tests of a Five-Factor Asset Pricing Model
Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2622782
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Date Posted: June 26, 2015
Last Revised: December 31, 2015
Working Paper Series
1260 downloads

Incl. Electronic Paper Family Control and the Cost of Debt: Evidence from the Great Recession
Fama-Miller Working Paper , Chicago Booth Research Paper No. 15-14
Spyridon Lagaras and Margarita Tsoutsoura
University of Illinois at Urbana-Champaign - Department of Finance and University of Chicago - Booth School of Business
Date Posted: June 17, 2015
Working Paper Series
152 downloads

Incl. Electronic Paper Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns
Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-12
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: September 21, 2015
Accepted Paper Series
1531 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
183 downloads

Incl. Electronic Paper Excess Volatility: Beyond Discount Rates
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Stefano W. 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: January 15, 2016
Working Paper Series
819 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 , AQR Capital and AQR Capital Management, LLC
Date Posted: January 23, 2015
Last Revised: April 16, 2015
Working Paper Series
9292 downloads

Incl. Electronic Paper Option-Based Credit Spreads
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-49
Christopher L. Culp , Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise , Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Date Posted: December 17, 2014
Last Revised: December 06, 2015
Working Paper Series
234 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
University of Toulouse 1 - Toulouse School of Economics Institute for Advanced Studies/Harvard Law School LWP , AQR Capital and University of Chicago - Booth School of Business
Date Posted: December 15, 2014
Last Revised: April 16, 2015
Working Paper Series
699 downloads

Incl. Electronic Paper Retail Financial Advice: Does One Size Fit All?
Journal of Finance, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-38
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 12, 2015
Working Paper Series
359 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 Tuck School of Business at Dartmouth
Date Posted: October 15, 2014
Last Revised: April 17, 2015
Working Paper Series
1057 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 Tuck School of Business at Dartmouth
Date Posted: October 01, 2014
Last Revised: June 26, 2015
Working Paper Series
3194 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: July 30, 2015
Working Paper Series
171 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
318 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
162 downloads

Incl. Electronic Paper The Price of Variance Risk
Chicago Booth Research Paper No. 15-31, Fama-Miller Working Paper
Ian Dew-Becker , Stefano W. 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: October 09, 2015
Working Paper Series
273 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
71 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
902 downloads

Incl. Electronic Paper No-Bubble Condition: Model-Free Tests in Housing Markets
Fama-Miller Working Paper
Stefano W. 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: October 21, 2015
Working Paper Series
245 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 AQR Capital
Date Posted: May 12, 2014
Last Revised: October 03, 2014
Working Paper Series
17810 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
218 downloads

Incl. Electronic Paper Deflating Profitability
Journal of Financial Economics (JFE), Volume 117, Issue 2, pp. 225-248, 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: December 12, 2015
Accepted Paper Series
1787 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 Federal Reserve Bank of San Francisco
Date Posted: March 22, 2014
Last Revised: April 16, 2015
Working Paper Series
160 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
622 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
Last Revised: June 17, 2015
Working Paper Series
220 downloads

Incl. Electronic Paper Court Enforcement, Bank Loans and Firm Investment: 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
Last Revised: June 17, 2015
Working Paper Series
189 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 AQR Capital
Date Posted: February 19, 2014
Last Revised: March 28, 2014
Working Paper Series
1213 downloads

Incl. Electronic Paper Asset Pricing with Countercyclical Household Consumption Risk
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-06
George M. Constantinides and Anisha Ghosh
University of Chicago - Booth School of Business and Carnegie Mellon University
Date Posted: February 15, 2014
Last Revised: August 11, 2015
Working Paper Series
136 downloads

Incl. Electronic Paper Insider Purchases after Short Interest Spikes: A False Signaling Device?
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-04
Chattrin Laksanabunsong and Wei Wu
University of Chicago - Booth School of Business and Texas A&M University - Department of Finance
Date Posted: February 07, 2014
Last Revised: November 17, 2015
Working Paper Series
228 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 AQR Capital
Date Posted: December 24, 2013
Working Paper Series
3574 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
Date Posted: November 28, 2013
Working Paper Series
129 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
319 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: November 08, 2015
Working Paper Series
1506 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
1550 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
160 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
661 downloads

Incl. Electronic Paper Very Long-Run Discount Rates
Fama-Miller Working Paper
Stefano W. 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
654 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
111 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
1253 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
2478 downloads

Incl. Electronic Paper Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Chicago Booth Research Paper No. 15-29, Fama-Miller Working Paper
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
Last Revised: October 09, 2015
Working Paper Series
129 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 - 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
1599 downloads


 

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