SSRN Chicago Booth Research Paper Series

1.

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

Francesco D'Acunto, Alberto Rossi and Michael Weber

Boston College, University of Maryland - Department of Finance and University of Chicago - Finance

There are 2 versions of this paper

Downloads 67

2.

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

Anya Kleymenova and Li Zhang

The University of Chicago Booth School of Business and Rutgers, The State University of New Jersey - Accounting

Downloads 103

3.

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

Francesco D'Acunto, Michael Weber and Jin Xie

Boston College, University of Chicago - Finance and The Chinese University of Hong Kong (CUHK)

There are 3 versions of this paper

Downloads 59

4.

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

Anya Kleymenova and Rimmy E. Tomy

The University of Chicago Booth School of Business and University of Chicago

Downloads 75

5.

High-Frequency Factor Models and Regressions

Chicago Booth Research Paper No. 19-04

Number of pages: 50 Posted: 23 Jan 2019

Working Paper Series

Yacine Ait-Sahalia, Ilze Kalnina and Dacheng Xiu

Princeton University - Department of Economics, North Carolina State University - Department of Economics and University of Chicago - Booth School of Business

Downloads 134

6.

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

Olivier Coibion, Yuriy Gorodnichenko and Michael Weber

University of Texas at Austin, University of California, Berkeley - Department of Economics and University of Chicago - Finance

There are 3 versions of this paper

Downloads 33

7.

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

Ian D. Gow, David F. Larcker and Anastasia A. Zakolyukina

University of Melbourne, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business

Downloads 201

8.

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

Eugene F. Fama

University of Chicago - Finance

Downloads 287

9.

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

Aytekin Ertan, Anya Kleymenova and Marcel Tuijn

London Business School, The University of Chicago Booth School of Business and Erasmus University Rotterdam (EUR)

Downloads 142

10.

The Economic Limits of Bitcoin and the Blockchain

Chicago Booth Research Paper No. 18-07

Number of pages: 24 Posted: 16 Jun 2018

Working Paper Series

Eric B. Budish

University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 176

11.

Empirical Asset Pricing via Machine Learning

Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018

Number of pages: 67 Posted: 09 Apr 2018 Last Revised: 29 Jul 2018

Working Paper Series

Shihao Gu, Bryan T. Kelly and Dacheng Xiu

University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 7,279

12.

Screening for Breast Cancer: The Role of Supplemental Tests and Breast Density Information

Chicago Booth Research Paper No. 18-03

Number of pages: 42 Posted: 12 Feb 2018

Working Paper Series

Burhaneddin Sandikci, Mucahit Cevik and David Schacht

University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Dept. of Radiology

Downloads 108

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

Francesco D'Acunto, Daniel Hoang and Michael Weber

Boston College, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

There 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

Eugene F. Fama and Kenneth R. French

University of Chicago - Finance and Dartmouth College - Tuck School of Business

Downloads 1,425

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

Stephen Terry, Toni M. Whited and Anastasia A. Zakolyukina

Boston University, University of Michigan, Stephen M. Ross School of Business and University of Chicago - Booth School of Business

Downloads 140

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

Joachim Freyberger, Andreas Neuhierl and Michael Weber

University of Wisconsin - Madison, University of Notre Dame - Department of Finance and University of Chicago - Finance

There 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

Ali K. Ozdagli and Michael Weber

Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance

There 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

Roni Michaely, Stefano Rossi and Michael Weber

University of Geneva - Geneva Finance Research Institute (GFRI), Bocconi University and University of Chicago - Finance

There are 4 versions of this paper

Downloads 394

19.

The Role of Mental Accounting in Household Spending and Investing Decisions

Forthcoming in C. Chaffin (Ed.), Client Psychology. New York: Wiley, Chicago Booth Research Paper No. 19-07

Number of pages: 31 Posted: 12 Oct 2017 Last Revised: 10 Feb 2019

Accepted Paper Series

C. Yiwei Zhang and Abigail B. Sussman

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 525

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

Rui Da and Dacheng Xiu

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

Francesco D'Acunto, Marcel Prokopczuk and Michael Weber

Boston College, Leibniz Universität Hannover - Faculty of Economics and Management and University of Chicago - Finance

There 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

Ernesto Pasten, Raphael Schoenle and Michael Weber

University of Toulouse 1 - Toulouse School of Economics (TSE), Brandeis University and University of Chicago - Finance

There are 5 versions of this paper

Downloads 27

23.

Regulatory Spillovers in Common Audit Markets

Chicago Booth Research Paper No. 17-24, MIT Sloan Research Paper No. 5234-17

Number of pages: 48 Posted: 19 Aug 2017 Last Revised: 15 Mar 2019

Working Paper Series

Raphael Duguay, Michael Minnis and Andrew Sutherland

University of Chicago, Booth School of Business, Students, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 448

24.

What Information Drives Asset Prices?

Chicago Booth Research Paper No. 17-23

Number of pages: 81 Posted: 09 Aug 2017

Working Paper Series

Anisha Ghosh and George M. Constantinides

Carnegie Mellon University and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 169

25.

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

Eugene F. Fama and Kenneth R. French

University of Chicago - Finance and Dartmouth College - Tuck School of Business

Downloads 1,784

26.

Prices and Promotions in U.S. Retail Markets: Evidence from Big Data

Chicago Booth Research Paper No. 17-18

Number of pages: 82 Posted: 19 May 2017 Last Revised: 11 Feb 2018

Working Paper Series

Günter J. Hitsch, Ali Hortacsu and Xiliang Lin

University of Chicago - Booth School of Business, University of Chicago - Department of Economics and University of Chicago - Booth School of Business

Downloads 704

27.

