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SSRN eLibrary Search Results
Efficient Estimation of Integrated Volatility Functionals via Multiscale Jacknife
Chicago Booth Research Paper No. 17-05
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
Date Posted: March 28, 2017
Last Revised: April 05, 2017
Working Paper Series
25 downloads
Taming the Factor Zoo
Guanhao Feng, Stefano Giglio and Dacheng Xiu
University of Chicago, Booth School of Business, Students, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: March 20, 2017
Last Revised: April 05, 2017
Working Paper Series
669 downloads
Earnings, Retained Earnings, and Book-to-Market in the Cross Section of Expected Returns
Chicago Booth Research Paper No. 17-03
Ray Ball, Joseph J. Gerakos, Juhani T. Linnainmaa and Valeri V. Nikolaev
University of Chicago - Accounting, Tuck School of Business at Dartmouth College, USC Marshall School of Business and University of Chicago Booth School of Business
Date Posted: March 01, 2017
Last Revised: March 08, 2017
Working Paper Series
552 downloads
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
Chaoxing Dai, Kun Lu and Dacheng Xiu
University of Chicago - Booth School of Business, Princeton University and University of Chicago - Booth School of Business
Date Posted: February 23, 2017
Working Paper Series
100 downloads
Political Cycles and Stock Returns
Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: February 01, 2017
Last Revised: March 24, 2017
Working Paper Series
591 downloads
The Structure of Grocery Retail Markets and Food Waste
Chicago Booth Research Paper No. 16-23
Elena Belavina
The University of Chicago Booth School of Business
Date Posted: December 28, 2016
Last Revised: December 30, 2016
Working Paper Series
120 downloads
Habits and Leverage
Columbia Business School Research Paper No. 17-1
Tano Santos and Pietro Veronesi
Columbia Business School and University of Chicago - Booth School of Business
Date Posted: December 01, 2016
Last Revised: June 10, 2017
Working Paper Series
91 downloads
Inference on Risk Premia in the Presence of Omitted Factors
Chicago Booth Research Paper No. 16-21
Stefano Giglio and Dacheng Xiu
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 08, 2016
Last Revised: May 20, 2017
Working Paper Series
264 downloads
Dynamic Release Management: A Market Intensity Approach
Chicago Booth Research Paper No. 16-19
Dan Adelman and Angelo Mancini
The University of Chicago Booth School of Business and University of Chicago - Booth School of Business
Date Posted: October 06, 2016
Working Paper Series
17 downloads
Supply Disruption with a Risk-Averse Buyer
Chicago Booth Research Paper No. 16-20
Dan Adelman and Shanshan Wang
The University of Chicago Booth School of Business and Boston Consulting Group - Hong Kong Office
Date Posted: October 05, 2016
Working Paper Series
14 downloads
A Shadow Rate New Keynesian Model
Chicago Booth Research Paper No. 16-18
Jing Cynthia Wu and Ji Zhang
University of Chicago - Booth School of Business and Tsinghua University - PBC School of Finance
Date Posted: September 28, 2016
Last Revised: June 15, 2017
Working Paper Series
433 downloads
Price Uncertainty and Market Power in Retail Gasoline: The Role of Price Signs on an Italian Highway
Chicago Booth Research Paper No. 16-15
Federico Rossi and Pradeep K. Chintagunta
Purdue University - Krannert School of Management and University of Chicago
Date Posted: August 29, 2016
Working Paper Series
67 downloads
Stimulating Housing Markets
Chicago Booth Research Paper No. 16-16, Kreisman Working Papers Series in Housing Law and Policy No. 40
David Berger, Nicholas Turner and Eric Zwick
Northwestern University, U.S. Department of the Treasury, Office of Tax Analysis (OTA) and University of Chicago - Finance
Date Posted: August 19, 2016
Last Revised: September 14, 2016
Working Paper Series
74 downloads
The Dynamic Effect of Incentives on Post-Reward Task Engagement
Chicago Booth Research Paper No. 16-14
Indranil Goswami and Oleg Urminsky
Department of Marketing and University of Chicago - Booth School of Business
Date Posted: July 12, 2016
Working Paper Series
44 downloads
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
Ian D. Gow, Steven N. Kaplan, David F. Larcker and Anastasia A. Zakolyukina
Harvard University - Accounting & Control Unit, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business
Date Posted: July 08, 2016
Last Revised: August 10, 2016
Working Paper Series
1318 downloads
CEO Materialism and Corporate Social Responsibility
Chicago Booth Research Paper No. 16-11, Fama-Miller Working Paper Forthcoming
Robert H. Davidson, Aiyesha Dey and Abbie J. Smith
Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems, University of Minnesota - Twin Cities - Carlson School of Management and University of Chicago - Booth School of Business
Date Posted: June 14, 2016
Working Paper Series
374 downloads
Executives’ Legal Records and Insider Trading Activities
Chicago Booth Research Paper No. 16-12, Fama-Miller Working Paper
Robert H. Davidson, Aiyesha Dey and Abbie J. Smith
Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems, University of Minnesota - Twin Cities - Carlson School of Management and University of Chicago - Booth School of Business
Date Posted: June 13, 2016
Working Paper Series
110 downloads
