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SSRN eLibrary Search Results
Chicago Booth GFM: Global Markets (Topic)
12,380 Total downloads

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Showing Papers 1 - 26 of 26
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Could Even the Simplest Trading Rules Improve the VAR Estimations? A Note and Empirical Evidence from the Greek Stock Market
Forthcoming in "Risk Management and Measurement in the Insurance Industry", Editor Dr. İsmail Yıldırım , IGI Global Publishers (2016),
Evangelos Vasileiou
University of the Aegean
Date Posted: August 17, 2015
Last Revised: August 29, 2015
Accepted Paper Series

Incl. Electronic Paper Is International Investment Diversification Prudent to Either the Individual or Corporate Investor? Why?
Journal of Alternative Investments, Vol. 1, No. 1, 2015
Morgan Bright Gordon
Accra Institute of Technology
Date Posted: May 13, 2015
Working Paper Series
11 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
127 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
137 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
114 downloads

Incl. Electronic Paper Long Memory in World Stock Markets: 2000-2013

Date Posted: March 01, 2014
Working Paper Series
52 downloads

Incl. Electronic Paper Global Invested Capital Market
Sudhakar Attaluri
Hewitt EnnisKnupp
Date Posted: February 28, 2014
Working Paper Series
55 downloads

Incl. Electronic Paper Time-Disaggregated Dividend-Price Ratio and Dividend Growth Predictability in Large Equity Markets
Panagiotis Asimakopoulos , Stylianos Asimakopoulos , Nikolaos Kourogenis and Emmanuel D. Tsiritakis
University of Piraeus , University of Stirling - Department of Economics , University of Piraeus, Department of Banking and Financial Management and University of Piraeus
Date Posted: February 21, 2014
Last Revised: April 19, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
Chicago Booth Research Paper No. 14-03
Eric B. Budish , Peter Cramton and John J. Shim
University of Chicago - Booth School of Business , University of Maryland - Department of Economics and University of Chicago - Booth School of Business
Date Posted: January 30, 2014
Last Revised: March 17, 2015
Working Paper Series
470 downloads

Incl. Electronic Paper Competition and Ideological Diversity: Historical Evidence from US Newspapers - Appendix
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: January 11, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Measuring Economic Policy Uncertainty
Chicago Booth Research Paper No. 13-02
Scott R. Baker , Nicholas Bloom and Steven J. Davis
Northwestern University, Kellogg School of Management, Department of Finance , Stanford University - Department of Economics and University of Chicago
Date Posted: January 09, 2013
Working Paper Series
1299 downloads

Incl. Electronic Paper Competition and Ideological Diversity: Historical Evidence from US Newspapers
Chicago Booth Research Paper No. 12-63
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: December 19, 2012
Last Revised: January 11, 2013
Working Paper Series
72 downloads

Incl. Electronic Paper Do Newspapers Serve the State? Incumbent Party Influence on the US Press, 1869-1928 - Appendix
Matthew Gentzkow , Nathan Petek , Jesse M. Shapiro and Michael Sinkinson
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business , University of Chicago and University of Pennsylvania - Business & Public Policy Department
Date Posted: December 14, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper Value and Momentum Everywhere
Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper
Clifford S. Asness , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , University of Chicago - Booth School of Business and Copenhagen Business School
Date Posted: November 14, 2012
Working Paper Series
3590 downloads

Incl. Electronic Paper The Role of Shorting, Firm Size, and Time on Market Anomalies
Chicago Booth Research Paper No. 12-22, 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
Working Paper Series
1256 downloads

Incl. Electronic Paper Declining Labor Shares and the Global Rise of Corporate Savings
Chicago Booth Research Paper No. 12-17
Loukas Karabarbounis and Brent Neiman
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: June 12, 2012
Last Revised: July 23, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Has Economic Policy Uncertainty Hampered the Recovery?
Chicago Booth Research Paper No. 12-06
Scott R. Baker , Nicholas Bloom and Steven J. Davis
Northwestern University, Kellogg School of Management, Department of Finance , Stanford University - Department of Economics and University of Chicago
Date Posted: February 07, 2012
Working Paper Series
716 downloads

Incl. Electronic Paper Wireless Carriers’ Exclusive Handset Arrangements: An Empirical Look at the iPhone
Chicago Booth Research Paper No. 13-09, NET Institute Working Paper No. 11-35
Ting Zhu , Hongju Liu and Pradeep K. Chintagunta
University of Chicago , University of Connecticut and University of Chicago
Date Posted: November 24, 2011
Last Revised: April 19, 2013
Working Paper Series
179 downloads

Incl. Electronic Paper Trade Adjustment and Productivity in Large Crises
Chicago Booth Research Paper No. 11-16, Chicago Booth Initiative on Global Markets Working Paper No. 62
Gita Gopinath and Brent Neiman
Harvard University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: April 28, 2011
Last Revised: July 31, 2012
Working Paper Series
68 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 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
2487 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 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
143 downloads

Incl. Electronic Paper The Housing Crisis and Bankruptcy Reform: The Prepackaged Chapter 13 Approach
Chicago Booth School of Business Research Paper No. 09-11, U of Chicago Law & Economics, Olin Working Paper No. 459
Eric A. Posner and Luigi Zingales
University of Chicago - Law School and University of Chicago - Booth School of Business
Date Posted: February 25, 2009
Last Revised: May 09, 2015
Working Paper Series
625 downloads

Incl. Electronic Paper Competition and Truth in the Market for News
Chicago GSB Research Paper No. 16
Matthew Gentzkow and Jesse M. Shapiro
University of Chicago - Booth School of Business and University of Chicago
Date Posted: September 25, 2008
Working Paper Series
159 downloads

Incl. Electronic Paper Market Forces and News Media in Muslim Countries
Chicago GSB Research Paper No. 6
Matthew Gentzkow and Jesse M. Shapiro
University of Chicago - Booth School of Business and University of Chicago
Date Posted: September 19, 2008
Working Paper Series
105 downloads


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