Access eLibrary by SSRN eLibrary Statistics: Papers & Authors: Abstracts: 262,064 Full Text Papers: 214,824 Authors: 127,808 Papers Received in   Last 6 months: 28,888 Paper Downloads: To date: 32,110,960 Last 12 months: 7,795,411 Last 30 days: 746,044 CiteReader:  What's this? Papers with   Resolved   References: 153,479 Total References: 5,407,805 Papers with Cites: 133,525 Total Citation   Links: 3,365,001 Papers with   Resolved   Footnotes: 39,567 Total Footnotes: 4,691,171 Feedback to SSRN (Beta) What type of feedback would you like to send? please choose one   Problem   Suggestion   Compliment   Comment [enter your comments here] Feedback to SSRN (Beta)

Records 1 - 18 of 18 matches
[ 1 ]

eDocument is available from the SSRN eLibrary for free
eDocument is available, fee may apply

Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
24 downloads

A New Capital Regulation for Large Financial Institutions
Chicago Booth Research Paper No. 09-36
Oliver Hart and Luigi Zingales
Harvard University - Department of Economics and University of Chicago Booth School of Business
Date Posted: October 2, 2009
Last Revised: October 2, 2009
Working Paper Series
146 downloads

IQ and Stock Market Participation
Chicago Booth Research Paper No. 09-27, CRSP Working Paper
Mark Grinblatt , Matti Keloharju and Juhani T. Linnainmaa
University of California, Los Angeles - Finance Area , Helsinki School of Economics and University of Chicago - Booth School of Business
Date Posted: August 2, 2009
Last Revised: November 16, 2009
Working Paper Series
583 downloads

Luck Versus Skill in the Cross Section of Mutual Fund Returns
Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper
Eugene F. Fama and Kenneth R. French
University of Chicago - Booth School of Business and Dartmouth College - Tuck School of Business
Date Posted: March 10, 2009
Last Revised: November 23, 2009
Working Paper Series
3584 downloads

Portfolio Selection and Asset Pricing Models
Journal of Finance, forthcoming.
Lubos Pastor
University of Chicago - Booth School of Business
Date Posted: February 13, 2009
Last Revised: February 13, 2009
Working Paper Series
243 downloads

The Cross-Section and Time-Series of Stock and Bond Returns
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Ralph S. J. Koijen , Hanno N. Lustig , Stijn Van Nieuwerburgh and
University of Chicago - Booth School of Business , UCLA, Anderson School of Management , National Bureau of Economic Research (NBER) and New York University
Date Posted: February 11, 2009
Last Revised: September 22, 2009
Working Paper Series
562 downloads

Learning in Financial Markets
Learning in Financial Markets, Forthcoming, Chicago Booth School of Business Research Paper No. 08-28
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: January 8, 2009
Last Revised: January 8, 2009
Accepted Paper Series
1435 downloads

Understanding Trust
CRSP Working Paper No. 621
Paola Sapienza , Anna Toldra and Luigi Zingales
Northwestern University - Department of Finance , University of Toulouse 1 and University of Chicago Booth School of Business
Date Posted: September 4, 2007
Last Revised: April 22, 2008
Working Paper Series
224 downloads

Diversification and Persistence in Hedge Funds
Craig W. French , Damian B. Ko , David Abuaf and
Corbin Capital Partners, L.P. , Corbin Capital Partners, L.P. , University of Chicago - Booth School of Business and Corbin Capital Partners, L.P.
Date Posted: November 21, 2005
Last Revised: December 8, 2005
Working Paper Series
620 downloads

Comparisons of Alternative Quasi-Monte Carlo Sequences for American Option Pricing

Jennifer X.F. Jiang and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Date Posted: December 29, 2004
Last Revised: December 29, 2004
Working Paper Series
382 downloads

Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form Approach
Chicago GSB Research Paper, University of Calgary Haskyane School of Business Working Paper
Alexander David and Pietro Veronesi
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Date Posted: February 27, 2004
Last Revised: March 20, 2009
Working Paper Series
490 downloads

An Evaluation of the Reliability of Accounting Based Measures of Expected Returns: A Measurement Error Perspective
University of Notre Dame and INSEAD Working Paper
Peter D. Easton and Steven J. Monahan
University of Notre Dame - Department of Accountancy and INSEAD
Date Posted: September 15, 2003
Last Revised: September 23, 2003
Working Paper Series
864 downloads

A Fundamentally Different Interpretation of the Relation Between Implied and Realized Volatility
Federico M. Bandi and Benoit Perron
University of Chicago - Booth School of Business and University of Montreal - Department of Economics
Date Posted: March 2, 2002
Last Revised: August 31, 2002
Working Paper Series
530 downloads

Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails
Boston College Finance Dept. Working Paper
Eric Jacquier , Peter E. Rossi and Nick Polson
HEC Montreal - Department of Finance , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: July 16, 2001
Last Revised: December 19, 2001
Working Paper Series
715 downloads

Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
CRSP Working Paper No. 495
George M. Constantinides and Thaleia Zariphopoulou
University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: April 26, 2000
Last Revised: July 20, 2000
Working Paper Series
280 downloads

An Analysis of Risk and Pricing Anomalies
CRSP Working Paper No. 500
Tobias J. Moskowitz
University of Chicago - Booth School of Business
Date Posted: March 15, 2000
Last Revised: July 23, 2000
Working Paper Series
908 downloads

Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
Finance and Stochastics, Vol. 3 Iss. 3, May 1999
George M. Constantinides and Thaleia Zariphopoulou
University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Date Posted: August 17, 1999
Last Revised: September 16, 1999
Accepted Paper Series

Asset Pricing with Heterogeneous Consumers
J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996
George M. Constantinides and Darrell Duffie
University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
Date Posted: June 28, 1998
Last Revised: June 28, 1998
Accepted Paper Series

Records 1 - 18 of 18 matches
[ 1 ]

© 2009 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was served by apollo6 in 0.266 seconds.