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Chicago Booth Research Paper Series

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Viewing: 1 - 50 of 665 papers

1.

Accounting Measurement Intensity

Chicago Booth Research Paper No. 20-17
Number of pages: 77 Posted: 30 Jun 2020
Working Paper Series
Ionela Andreicovici, Laurence van Lent, Valeri V. Nikolaev and Ruishen Zhang
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management, University of Chicago Booth School of Business and Frankfurt School of Finance & Management
Downloads 7
2.

Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates

Chicago Booth Research Paper No. 20-16, Chicago Booth: George J. Stigler Center for the Study of the Economy & the State Working Paper No. 45, Fama-Miller Working Paper Series, Initiative on Global Markets Paper No. 173, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-86
Number of pages: 94 Posted: 26 Jun 2020 Last Revised: 26 Jun 2020
Working Paper Series
Matteo Aquilina, Eric B. Budish and Peter O'Neill
Bank for International Settlements (BIS) - Financial Stability Board (FSB), University of Chicago - Booth School of Business and Financial Conduct Authority
Downloads 21
3.

Does Policy Communication During COVID work?

Chicago Booth Research Paper No. 20-15, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-76
Number of pages: 50 Posted: 12 Jun 2020
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

Multiple version iconThere are 3 versions of this paper

Downloads 43
4.

The Impact of Volunteer Marketers on Product Differentiation and Firm Growth: A Field Experiment with Ugandan Entrepreneurs

Chicago Booth Research Paper No. 20-14 , Initiative on Global Markets Paper No. 172
Number of pages: 74 Posted: 28 May 2020
Working Paper Series
Stephen J. Anderson, Pradeep K. Chintagunta, Frank Germann and Naufel Vilcassim
Stanford Graduate School of Business, University of Chicago, University of Notre Dame and affiliation not provided to SSRN
Downloads 16
5.

Dodging a Draft: Gary Becker's Lost Paper on Conscription

Chicago Booth Research Paper No. 20-09
Number of pages: 16 Posted: 11 May 2020 Last Revised: 12 May 2020
Working Paper Series
Michael Gibbs and Timothy Perri
University of Chicago Booth School of Business and Appalachian State University
Downloads 22
6.

The Cost of the COVID-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending

Chicago Booth Research Paper No. 20-08, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-60
Number of pages: 51 Posted: 06 May 2020
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

Multiple version iconThere are 5 versions of this paper

Downloads 334
7.

Customer Preferences for Delivery Service Attributes in Attended Home Delivery

Chicago Booth Research Paper No. 20-07
Number of pages: 26 Posted: 04 May 2020
Working Paper Series
Pedro Amorim, Nicole DeHoratius, Fredrik Eng-Larsson and Sara Martins
Universidade do Porto, University of Chicago - Booth School of Business, Stockholm University - Stockholm Business School and Universidade do Porto
Downloads 43
8.

Labor Markets During the COVID-19 Crisis: A Preliminary View

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-41, Chicago Booth Research Paper No. 20-06, Fama-Miller Working Paper
Number of pages: 22 Posted: 13 Apr 2020 Last Revised: 29 Apr 2020
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

Multiple version iconThere are 4 versions of this paper

Downloads 302
9.

Big G

Chicago Booth Research Paper No. 20-04, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-36
Number of pages: 89 Posted: 10 Apr 2020
Working Paper Series
Lydia Cox, Gernot J. Müller, Ernesto Pasten, Raphael Schoenle and Michael Weber
Harvard University, Department of Economics, University of Tuebingen - Department of Economics, 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 386
10.

Gender Roles and the Gender Expectations Gap

Chicago Booth Research Paper No. 20-03, Fama-Miller Working Paper , University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-11, Initiative on Global Markets Paper No. 162
Number of pages: 33 Posted: 04 Mar 2020 Last Revised: 29 May 2020
Working Paper Series
Francesco D'Acunto, Ulrike Malmendier and Michael Weber
Boston College, University of California, Berkeley - Department of Economics and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 52
11.

Forward Guidance and Household Expectations

Chicago Booth Research Paper No. 20-02, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-06, Initiative on Global Markets Paper No. 161
Number of pages: 78 Posted: 13 Feb 2020 Last Revised: 29 May 2020
Working Paper Series
Olivier Coibion, Dimitris Georgarakos, Yuriy Gorodnichenko and Michael Weber
University of Texas at Austin, European Central Bank (ECB) - Directorate General Research, University of California, Berkeley - Department of Economics and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 43
12.

Non-GAAP Reporting and Investment

Chicago Booth Research Paper No. 19-27
Number of pages: 57 Posted: 20 Dec 2019
Working Paper Series
Charles McClure and Anastasia A. Zakolyukina
University of Chicago Booth School of Business and University of Chicago - Booth School of Business
Downloads 173
13.