Time-Varying Lower Bound of Interest Rates in Europe

Chicago Booth Research Paper No. 17-06

Number of pages: 41 Posted: 05 Apr 2017

Working Paper Series

Jing Cynthia Wu and Fan Dora Xia

University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 653

28.

Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife

Chicago Booth Research Paper No. 17-05

Number of pages: 31 Posted: 28 Mar 2017 Last Revised: 18 Apr 2018

Working Paper Series

Jia Li, Yunxiao Liu and Dacheng Xiu

Duke University, University of North Carolina (UNC) at Chapel Hill and University of Chicago - Booth School of Business

Downloads 47

29.

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

Guanhao Feng, Stefano Giglio and Dacheng Xiu

City University of Hong Kong (CityUHK), Yale School of Management and University of Chicago - Booth School of Business

Downloads 2,575

30.

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

Ray Ball, Joseph J. Gerakos, Juhani T. Linnainmaa and Valeri V. Nikolaev

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 1,531

31.

Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data

Chicago Booth Research Paper No. 17-02

Number of pages: 61 Posted: 23 Feb 2017 Last Revised: 01 Nov 2017

Working Paper Series

Chaoxing Dai, Kun Lu and Dacheng Xiu

University of Chicago - Booth School of Business, Princeton University and University of Chicago - Booth School of Business

Downloads 161

32.

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

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 1,253

33.

Grocery Store Density and Food Waste

Chicago Booth Research Paper No. 16-23

Number of pages: 42 Posted: 28 Dec 2016 Last Revised: 08 Aug 2017

Working Paper Series

Elena Belavina

Cornell SC Johnson College of Business

Downloads 360

34.

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

Tano Santos and Pietro Veronesi

Columbia Business School and University of Chicago - Booth School of Business

Downloads 137

35.

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

Stefano Giglio and Dacheng Xiu

Yale School of Management and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 482

36.

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

Lin William Cong, Haoyu Gao, Jacopo Ponticelli and Xiaoguang Yang

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)

There are 2 versions of this paper

Downloads 2,229

37.

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

Gregor Matvos, Amit Seru and Rui Silva

University of Texas at Austin - Department of Finance, Stanford University and London Business School - Department of Finance

Downloads 517

38.

Dynamic Release Management: A Market Intensity Approach

Chicago Booth Research Paper No. 16-19

Number of pages: 42 Posted: 06 Oct 2016

Working Paper Series

Daniel Adelman and Angelo Mancini

The University of Chicago Booth School of Business and University of Chicago - Booth School of Business

Downloads 41

39.

Supply Disruption with a Risk-Averse Buyer

Chicago Booth Research Paper No. 16-20

Number of pages: 46 Posted: 05 Oct 2016

Working Paper Series

Daniel Adelman and Shanshan Wang

The University of Chicago Booth School of Business and Boston Consulting Group - Hong Kong

Downloads 24

40.

A Shadow Rate New Keynesian Model

Chicago Booth Research Paper No. 16-18

Number of pages: 57 Posted: 28 Sep 2016 Last Revised: 22 Oct 2018

Working Paper Series

Jing Cynthia Wu and Ji Zhang

University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 1,033

41.

Firm-Level Political Risk: Measurement and Effects

Number of pages: 79 Posted: 28 Sep 2016 Last Revised: 19 Dec 2017

Working Paper Series

Tarek A. Hassan, Stephan Hollander, Laurence van Lent and Ahmed Tahoun

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

There are 2 versions of this paper

Downloads 1,223

42.

Price Uncertainty and Market Power in Retail Gasoline: The Case of an Italian Highway

Chicago Booth Research Paper No. 16-15

Number of pages: 46 Posted: 29 Aug 2016 Last Revised: 28 Mar 2018

Working Paper Series

Federico Rossi and Pradeep K. Chintagunta

Purdue University - Krannert School of Management and University of Chicago

Downloads 128

43.

Stimulating Housing Markets

Chicago Booth Research Paper No. 16-16, Kreisman Working Papers Series in Housing Law and Policy No. 40

Number of pages: 55 Posted: 19 Aug 2016 Last Revised: 14 Sep 2016

Working Paper Series

David Berger, Nick Turner and Eric Zwick

Northwestern University, Board of Governors of the Federal Reserve System and University of Chicago - Finance

There are 2 versions of this paper

Downloads 111

44.

Currency Manipulation

Number of pages: 70 Posted: 07 Aug 2016 Last Revised: 20 Jan 2017

Working Paper Series

Tarek A. Hassan, Thomas M. Mertens and Tony Zhang

University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and Boston University - Questrom School of Business

There are 3 versions of this paper

Downloads 164

45.

The Dynamic Effect of Incentives on Post-Reward Task Engagement

Chicago Booth Research Paper No. 16-14

Number of pages: 62 Posted: 12 Jul 2016

Working Paper Series

Indranil Goswami and Oleg Urminsky

Department of Marketing and University of Chicago - Booth School of Business

Downloads 60

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

Ian D. Gow, Steven N. Kaplan, David F. Larcker and Anastasia A. Zakolyukina

University of Melbourne, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 1,997

47.

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

Robert H. Davidson, Aiyesha Dey and Abbie J. Smith

Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems, Harvard Business School and University of Chicago - Booth School of Business

Downloads 831

48.

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

Robert H. Davidson, Aiyesha Dey and Abbie J. Smith

Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems, Harvard Business School and University of Chicago - Booth School of Business

There are 2 versions of this paper