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Chicago Booth Research Paper Series

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Viewing: 1 - 50 of 632 papers

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

Multiple version iconThere 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
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
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
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
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
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
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
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
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
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
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
University of Chicago - Booth School of Business

Multiple version iconThere 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
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere 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
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
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 1,425
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
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
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 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
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
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.

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

Multiple version iconThere 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
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
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
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
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
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
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
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
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
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
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
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
Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere 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
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 2,229
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
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
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
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
University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance

Multiple version iconThere 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
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 1,223
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
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
Northwestern University, Board of Governors of the Federal Reserve System and University of Chicago - Finance

Multiple version iconThere 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
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 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
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
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.

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 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
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
49.

Liquidity, Banks, and Markets: Effects of Financial Development on Banks and the Maturity of Financial Claims

World Bank Policy Research Working Paper No. 1566
Number of pages: 38 Posted: 20 Apr 2016
Working Paper Series
University of Chicago - Booth School of Business
Downloads 307
50.

Bond Risk Premia in Consumption-Based Models

Chicago Booth Research Paper No. 16-10
Number of pages: 81 Posted: 13 Apr 2016 Last Revised: 07 Dec 2017
Working Paper Series
University of Chicago - Booth School of Business - Econometrics and Statistics and University of Notre Dame - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 367