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SSRN eLibrary Search Results
Chicago Booth GFM: Capital Markets (Topic)
38,639 Total downloads

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Showing Papers 1 - 29 of 29
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Incl. Electronic Paper Credit Implied Volatility
Fama-Miller Working Paper
Bryan T. Kelly , Gerardo Manzo and Diogo Palhares
University of Chicago - Booth School of Business , The University of Chicago Booth School of Business and AQR Capital Management, LLC
Date Posted: March 11, 2015
Working Paper Series
112 downloads

Incl. Electronic Paper Excess Volatility: Beyond Discount Rates
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Stefano W. Giglio and Bryan T. Kelly
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 06, 2015
Last Revised: May 07, 2015
Working Paper Series
399 downloads

Incl. Electronic Paper Inflation Expectations and Consumption Expenditure
Francesco D'Acunto , Daniel Hoang and Michael Weber
University of California, Berkeley , Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance
Date Posted: March 02, 2015
Last Revised: May 28, 2015
Working Paper Series
212 downloads

Incl. Electronic Paper Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
Multinational Finance Journal, Forthcoming
Lorne N. Switzer and Alan Picard
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - Department of Finance
Date Posted: February 25, 2015
Accepted Paper Series
119 downloads

Incl. Electronic Paper Option-Based Credit Spreads
Christopher L. Culp , Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise , Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Date Posted: December 17, 2014
Working Paper Series
185 downloads

Incl. Electronic Paper Adaptive Quasi-Maximum Likelihood Estimation of GARCH Models with Student's T Likelihood
Communications in Statistics - Theory and Methods, Forthcoming
Xiaorui Zhu and Li Xie
Beijing University of Technology and Beijing University of Technology
Date Posted: August 30, 2014
Accepted Paper Series
41 downloads

Incl. Electronic Paper Nominal Rigidities and Asset Pricing
Michael Weber
University of Chicago - Finance
Date Posted: August 12, 2014
Last Revised: April 03, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
Tom Chang , Samuel M. Hartzmark , David H. Solomon and Eugene F. Soltes
University of Southern California - Marshall School of Business - Finance and Business Economics Department , University of Chicago - Booth School of Business , University of Southern California - Marshall School of Business and Harvard Business School
Date Posted: June 29, 2014
Last Revised: April 09, 2015
Working Paper Series
476 downloads

Incl. Electronic Paper Information Aggregation in a DSGE Model
Fama-Miller Working Paper
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: March 22, 2014
Last Revised: April 16, 2015
Working Paper Series
134 downloads

Incl. Electronic Paper A Theory of Liquidity Spillover Between Bond and CDS Markets
Batchimeg Sambalaibat
Michael Price College of Business, University of Oklahoma
Date Posted: March 06, 2014
Last Revised: April 14, 2015
Working Paper Series
103 downloads

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: July 14, 2015
Working Paper Series
1124 downloads

Incl. Electronic Paper Time Varying Risk Aversion
Chicago Booth Research Paper No. 13-64, Fama-Miller Working Paper
Luigi Guiso , Paola Sapienza and Luigi Zingales
Einaudi Institute for Economics and Finance (EIEF) , Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business
Date Posted: August 02, 2013
Last Revised: August 30, 2014
Working Paper Series
214 downloads

Incl. Electronic Paper No News Is News: Do Markets Underreact to Nothing?
Chicago Booth Research Paper No. 12-41, Fama-Miller Working Paper, Midwest Finance Association 2013 Annual Meeting Paper
Stefano W. Giglio and Kelly Shue
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: September 01, 2012
Last Revised: September 11, 2014
Working Paper Series
1035 downloads

Incl. Electronic Paper How Tax Efficient are Equity Styles?
Chicago Booth Research Paper No. 12-20, Fama-Miller Working Paper
Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC and University of Chicago - Booth School of Business
Date Posted: June 23, 2012
Last Revised: May 15, 2014
Working Paper Series
340 downloads

Incl. Electronic Paper Best Prices
Chicago Booth Research Paper No. 11-01, Chicago Booth Initiative on Global Markets Working Paper No. 59, Fama-Miller Working Paper
Judith A. Chevalier and Anil K. Kashyap
Yale School of Management and University of Chicago, Booth School of Business
Date Posted: January 09, 2011
Last Revised: April 04, 2013
Working Paper Series
505 downloads

Incl. Electronic Paper The Macroprudential Toolkit
Chicago Booth Initiative on Global Markets Working Paper No. 60, Chicago Booth Research Paper No. 11-02, Fama-Miller Working Paper
Anil K. Kashyap , Richard B. Berner and Charles Goodhart
University of Chicago, Booth School of Business , Morgan Stanley Dean Witter & Co. Inc. and London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: January 09, 2011
Last Revised: April 04, 2013
Working Paper Series
745 downloads

