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SSRN eLibrary Search Results
Chicago Booth Fama-Miller: Finance - Other (Topic)
11,362 Total downloads

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Showing Papers 1 - 21 of 21
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Incl. Electronic Paper General Covariance, Spectrum of Riemannium, and a Stress Test Calculation Formula
Piotr Chmielowski
Lombard Odier Darier Hentsch & Cie - Lombard Odier Investment Management
Date Posted: April 29, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Finance: Function Matters, Not Size
 John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: April 03, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper Common Factors in Stock Market Seasonalities
Chicago Booth Research Paper No. 13-15, Fama-Miller Working Paper
 Matti Keloharju , Juhani T. Linnainmaa and Peter M. Nyberg
Aalto University , University of Chicago - Booth School of Business and Aalto University
Date Posted: February 25, 2013
Working Paper Series
363 downloads

Incl. Electronic Paper The Volatility Factor Structure
Chicago Booth Research Paper No. 12-54, Fama-Miller Working Paper
 Bryan T. Kelly , Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business , UCLA - Anderson School of Management and New York University Stern School of Business, Department of Finance
Date Posted: November 12, 2012
Working Paper Series
300 downloads

Incl. Electronic Paper Systemic Risk and the Macroeconomy: An Empirical Evaluation
Chicago Booth Research Paper No. 12-49, Fama-Miller Working Paper
 Stefano Giglio , Bryan T. Kelly , Seth Pruitt and Xiao Qiao
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business , Federal Reserve Board and University of Chicago - Booth School of Business
Date Posted: October 26, 2012
Last Revised: April 04, 2013
Working Paper Series
578 downloads

Incl. Electronic Paper Continuous-Time Linear Models
Chicago Booth Research Paper No. 12-27, Fama-Miller Working Paper
 John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: June 14, 2012
Last Revised: September 05, 2012
Working Paper Series
259 downloads

Incl. Electronic Paper Tail Risk and Hedge Fund Returns
Chicago Booth Research Paper No. 12-44, Fama-Miller Working Paper
 Bryan T. Kelly and Hao Jiang
University of Chicago - Booth School of Business and Erasmus University - Rotterdam School of Management
Date Posted: May 31, 2012
Last Revised: November 20, 2012
Working Paper Series
1063 downloads

Incl. Electronic Paper Intellectual Property Contracts: Theory and Evidence from Screenplay Sales
Chicago Booth Research Paper No. 13-04, Fama-Miller Working Paper
 Milton Harris , S. Abraham Ravid and Suman Basuroy
University of Chicago - Booth School of Business (Finance Authors) , Yeshiva University - Syms School of Business and University of Oklahoma - Division of Marketing
Date Posted: March 12, 2012
Last Revised: April 11, 2013
Working Paper Series
100 downloads

Incl. Electronic Paper Market Expectations in the Cross Section of Present Values
Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 11-08, Fama-Miller Working Paper , AFA 2013 San Diego Meetings Paper
 Bryan T. Kelly and Seth Pruitt
University of Chicago - Booth School of Business and Federal Reserve Board
Date Posted: February 02, 2011
Last Revised: September 11, 2012
Working Paper Series
1072 downloads

Incl. Electronic Paper Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment
Chicago Booth Research Paper No. 10-22, CRSP Working Paper
 Mark Grinblatt and Juhani T. Linnainmaa
University of California, Los Angeles (UCLA) - Finance Area and University of Chicago - Booth School of Business
Date Posted: June 23, 2010
Last Revised: November 02, 2010
Working Paper Series
512 downloads

Incl. Electronic Paper Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
Chicago Booth Research Paper No. 10-28, CRSP Working Paper Forthcoming
 John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: June 02, 2010
Last Revised: September 06, 2012
Working Paper Series
388 downloads

Incl. Electronic Paper Reading the Tea Leaves: Why Serial Correlation Patterns in Analysts' Forecast Errors are not Evidence of Inefficient Information Processing
Chicago Booth Research Paper No. 10-04, CRSP Working Paper
 Juhani T. Linnainmaa and Walter N. Torous
University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: January 28, 2010
Last Revised: December 22, 2010
Working Paper Series
234 downloads

Incl. Electronic Paper Structure and Determinants of Financial Covenants in Leveraged Buyouts
Review of Finance, 2011 (First Published Online March 1, 2011)
 Ann-Kristin Achleitner , Reiner Braun , Bastian Hinterramskogler and Florian Tappeiner
Technische Universität München - Center for Entrepreneurial and Financial Studies , Technische Universität München - Center for Entrepreneurial and Financial Studies , Technische Universität München - Center for Entrepreneurial and Financial Studies (CEFS) and Technische Universität München - Center for Entrepreneurial and Financial Studies
Date Posted: December 14, 2009
Last Revised: July 22, 2011
Accepted Paper Series
408 downloads

Incl. Electronic Paper What Ties Return Volatilities to Price Valuations and Fundamentals?
Chicago Booth Research Working Paper No. 10-05, CRSP Working Paper
 Alexander David and Pietro Veronesi
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Date Posted: November 25, 2009
Last Revised: December 25, 2012
Working Paper Series
449 downloads

Incl. Electronic Paper 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 and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business , UCLA - Anderson School of Management and New York University Stern School of Business, Department of Finance
Date Posted: February 11, 2009
Last Revised: August 30, 2012
Working Paper Series
2278 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
312 downloads

Incl. Electronic Paper Control of Corporate Decisions: Shareholders vs. Management
CRSP Working Paper No. 620
 Milton Harris and Artur Raviv
University of Chicago - Booth School of Business (Finance Authors) and Northwestern University - Kellogg School of Management
Date Posted: February 26, 2007
Last Revised: September 25, 2010
Working Paper Series
825 downloads

Incl. Electronic Paper Diversification and Persistence in Hedge Funds
 Craig W. French , Damian B. Ko and David Abuaf
SportSafety Labs, LLC , Corbin Capital Partners, L.P. and University of Chicago - Booth School of Business
Date Posted: November 21, 2005
Working Paper Series
769 downloads

Incl. Electronic Paper Cultural Biases in Economic Exchange?
CRSP Working Paper No. 601, Chicago GSB Research Paper No. 08-16
 Luigi Zingales , Paola Sapienza and Luigi Guiso
University of Chicago Booth School of Business , Northwestern University - Kellogg School of Management - Department of Finance and Einaudi Institute for Economics and Finance (EIEF)
Date Posted: December 13, 2004
Last Revised: November 23, 2008
Working Paper Series
516 downloads

Incl. Electronic Paper 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 02, 2002
Working Paper Series
587 downloads

Incl. Electronic Paper Brokerage, Intermediation, and Agency: The Financing and Pricing of Commercial Properties
CRSP Working Paper No. 517
 Mark J. Garmaise and Tobias J. Moskowitz
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Chicago - Booth School of Business
Date Posted: June 19, 2000
Working Paper Series
274 downloads


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