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Chicago Booth: Fama-Miller Working Paper Series

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Viewing: 1 - 50 of 385 papers

1.

Liquidity Risk After 20 Years

Fama-Miller Working Paper, Chicago Booth Research Paper No. 19-13
Number of pages: 26 Posted: 15 Apr 2019 Last Revised: 17 Apr 2019
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 100
2.

Estimating the Anomaly Baserate

Chicago Booth Research Paper No. 19-10, Fama-Miller Working Paper
Number of pages: 46 Posted: 01 Mar 2019
Working Paper Series
University of Illinois at Urbana-Champaign - College of Business, University of Notre Dame - Department of Finance and University of Chicago - Finance
Downloads 69
3.

Crowdsourcing Financial Information to Change Spending Behavior

Chicago Booth Research Paper No. 19-09, Fama-Miller Working Paper
Number of pages: 49 Posted: 22 Feb 2019
Working Paper Series
Boston College, University of Maryland - Department of Finance and University of Chicago - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 68
4.

The Impact of Banking Regulation on Voluntary Disclosures: Evidence from the Dodd-Frank Act

Chicago Booth Research Paper No. 19-08, Fama-Miller Working Paper
Number of pages: 52 Posted: 12 Feb 2019
Working Paper Series
The University of Chicago Booth School of Business and Rutgers, The State University of New Jersey - Accounting
Downloads 104
5.

Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished

Fama-Miller Working Paper, Chicago Booth Research Paper No. 19-06
Number of pages: 56 Posted: 08 Feb 2019
Working Paper Series
Boston College, University of Chicago - Finance and The Chinese University of Hong Kong (CUHK)

Multiple version iconThere are 3 versions of this paper

Downloads 59
6.

Regulators' Disclosure Decisions: Evidence from Bank Enforcement Actions

Chicago Booth Research Paper No. 19-05, Fama-Miller Working Paper
Number of pages: 54 Posted: 04 Feb 2019 Last Revised: 13 Mar 2019
Working Paper Series
The University of Chicago Booth School of Business and University of Chicago
Downloads 75
7.

Monetary Policy Communications and Their Effects on Household Inflation Expectations

Fama-Miller Working Paper, Chicago Booth Research Paper No. 19-03
Number of pages: 42 Posted: 16 Jan 2019 Last Revised: 16 Jan 2019
Working Paper Series
University of Texas at Austin, University of California, Berkeley - Department of Economics and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 33
8.

Non-answers during Conference Calls

Chicago Booth Research Paper No. 19-01, Fama-Miller Working Paper , Rock Center for Corporate Governance at Stanford University Working Paper No. 237
Number of pages: 60 Posted: 04 Jan 2019 Last Revised: 31 Jan 2019
Working Paper Series
University of Melbourne, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business
Downloads 206
9.

Interest Rates and Inflation Revisited

Chicago Booth Research Paper No. 18-10, Fama-Miller Working Paper
Number of pages: 15 Posted: 18 Oct 2018 Last Revised: 29 Dec 2018
Working Paper Series
University of Chicago - Finance
Downloads 289
10.

Comparing Cross-Section and Time-Series Factor Models

Chicago Booth Research Paper No. 18-08, Fama-Miller Working Paper
Number of pages: 47 Posted: 16 Oct 2018
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 732
11.

Inequality Aversion, Populism, and the Backlash Against Globalization

Number of pages: 47 Posted: 01 Aug 2018 Last Revised: 04 Mar 2019
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 380
12.

Financial Intermediation Through Financial Disintermediation: Evidence from the ECB Corporate Sector Purchase Programme

Fama-Miller Working Paper , Chicago Booth Research Paper No. 18-06
Number of pages: 63 Posted: 16 Jun 2018 Last Revised: 18 Sep 2018
Working Paper Series
London Business School, The University of Chicago Booth School of Business and Erasmus University Rotterdam (EUR)
Downloads 147
13.

Unconventional Fiscal Policy

Chicago Booth Research Paper No. 18-02, Fama-Miller Working Paper
Number of pages: 6 Posted: 18 Jan 2018
Working Paper Series
Boston College, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 76
14.

Volatility Lessons

Chicago Booth Research Paper No. 17-33, Fama-Miller Working Paper
Number of pages: 20 Posted: 04 Dec 2017 Last Revised: 19 Oct 2018
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 1,429
15.

Information versus Investment

Chicago Booth Research Paper No. 19-02, Fama-Miller Working Paper
Number of pages: 56 Posted: 21 Nov 2017 Last Revised: 09 Jan 2019
Working Paper Series
Boston University, University of Michigan, Stephen M. Ross School of Business and University of Chicago - Booth School of Business
Downloads 142
16.

