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SSRN eLibrary Search Results
Chicago Booth Fama-Miller: Derivatives (Topic)
2,166 Total downloads

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Showing Papers 1 - 6 of 6
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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: April 02, 2014
Working Paper Series
446 downloads

Incl. Electronic Paper The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index
Journal of Futures Markets
Chung San-Lin , Wei-Che Tsai , Yaw-Huei Wang and Pei-Shih (Pace) Weng
National Taiwan University , National Sun Yat-sen University - Department of Finance , National Taiwan University and National Dong Hwa University - Department of Finance
Date Posted: November 20, 2010
Last Revised: October 01, 2013
Accepted Paper Series
290 downloads

Incl. Electronic Paper The Puzzle of Index Option Returns
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
George M. Constantinides , Jens Carsten Jackwerth and Alexi Savov
University of Chicago - Booth School of Business , University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance
Date Posted: October 21, 2009
Last Revised: September 25, 2012
Working Paper Series
660 downloads

Incl. Electronic Paper Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
George M. Constantinides , Michal Czerwonko , Jens Carsten Jackwerth and Stylianos Perrakis
University of Chicago - Booth School of Business , McGill University , University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business
Date Posted: October 14, 2008
Last Revised: July 26, 2010
Working Paper Series
132 downloads

Incl. Electronic Paper Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-23
George M. Constantinides , Michal Czerwonko , Jens Carsten Jackwerth and Stylianos Perrakis
University of Chicago - Booth School of Business , McGill University , University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business
Date Posted: March 18, 2008
Last Revised: July 27, 2011
Working Paper Series
303 downloads

Incl. Electronic Paper Understanding Trust
CRSP Working Paper No. 621
Paola Sapienza , Anna Toldra and Luigi Zingales
Northwestern University - Kellogg School of Management - Department of Finance , Universidad Carlos III de Madrid and University of Chicago - Booth School of Business
Date Posted: September 04, 2007
Working Paper Series
335 downloads


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