Sustainable Investing in Equilibrium

Chicago Booth Research Paper No. 20-12, Fama-Miller Working Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 19 Dec 2019 Last Revised: 05 Jun 2020
Accepted Paper Series
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
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 772
14.

Perceived Precautionary Savings Motives: Evidence from FinTech

Chicago Booth Research Paper No. 19-26, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-140
Number of pages: 64 Posted: 06 Dec 2019 Last Revised: 12 Jun 2020
Working Paper Series
Francesco D'Acunto, Thomas Rauter, Christoph Scheuch and Michael Weber
Boston College, University of Chicago - Booth School of Business, Vienna Graduate School of Finance (VGSF) and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 119
15.

The Black Market for Beijing License Plates

Chicago Booth Research Paper No. 19-25, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-139
Number of pages: 46 Posted: 05 Dec 2019
Working Paper Series
Øystein Daljord, Mandy Hu, Guillaume Pouliot and Junji Xiao
University of Chicago, Booth School of Business, The Chinese University of Hong Kong (CUHK) - Department of Marketing, Harris School of Public Policy and University of Technology Sydney (UTS)
Downloads 30
16.

Human Frictions in the Transmission of Economic Policy

Chicago Booth Research Paper No. 19-21, Fama-Miller Working Paper
Number of pages: 44 Posted: 12 Sep 2019 Last Revised: 05 Dec 2019
Working Paper Series
Francesco D'Acunto, Daniel Hoang, Maritta Paloviita and Michael Weber
Boston College, Karlsruhe Institute of Technology (KIT), Bank of Finland - Research and University of Chicago - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 39
17.

IQ, Expectations, and Choice

Chicago Booth Research Paper No. 19-20, Fama-Miller Working Paper
Number of pages: 76 Posted: 12 Sep 2019
Working Paper Series
Francesco D'Acunto, Daniel Hoang, Maritta Paloviita and Michael Weber
Boston College, Karlsruhe Institute of Technology (KIT), Bank of Finland - Research and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 36
18.

Exposure to Grocery Prices and Inflation Expectations

Chicago Booth Research Paper No. 19-17 , Fama-Miller Working Paper
Number of pages: 27 Posted: 13 Aug 2019 Last Revised: 20 Apr 2020
Working Paper Series
Francesco D'Acunto, Ulrike Malmendier, Juan Ospina and Michael Weber
Boston College, University of California, Berkeley - Department of Economics, University of Chicago and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 74
19.

Managing Households' Expectations with Unconventional Policies

Chicago Booth Research Paper No. 19-16 (2019), Fama-Miller Working Paper (2019)
Number of pages: 74 Posted: 10 Aug 2019 Last Revised: 05 Jun 2020
Working Paper Series
Francesco D'Acunto, Daniel Hoang and Michael Weber
Boston College, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 38
20.

Monopsony Power in Higher Education: A Tale of Two Tracks

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-95, Chicago Booth Research Paper No. 20-13, Initiative on Global Markets Paper No. 171
Number of pages: 36 Posted: 15 Jul 2019 Last Revised: 28 May 2020
Working Paper Series
Austan Goolsbee and Chad Syverson
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 123
21.

Measuring and Modeling Execution Cost and Risk

Chicago GSB Research Paper No. 08-09, https://doi.org/10.3905/jpm.2012.38.2.014
Posted: 21 May 2019
Accepted Paper Series
Robert F. Engle, Robert Ferstenberg and Jeffrey R. Russell
New York University (NYU) - Department of Finance, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics

Multiple version iconThere are 3 versions of this paper

22.

Tax Avoidance and the Real Effect of Tax-Risk Disclosures

Chicago Booth Research Paper No. 19-14, Fama-Miller Working Paper
Number of pages: 57 Posted: 16 May 2019 Last Revised: 25 May 2019
Working Paper Series
Charles McClure
University of Chicago Booth School of Business
Downloads 312
23.

Liquidity Risk After 20 Years

Chicago Booth Research Paper No. 19-13, Fama-Miller Working Paper
Number of pages: 25 Posted: 15 Apr 2019 Last Revised: 10 May 2019
Working Paper Series
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 826
24.

Autoencoder Asset Pricing Models

Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24
Number of pages: 35 Posted: 07 Mar 2019 Last Revised: 01 Oct 2019
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
Downloads 3,324
25.

Expected Loan Loss Provisioning: An Empirical Model

Chicago Booth Research Paper No. 19-11
Number of pages: 54 Posted: 01 Mar 2019 Last Revised: 07 May 2020
Working Paper Series
Yao Lu and Valeri V. Nikolaev
University of Chicago - Booth School of Business and University of Chicago Booth School of Business
Downloads 195
26.

Estimating the Anomaly Base Rate

Chicago Booth Research Paper No. 19-10, Fama-Miller Working Paper
Number of pages: 62 Posted: 01 Mar 2019 Last Revised: 20 Nov 2019
Working Paper Series
Alex Chinco, Andreas Neuhierl and Michael Weber
University of Illinois at Urbana-Champaign - College of Business, Washington University in Saint Louis, John M. Olin Business School, Students and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 233
27.