Dissecting Characteristics Nonparametrically

Fama-Miller Working Paper, Chicago Booth Research Paper No. 17-32
Number of pages: 105 Posted: 20 Nov 2017 Last Revised: 27 Jul 2018
Working Paper Series
University of Wisconsin - Madison, University of Notre Dame - Department of Finance and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 151
17.

Monetary Policy Through Production Networks: Evidence from the Stock Market

Fama-Miller Working Paper , Chicago Booth Research Paper No. 17-31
Number of pages: 66 Posted: 20 Nov 2017
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 83
18.

The Information Content of Dividends: Safer Profits, Not Higher Profits

Chicago Booth Research Paper 17-30, Fama-Miller Working Paper
Number of pages: 80 Posted: 04 Nov 2017 Last Revised: 24 Jan 2018
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), Bocconi University and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 398
19.

Promotions and the Peter Principle

Number of pages: 55 Posted: 04 Oct 2017 Last Revised: 02 Mar 2018
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, Massachusetts Institute of Technology (MIT) and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 694
20.

When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility

Chicago Booth Research Paper No. 17-27, Fama-Miller Working Paper
Number of pages: 115 Posted: 29 Sep 2017
Working Paper Series
Univeristy of Chicago Booth School of Business and University of Chicago - Booth School of Business
Downloads 126
21.

Historical Antisemitism, Ethnic Specialization, and Financial Development

Becker Friedman Institute for Research in Economics Working Paper No. 2018-19, Chicago Booth Research Paper No. 17-26, Fama-Miller Working Paper
Number of pages: 68 Posted: 01 Sep 2017
Working Paper Series
Boston College, Leibniz Universität Hannover - Faculty of Economics and Management and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 90
22.

Price Rigidities and the Granular Origins of Aggregate Fluctuations

Chicago Booth Research Paper No. 17-25, Fama-Miller Working Paper
Number of pages: 64 Posted: 20 Aug 2017 Last Revised: 24 Jan 2018
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), Brandeis University and University of Chicago - Finance

Multiple version iconThere are 5 versions of this paper

Downloads 27
23.

What Information Drives Asset Prices?

Chicago Booth Research Paper No. 17-23
Number of pages: 81 Posted: 09 Aug 2017
Working Paper Series
Carnegie Mellon University and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 169
24.

Fund Tradeoffs

Number of pages: 41 Posted: 02 Aug 2017 Last Revised: 15 Oct 2018
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School

Multiple version iconThere are 4 versions of this paper

Downloads 1,066
25.

Speculative Dynamics of Prices and Volume

NBER Working Paper No. w23449
Number of pages: 74 Posted: 30 May 2017 Last Revised: 02 Mar 2018
Working Paper Series
Downloads 26
26.

Long-Horizon Returns

Chicago Booth Research Paper No. 17-17, Fama-Miller Working Paper
Number of pages: 28 Posted: 24 May 2017 Last Revised: 21 Nov 2017
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 1,793
27.

Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks

Columbia Business School Research Paper No. 17-39, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 83 Posted: 29 Mar 2017 Last Revised: 30 Aug 2018
Accepted Paper Series
University of Chicago, University of Texas at Austin - Department of Finance, Columbia Business School - Finance and Economics and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 1,762
28.

Taming the Factor Zoo: A Test of New Factors

Fama-Miller Working Paper, Chicago Booth Research Paper No. 17-04
Number of pages: 74 Posted: 20 Mar 2017 Last Revised: 10 Feb 2019
Working Paper Series
City University of Hong Kong (CityUHK), Yale School of Management and University of Chicago - Booth School of Business
Downloads 2,580
29.

When Harry Fired Sally: The Double Standard in Punishing Misconduct

Harvard Business School Finance Working Paper No. 19-047
Number of pages: 70 Posted: 13 Mar 2017 Last Revised: 17 Oct 2018
Working Paper Series
Harvard Business School, University of Texas at Austin - Department of Finance and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 747
30.

Caught with the Hand in the Cookie Jar: Firm Growth and Labor Reallocation after Exposure of Corrupt Practices

Number of pages: 37 Posted: 09 Mar 2017 Last Revised: 21 Nov 2017
Working Paper Series
University of Pittsburgh, Katz Graduate Business School, Northwestern University - Kellogg School of Management and Cornell University
Downloads 504
31.

Earnings, Retained Earnings, and Book-to-Market in the Cross Section of Expected Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66 Posted: 01 Mar 2017 Last Revised: 20 Jan 2019
Accepted Paper Series
University of Chicago - Booth School of Business, Tuck School of Business at Dartmouth College, USC Marshall School of Business and University of Chicago Booth School of Business
Downloads 1,537
32.

Flexible Prices and Leverage

CESifo Working Paper Series No. 6317
Number of pages: 77 Posted: 28 Feb 2017
Working Paper Series
Boston College, University of California, Berkeley, University of British Columbia (UBC) - Division of Finance and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 76
33.