Incl. Electronic Paper Different Approaches to Corporate Reporting Regulation: How Jurisdictions Differ and Why
Chicago Booth Initiative on Global Markets Research Paper No. 53, ECGI - Law Working Paper No. 156/2010
Christian Leuz
University of Chicago - Booth School of Business
Date Posted: March 30, 2010
Last Revised: May 31, 2010
Working Paper Series
2448 downloads

Incl. Electronic Paper The Effect of Newspaper Entry and Exit on Electoral Politics
Chicago Booth Research Paper No. 09-47
Matthew Gentzkow , Jesse M. Shapiro and Michael Sinkinson
University of Chicago - Booth School of Business , University of Chicago and University of Pennsylvania - Business & Public Policy Department
Date Posted: November 19, 2009
Working Paper Series
70 downloads

Incl. Electronic Paper Hedge Funds: Pricing Controls and the Smoothing of Self-Reported Returns
Chicago Booth Research Paper No. 09-43
Gavin Cassar and Joseph Gerakos
INSEAD and University of Chicago - Booth School of Business
Date Posted: November 02, 2009
Working Paper Series
563 downloads

Incl. Electronic Paper The Effects of Stock Lending on Security Prices: An Experiment
Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 09-39, Chicago Booth Initiative on Global Markets Working Paper No. 42, Fisher College of Business Working Paper No. 2009-03-020, Charles A. Dice Center Working Paper No. 2009-20, AFA 2011 Meetings Paper
Steven N. Kaplan , Tobias J. Moskowitz and Berk A. Sensoy
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and Ohio State University - Fisher College of Business
Date Posted: October 22, 2009
Last Revised: April 30, 2013
Accepted Paper Series
688 downloads

Incl. Electronic Paper Did Fair-Value Accounting Contribute to the Financial Crisis?
Chicago Booth Research Paper 09-38, ECGI - Finance Working Paper No. 266/2009, Journal of Economic Perspectives, Forthcoming
Christian Laux and Christian Leuz
Vienna University of Economics and Business and University of Chicago - Booth School of Business
Date Posted: October 15, 2009
Last Revised: December 15, 2009
Working Paper Series
9247 downloads

Incl. Electronic Paper Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations
Chicago Booth Research Paper No. 09-18
C. Hoyt Bleakley and Kevin Cowan
University of Chicago - Booth School of Business and Central Bank of Chile
Date Posted: May 22, 2009
Working Paper Series
210 downloads

Incl. Electronic Paper Mishmash on Mismatch? Balance-Sheet Effects and Emerging-Markets Crises
Chicago Booth Research Paper No. 09-19
C. Hoyt Bleakley and Kevin Cowan
University of Chicago - Booth School of Business and Central Bank of Chile
Date Posted: May 21, 2009
Working Paper Series
141 downloads

Incl. Electronic Paper The Crisis of Fair Value Accounting: Making Sense of the Recent Debate
Chicago Booth Research Paper No. 33, Accounting, Organizations and Society, Vol. 34, 2009
Christian Laux and Christian Leuz
Vienna University of Economics and Business and University of Chicago - Booth School of Business
Date Posted: April 21, 2009
Accepted Paper Series
12121 downloads

Incl. Electronic Paper Competition and Political Organization: Together or Alone in Lobbying for Trade Policy
Chicago Booth School of Business Research Paper No. 09-06
Matilde Bombardini and Francesco Trebbi
University of British Columbia (UBC) and University of British Columbia (UBC) - Department of Economics
Date Posted: February 26, 2009
Working Paper Series
178 downloads

Innovation and Institutional Ownership
Chicago Booth School of Business Research Paper No. 09-05
Philippe Aghion , John Van Reenen and Luigi Zingales
Harvard University - Department of Economics , London School of Economics - Centre for Economic Performance (CEP) and University of Chicago - Booth School of Business
Date Posted: February 23, 2009
Working Paper Series

Incl. Electronic Paper Disclosure and the Cost of Capital: Evidence from Firms' Response to the Enron Shock
Chicago Booth School of Business Research Paper No. 08-26
Christian Leuz and Catherine M. Schrand
University of Chicago - Booth School of Business and University of Pennsylvania - Accounting Department
Date Posted: December 23, 2008
Last Revised: November 25, 2011
Working Paper Series
1678 downloads

Incl. Electronic Paper The Failure of Models that Predict Failure: Distance, Incentives and Defaults
Chicago GSB Research Paper No. 08-19, Ross School of Business Paper No. 1122, EFA 2009 Bergen Meetings Paper
Uday Rajan , Amit Seru and Vikrant Vig
University of Michigan - Stephen M. Ross School of Business , University of Chicago - Booth School of Business and London Business School
Date Posted: November 10, 2008
Last Revised: August 15, 2010
Working Paper Series
4990 downloads

Incl. Electronic Paper Determinants of Hedge Fund Internal Controls and Fees
Chicago Booth Research Paper No. 09-44, Chicago Booth Initiative on Global Markets Working Paper No. 46
Gavin Cassar and Joseph Gerakos
INSEAD and University of Chicago - Booth School of Business
Date Posted: September 18, 2008
Last Revised: November 16, 2011
Working Paper Series
516 downloads


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