Crowdsourcing Peer Information to Change Spending Behavior

Chicago Booth Research Paper No. 19-09, Fama-Miller Working Paper
Number of pages: 70 Posted: 22 Feb 2019 Last Revised: 02 Jun 2020
Working Paper Series
Francesco D'Acunto, Alberto G. Rossi and Michael Weber
Boston College, Georgetown University and University of Chicago - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 181
28.

Auditors are Known by the Companies They Keep

Number of pages: 72 Posted: 19 Feb 2019 Last Revised: 04 Feb 2020
Working Paper Series
Jonathan A Cook, Zachary T Kowaleski, Michael Minnis, Andrew Sutherland and Karla M. Zehms
Public Company Accounting Oversight Board, University of Notre Dame - Department of Accountancy, University of Chicago - Booth School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Wisconsin - Madison - Department of Accounting and Information Systems
Downloads 459
29.

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 208
30.

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: 62 Posted: 08 Feb 2019 Last Revised: 18 Sep 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)

Multiple version iconThere are 3 versions of this paper

Downloads 206
31.

Observing Enforcement: Evidence from Banking

Chicago Booth Research Paper No. 19-05, Fama-Miller Working Paper
Number of pages: 79 Posted: 04 Feb 2019 Last Revised: 21 Apr 2020
Working Paper Series
Anya Kleymenova and Rimmy E. Tomy
The University of Chicago Booth School of Business and University of Chicago
Downloads 273
32.

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 278
33.

Monetary Policy Communications and Their Effects on Household Inflation Expectations

Fama-Miller Working Paper, Chicago Booth Research Paper No. 19-03
Number of pages: 66 Posted: 16 Jan 2019 Last Revised: 27 Mar 2020
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

Multiple version iconThere are 3 versions of this paper

Downloads 65
34.

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: 58 Posted: 04 Jan 2019 Last Revised: 24 Apr 2020
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 465
35.

The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-78, Chicago Booth Research Paper No. 18-11, Fama-Miller Working Paper
Number of pages: 38 Posted: 22 Nov 2018 Last Revised: 06 Jan 2020
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

Multiple version iconThere are 4 versions of this paper

Downloads 38
36.

The Equilibrium Effects of Information Deletion: Evidence from Consumer Credit Markets

Chicago Booth Research Paper No. 19-15, Fama-Miller Working Paper
Number of pages: 37 Posted: 24 Oct 2018 Last Revised: 29 Nov 2019
Working Paper Series
Andres Liberman, Christopher Neilson, Luis Opazo and Seth D. Zimmerman
New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, Central Bank of Chile and Yale University

Multiple version iconThere are 2 versions of this paper

Downloads 40
37.

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 400
38.

Thousands of Alpha Tests

Chicago Booth Research Paper No. 18-09, Yale ICF Working Paper No. 2018-16
Number of pages: 91 Posted: 17 Oct 2018 Last Revised: 26 Mar 2020
Working Paper Series
Stefano Giglio, Yuan Liao and Dacheng Xiu
Yale School of Management, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and University of Chicago - Booth School of Business
Downloads 369
39.

Inequality Aversion, Populism, and the Backlash Against Globalization

Chicago Booth Research Paper No. 20-11, Fama-Miller Working Paper
Number of pages: 55 Posted: 01 Aug 2018 Last Revised: 20 May 2020
Working Paper Series
Lubos Pastor and Pietro Veronesi
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 850
40.

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: 73 Posted: 16 Jun 2018 Last Revised: 20 Apr 2020
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 275
41.

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

Multiple version iconThere are 2 versions of this paper

Downloads 229
42.

Empirical Asset Pricing via Machine Learning

Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79 Posted: 09 Apr 2018 Last Revised: 15 Sep 2019
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

Multiple version iconThere are 2 versions of this paper

Downloads 11,553
43.

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 176
44.

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

Multiple version iconThere are 4 versions of this paper

Downloads 97
45.

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 2,046
46.

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 273
47.

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, Washington University in Saint Louis, John M. Olin Business School, Students and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 168
48.

Monetary Policy Through Production Networks: Evidence from the Stock Market

Fama-Miller Working Paper , Chicago Booth Research Paper No. 17-31
Number of pages: 80 Posted: 20 Nov 2017 Last Revised: 15 May 2020
Working Paper Series
Ali K. Ozdagli and Michael Weber
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 128
49.

Signaling Safety

Chicago Booth Research Paper 17-30, Fama-Miller Working Paper, European Corporate Governance Institute – Finance Working Paper No. 653/2020, Swiss Finance Institute Research Paper No. 17-30,
Number of pages: 110 Posted: 04 Nov 2017 Last Revised: 26 Feb 2020
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

Multiple version iconThere are 5 versions of this paper

Downloads 563
50.

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 736