Persistent Blessings of Luck

Number of pages: 44 Posted: 22 Feb 2017 Last Revised: 08 Aug 2018
Working Paper Series
University of Chicago - Booth School of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 445
34.

IPO Intervention and Innovation: Evidence from China

Chicago Booth Research Paper No. 146
Number of pages: 60 Posted: 06 Feb 2017 Last Revised: 21 Mar 2019
Working Paper Series
University of Chicago - Booth School of Business and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 536
35.

Political Cycles and Stock Returns

Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper
Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 17 Oct 2018
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,253
36.

Does Regulatory Jurisdiction Affect the Quality of Investment-Adviser Regulation?

Fifth Annual Conference on Financial Market Regulation
Number of pages: 48 Posted: 16 Jan 2017 Last Revised: 12 Apr 2019
Working Paper Series
National University of Singapore - Department of Finance, The University of Hong Kong and Rice University
Downloads 340
37.

Mispriced Index Option Portfolios

Number of pages: 70 Posted: 12 Jan 2017 Last Revised: 13 Dec 2017
Working Paper Series
University of Chicago - Booth School of Business, Concordia University and Concordia University, Quebec - John Molson School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 277
38.

Leverage

Columbia Business School Research Paper No. 17-1
Number of pages: 50 Posted: 01 Dec 2016 Last Revised: 23 Dec 2018
Working Paper Series
Columbia Business School and University of Chicago - Booth School of Business
Downloads 137
39.

Habits and Leverage

Chicago Booth Research Paper No. 16-22, Fama-Miller Working Paper
Number of pages: 55 Posted: 30 Nov 2016 Last Revised: 10 Jun 2017
Working Paper Series
Columbia University and University of Chicago - Booth School of Business
Downloads 33
40.

The Dividend Disconnect

7th Miami Behavioral Finance Conference 2016
Number of pages: 56 Posted: 29 Nov 2016 Last Revised: 30 Aug 2018
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 3,137
41.

Asset Pricing with Omitted Factors

Chicago Booth Research Paper No. 16-21
Number of pages: 94 Posted: 08 Nov 2016 Last Revised: 31 May 2018
Working Paper Series
Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 483
42.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19
Number of pages: 57 Posted: 01 Nov 2016 Last Revised: 18 Nov 2018
Working Paper Series
University of Chicago - Booth School of Business, Central University of Finance and Economics (CUFE), Northwestern University - Kellogg School of Management and Chinese Academy of Sciences (CAS)

Multiple version iconThere are 2 versions of this paper

Downloads 2,236
43.

Financial Market Frictions and Diversification

Chicago Booth Research Paper No. 17-13
Number of pages: 87 Posted: 24 Oct 2016 Last Revised: 31 May 2017
Working Paper Series
University of Texas at Austin - Department of Finance, Stanford University and London Business School - Department of Finance
Downloads 517
44.

Firm-Level Political Risk: Measurement and Effects

Number of pages: 79 Posted: 28 Sep 2016 Last Revised: 19 Dec 2017
Working Paper Series
University of Chicago - Booth School of Business, Tilburg University - Tilburg School of Economics and Management, Frankfurt School of Finance & Management gemeinnützige GmbH - Accounting Department and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,231
45.

Currency Manipulation

Number of pages: 70 Posted: 07 Aug 2016 Last Revised: 20 Jan 2017
Working Paper Series
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and Boston University - Questrom School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 165
46.

CEO Personality and Firm Policies

6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62 Posted: 08 Jul 2016 Last Revised: 10 Aug 2016
Working Paper Series
University of Melbourne, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,997
47.

How Do Venture Capitalists Make Decisions?

Stanford University Graduate School of Business Research Paper No. 16-33, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 477/2016
Number of pages: 95 Posted: 29 Jun 2016 Last Revised: 10 May 2017
Working Paper Series
Harvard Business School - Finance Unit, University of British Columbia (UBC) - Sauder School of Business, University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
Downloads 11,601
48.

Rise of Factor Investing: Asset Prices, Informational Efficiency, and Security Design

29th Australasian Finance and Banking Conference 2016
Number of pages: 57 Posted: 29 Jun 2016 Last Revised: 17 Apr 2019
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago
Downloads 2,650
49.

CEO Materialism and Corporate Social Responsibility

Chicago Booth Research Paper No. 16-11, Fama-Miller Working Paper Forthcoming
Number of pages: 71 Posted: 14 Jun 2016
Working Paper Series
Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems, Harvard Business School and University of Chicago - Booth School of Business
Downloads 833
50.

Executives’ Legal Records and Insider Trading Activities

Chicago Booth Research Paper No. 16-12, Fama-Miller Working Paper
Number of pages: 45 Posted: 13 Jun 2016
Working Paper Series
Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems, Harvard Business School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 132