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SSRN eLibrary Search Results
Chicago Booth Fama-Miller: Derivatives (Topic)
3,904 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: June 26, 2016
Working Paper Series
1861 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
389 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
787 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, Concordia 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
151 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, Concordia 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
334 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
382 downloads


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