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Chicago Booth Research Papers

2,353,233 Total downloads

Viewing: 1 - 50 of 2,504 papers

1.

Market Efficiency, Long-Term Returns, and Behavioral Finance

Number of pages: 31 Posted: 30 Apr 1997
Working Paper Series
University of Chicago - Finance
Downloads 93,370
2.

A Five-Factor Asset Pricing Model

Fama-Miller Working Paper
Number of pages: 52 Posted: 30 Jun 2013 Last Revised: 23 Sep 2014
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 68,130
3.

The Capital Asset Pricing Model: Theory and Evidence

Number of pages: 35 Posted: 16 Sep 2003
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 47,938
4.

Value Versus Growth: The International Evidence

Number of pages: 30 Posted: 01 May 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 41,223
5.

Separation of Ownership and Control

Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998, and Journal of Law and Economics, Vol. 26, June 1983
Number of pages: 32 Posted: 29 Nov 1998
Accepted Paper Series
University of Chicago - Finance and Harvard Business School
Downloads 39,864
6.

Fact, Fiction and Momentum Investing

Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of pages: 26 Posted: 12 May 2014 Last Revised: 03 Oct 2014
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads 33,343
7.

International Financial Reporting Standards (IFRS): Pros and Cons for Investors

Accounting and Business Research, Forthcoming
Number of pages: 65 Posted: 13 Sep 2006
Accepted Paper Series
University of Chicago - Booth School of Business
Downloads 31,873
8.

Taxes, Financing Decisions, and Firm Value

Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34 Posted: 01 Feb 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 27,176
9.

Luck Versus Skill in the Cross Section of Mutual Fund Returns

Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of pages: 43 Posted: 10 Mar 2009 Last Revised: 08 Feb 2010
Accepted Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 24,794
10.

The Adjustment of Stock Prices to New Information

International Economic Review, Vol. 10, February 1969, STRATEGIC ISSUES IN FINANCE, Keith Wand, ed., Butterworth Heinemann, 1993, INVESTMENT MANAGEMENT: SOME READINGS, J. Lorie, R. Brealey, eds., Praeger Publishers, 1972
Number of pages: 28 Posted: 08 Feb 2003 Last Revised: 15 Feb 2011
Accepted Paper Series
University of Chicago - Finance, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Harvard Business School and California Institute of Technology
Downloads 22,681
11.

The Equity Premium

Number of pages: 29 Posted: 20 Jul 2000
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 19,792
12.

Size Matters, If You Control Your Junk

Fama-Miller Working Paper
Number of pages: 59 Posted: 23 Jan 2015 Last Revised: 16 Apr 2015
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 17,460
13.

Financial Accounting Information and Corporate Governance

Journal of Accounting & Economics (JAE), Vol. 32, No. 1-3, 2001
Number of pages: 115 Posted: 28 Apr 2002 Last Revised: 17 May 2021
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 16,961
14.

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 16,421
15.

Investor Protection and Corporate Governance

Number of pages: 40 Posted: 27 Jul 2000
Working Paper Series
Dartmouth College - Tuck School of Business, SKEMA Business School, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 16,065
16.

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
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 15,628
17.

Agency Problems and Residual Claims

Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998; Journal of Law & Economics, Vol. 26, June 1983
Number of pages: 30 Posted: 29 Nov 1998
Accepted Paper Series
University of Chicago - Finance and Harvard Business School
Downloads 15,482
18.

Size, Value, and Momentum in International Stock Returns

Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2011-85, Chicago Booth Research Paper No. 11-10
Number of pages: 36 Posted: 05 Dec 2010 Last Revised: 23 Jun 2011
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 15,346
19.

The Crisis of Fair Value Accounting: Making Sense of the Recent Debate

Chicago Booth Research Paper No. 33, Accounting, Organizations and Society, Vol. 34, 2009
Number of pages: 28 Posted: 21 Apr 2009
Accepted Paper Series
Vienna University of Economics and Business and University of Chicago - Booth School of Business
Downloads 15,323
20.

Global Accounting Convergence and the Potential Adoption of IFRS by the United States: An Analysis of Economic and Policy Factors

Number of pages: 104 Posted: 11 Mar 2009
Working Paper Series
University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Boston University Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 14,209
21.

Mandatory IFRS Reporting Around the World: Early Evidence on the Economic Consequences

ECGI - Finance Working Paper No. 198/2008, Chicago GSB Research Paper No. 12
Number of pages: 74 Posted: 25 Oct 2007 Last Revised: 20 Nov 2011
Working Paper Series
University of Mannheim - Accounting and Taxation, University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT)

Multiple version iconThere are 2 versions of this paper

Downloads 13,416
22.

The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis

Number of pages: 54 Posted: 17 Dec 2007 Last Revised: 29 Dec 2008
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 13,198
23.