Liquidity, Banks, and Markets: Effects of Financial Development on Banks and the Maturity of Financial Claims
World Bank Policy Research Working Paper No. 1566
Douglas W. Diamond
University of Chicago - Booth School of Business
Date Posted: April 20, 2016
Working Paper Series
301 downloads
Bond Risk Premia in Consumption-Based Models
Chicago Booth Research Paper No. 16-10
Drew D. Creal and Jing Cynthia Wu
University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business
Date Posted: April 13, 2016
Last Revised: May 23, 2017
Working Paper Series
240 downloads
Consistency and Recovery in Retail Supply Chains
Chicago Booth Research Paper No. 16-09
Elliot Bendoly, Nathan Craig and Nicole DeHoratius
The Ohio State University, Ohio State University (OSU) - Fisher College of Business and University of Chicago - Booth School of Business
Date Posted: March 31, 2016
Last Revised: June 21, 2017
Working Paper Series
110 downloads
The Use and Value of Social Network Information in Selective Selling
Chicago Booth Research Paper No. 16-08
Ruslan Momot, Elena Belavina and Karan Girotra
INSEAD - Technology and Operations Management, The University of Chicago Booth School of Business and INSEAD - Technology and Operations Management
Date Posted: March 29, 2016
Working Paper Series
258 downloads
Regulation of Compensation
Chicago Booth Research Paper No. 16-07
Anya Kleymenova and A. Irem Tuna
The University of Chicago Booth School of Business and London Business School
Date Posted: March 28, 2016
Last Revised: June 21, 2017
Working Paper Series
646 downloads
A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data
Chicago Booth Research Paper No. 16-06
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: March 07, 2016
Last Revised: February 21, 2017
Working Paper Series
273 downloads
Consequences of Mandated Bank Liquidity Disclosures
Chicago Booth Research Paper No. 16-04
Anya Kleymenova
The University of Chicago Booth School of Business
Date Posted: February 25, 2016
Last Revised: November 16, 2016
Working Paper Series
146 downloads
The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research
European Corporate Governance Institute (ECGI) - Law Working Paper No. 306/2016, Chicago Booth Research Paper No. 16-03
Christian Leuz and Peter D. Wysocki
University of Chicago - Booth School of Business and University of Miami - School of Business Administration
Date Posted: February 20, 2016
Last Revised: March 09, 2016
Working Paper Series
1516 downloads
Asset Managers: Institutional Performance and Smart Betas
Chicago Booth Research Paper No. 16-02
Joseph J. Gerakos, Juhani T. Linnainmaa and Adair Morse
Tuck School of Business at Dartmouth College, USC Marshall School of Business and University of California, Berkeley - Haas School of Business
Date Posted: February 17, 2016
Last Revised: December 02, 2016
Working Paper Series
704 downloads
Prediction versus Inducement and the Informational Efficiency of Going Concern Opinions
Chicago Booth Research Paper No. 16-01
Joseph J. Gerakos, Richard Hahn, Andrei Kovrijnykh and Frank Zhou
Tuck School of Business at Dartmouth College, University of Chicago - Booth School of Business, Arizona State University (ASU) and University of Chicago - Booth School of Business
Date Posted: February 05, 2016
Working Paper Series
156 downloads
Reporting Discretion, Market Discipline, and Panic Runs
Chicago Booth Research Paper No. 15-51
Pingyang Gao and Xu Jiang
University of Chicago - Booth School of Business and Duke University
Date Posted: December 12, 2015
Working Paper Series
120 downloads
Optimal Thresholds in Accounting Recognition Standards
Chicago Booth Research Paper No. 15-50
Pingyang Gao
University of Chicago - Booth School of Business
Date Posted: December 12, 2015
Working Paper Series
110 downloads
The Real Effects of Mandated Information on Social Responsibility in Financial Reports: Evidence from Mine-Safety Records
Chicago Booth Research Paper No. 16-05
Hans Bonde Christensen, Eric Floyd, Lisa Yao Liu and Mark G. Maffett
University of Chicago - Booth School of Business, University of California San Diego, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: October 27, 2015
Last Revised: March 02, 2017
Working Paper Series
689 downloads
Search among Queues under Quality Differentiation
Chicago Booth Research Paper No. 15-48, Tuck School of Business Working Paper No. 2677990
Luyi Yang, Laurens G. Debo and Varun Gupta
University of Chicago, Booth School of Business, Tuck School of Business at Dartmouth and University of Chicago - Booth School of Business
Date Posted: October 22, 2015
Last Revised: September 15, 2016
Working Paper Series
176 downloads
Understanding the Behavioral Drivers of Execution Failures in Retail Supply Chains: An Experimental Study Using Virtual Reality
Chicago Booth Research Paper No. 15-47
Nicole DeHoratius, Özgür Gürerk, Dorothee Honhon and Kyle B. Hyndman
University of Chicago - Booth School of Business, RWTH Aachen University, University of Texas at Dallas and University of Texas at Dallas
Date Posted: October 20, 2015
Working Paper Series
142 downloads
Income Inequality and Asset Prices under Redistributive Taxation
Chicago Booth Research Paper No. 15-46, Fama-Miller Working Paper
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: October 18, 2015
Working Paper Series
20 downloads
Accounting Information in Financial Contracting: The Incomplete Contract Theory Perspective
