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Records 1 - 18 of 18 matches
Where Does the Information in Mark-to-Market Come From?Chicago Booth Research Alexander Bleck and Pingyang Gao University of Chicago - Booth School of Business and University of Chicago - Booth School of Business Date Posted: November 18, 2009 Last Revised: November 18, 2009 Working Paper Series 24 downloads
A New Capital Regulation for Large Financial InstitutionsChicago 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 ParticipationChicago 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 ReturnsTuck 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 ModelsJournal 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 ReturnsEFA 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 MarketsLearning 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 TrustCRSP 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 FundsCraig 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 PricingJennifer 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 ApproachChicago 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 PerspectiveUniversity 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 VolatilityFederico 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 TailsBoston 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 SecuritiesCRSP 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 AnomaliesCRSP 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 © 2009 Social Science Electronic Publishing, Inc. All Rights Reserved.
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