Journal of Accounting Research, 54, 2016
Hans Bonde Christensen, Valeri V. Nikolaev and Regina Wittenberg Moerman
University of Chicago - Booth School of Business, University of Chicago Booth School of Business and University of Southern California
Date Posted: October 13, 2015
Last Revised: June 10, 2016
Working Paper Series
574 downloads
Income and Wealth Effects on Private-Label Demand: Evidence from the Great Recession
Chicago Booth Research Paper No. 15-44
Jean-Pierre Dubé, Günter J. Hitsch and Peter E. Rossi
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: October 11, 2015
Last Revised: May 19, 2017
Working Paper Series
114 downloads
Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data
Chicago Booth Research Paper No. 15-43
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: October 07, 2015
Last Revised: October 11, 2016
Working Paper Series
464 downloads
Choosing Factors
Fama-Miller Working Paper , Tuck School of Business Working Paper No. 2668236, Chicago Booth Research Paper No. 16-17
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Date Posted: October 02, 2015
Last Revised: March 28, 2017
Working Paper Series
3664 downloads
Commercial Lending Concentration and Bank Expertise: Evidence from Borrower Financial Statements
Chicago Booth Research Paper No. 15-42
Philip G. Berger, Michael Minnis and Andrew Sutherland
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 23, 2015
Last Revised: May 24, 2017
Working Paper Series
713 downloads
Public Audit Oversight and Reporting Credibility: Evidence from the PCAOB Inspection Regime
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 453/2015, Chicago Booth Research Paper No. 15-40
Brandon Gipper, Christian Leuz and Mark G. Maffett
Stanford University Graduate School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: September 08, 2015
Last Revised: December 20, 2016
Working Paper Series
991 downloads
Principal Component Analysis of High Frequency Data
Chicago Booth Research Paper No. 15-39
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Last Revised: October 11, 2016
Working Paper Series
667 downloads
Deposit Competition and Financial Fragility: Evidence from the US Banking Sector
Chicago Booth Research Paper No. 15-33, Fama-Miller Working Paper
Mark Egan, Ali Hortacsu and Gregor Matvos
University of Minnesota Carlson School of Management, University of Chicago - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Working Paper Series
227 downloads
The Supply and Demand of S&P 500 Put Options
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-38
George M. Constantinides and Lei Lian
University of Chicago - Booth School of Business and University of Massachusetts Amherst - Isenberg School of Management
Date Posted: August 19, 2015
Last Revised: December 28, 2015
Working Paper Series
Pension Design in the Presence of Systemic Risk
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-37
Stavros Panageas
University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Working Paper Series
37 downloads
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
Fama-Miller Working Paper , Chicago Booth Research Paper No. 15-36
Nicolae Garleanu and Stavros Panageas
University of California, Berkeley - Haas School of Business and University of Chicago - Booth School of Business
Date Posted: August 15, 2015
Working Paper Series
72 downloads
Impediments to Financial Trade: Theory and Measurement
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-35
Nicolae Garleanu, Stavros Panageas and Jianfeng Yu
University of California, Berkeley - Haas School of Business, University of Chicago - Booth School of Business and University of Minnesota
Date Posted: August 15, 2015
Working Paper Series
67 downloads
Dynamic Debt Maturity
Chicago Booth Research Paper No. 15-34, Fama-Miller Working Paper
Zhiguo He and Konstantin Milbradt
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: August 14, 2015
Working Paper Series
67 downloads
Asset Pricing in the Frequency Domain: Theory and Empirics
Chicago Booth Research Paper No. 15-30, Fama-Miller Working Paper
Ian L. Dew-Becker and Stefano Giglio
Northwestern University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 13, 2015
Working Paper Series
95 downloads
Execution Quality and Chargeback Penalties in Retail Supply Chains
Nathan Craig, Nicole DeHoratius and Diego Klabjan
Ohio State University (OSU) - Fisher College of Business, University of Chicago - Booth School of Business and Northwestern University
Date Posted: July 30, 2015
Last Revised: June 22, 2017
Working Paper Series
133 downloads
Asset Pricing and Sports Betting
Chicago Booth Research Paper No. 15-26
Tobias J. Moskowitz
Yale University, Yale SOM
Date Posted: July 25, 2015
Working Paper Series
1070 downloads
Course Match: A Large-Scale Implementation of Approximate Competitive Equilibrium from Equal Incomes for Combinatorial Allocation
Chicago Booth Research Paper No. 15-28
Eric B. Budish, Gerard P Cachon, Judd B. Kessler and Abraham Othman
University of Chicago - Booth School of Business, The Wharton School - Operations, Information and Decisions Department, University of Pennsylvania - The Wharton School and University of Pennsylvania - Operations & Information Management Department
Date Posted: July 25, 2015
Last Revised: July 30, 2015
Working Paper Series
128 downloads