Quadratic Voting: How Mechanism Design Can Radicalize Democracy

American Economic Association Papers and Proceedings, Vol. 1, No. 1, 2018
Number of pages: 5 Posted: 13 Feb 2012 Last Revised: 26 Dec 2017
Accepted Paper Series
Department of Statistics, University of Chicago and Microsoft Research
Downloads 12,291
24.

Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?

Number of pages: 53 Posted: 03 Feb 2000
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 12,079
25.

Time Series Momentum

Chicago Booth Research Paper No. 12-21, Fama-Miller Working Paper
Number of pages: 62 Posted: 23 Jun 2012
Working Paper Series
Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 11,878
26.

Private Equity Performance: What Do We Know?

Journal of Finance, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-44, Darden Business School Working Paper No. 1932316
Number of pages: 43 Posted: 23 Sep 2011 Last Revised: 30 Jul 2013
Accepted Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 11,402
27.

Transparency, Financial Accounting Information, and Corporate Governance

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 23 Posted: 07 Sep 2005
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and University of Chicago - Booth School of Business
Downloads 10,861
28.

Characteristics, Covariances, and Average Returns: 1929-1997

Number of pages: 24 Posted: 12 Aug 1998
Working Paper Series
affiliation not provided to SSRN, University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 10,853
29.

Did Fair-Value Accounting Contribute to the Financial Crisis?

Chicago Booth Research Paper 09-38, ECGI - Finance Working Paper No. 266/2009, Journal of Economic Perspectives, Forthcoming
Number of pages: 48 Posted: 15 Oct 2009 Last Revised: 15 Dec 2009
Working Paper Series
Vienna University of Economics and Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 10,700
30.

Private Equity Performance: Returns, Persistence and Capital Flows

MIT Sloan Working Paper No. 4446-03; AFA 2004 San Diego Meetings
Number of pages: 46 Posted: 04 Dec 2003
Working Paper Series
University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 10,390
31.

Earnings Management: Reconciling the Views of Accounting Academics, Practitioners, and Regulators

Number of pages: 26 Posted: 08 May 2000
Working Paper Series
USC Marshall School of Business and The University of Chicago - Booth School of Business
Downloads 9,642
32.

The Value Premium and the CAPM

Number of pages: 30 Posted: 16 Mar 2005
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 9,582
33.

Value and Momentum Everywhere

Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper
Number of pages: 72 Posted: 14 Nov 2012
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 9,535
34.

Dissecting Anomalies

CRSP Working Paper No. 610
Number of pages: 37 Posted: 26 Jun 2006
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 9,476
35.

The Market for Financial Adviser Misconduct

Journal of Political Economy, Forthcoming
Number of pages: 78 Posted: 29 Feb 2016 Last Revised: 29 Aug 2018
Accepted Paper Series
Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 9,307
36.

Earnings Management and Investor Protection: An International Comparison

MIT Sloan Working Paper No. 4225-01; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 18 Sep 2001 Last Revised: 17 Mar 2008
Working Paper Series
University of Chicago - Booth School of Business, University of Miami - Department of Accounting and Boston University Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 9,167
37.

Dissecting Anomalies with a Five-Factor Model

Fama-Miller Working Paper
Number of pages: 49 Posted: 01 Oct 2014 Last Revised: 26 Jun 2015
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 8,823
38.

Forecasting Profitability and Earnings

Number of pages: 18 Posted: 13 Nov 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,525
39.

The Corporate Cost of Capital and the Return on Corporate Investment

CRSP Working Paper
Number of pages: 31 Posted: 11 Aug 1998
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 8,431
40.

The State of U.S. Corporate Governance: What's Right and What's Wrong?

ECGI - Finance Working Paper No. 23/2003
Number of pages: 39 Posted: 08 Sep 2003
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,398
41.

Momentum Crashes

Swiss Finance Institute Research Paper No. 13-61, Columbia Business School Research Paper No. 14-6, Fama-Miller Working Paper
Number of pages: 57 Posted: 24 Dec 2013
Working Paper Series
Columbia University - Columbia Business School, Finance and Yale University, Yale SOMAQR Capital

Multiple version iconThere are 5 versions of this paper

Downloads 8,387
42.

Choosing Factors

Fama-Miller Working Paper , Tuck School of Business Working Paper No. 2668236, Chicago Booth Research Paper No. 16-17
Number of pages: 54 Posted: 02 Oct 2015 Last Revised: 28 Mar 2017
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,339
43.

Accounting Information, Disclosure, and the Cost of Capital

Wharton Financial Institutions Center Working Paper Series #06-20
Number of pages: 47 Posted: 12 Oct 2005
Working Paper Series
University of Pennsylvania - Accounting Department, University of Chicago - Booth School of Business and University of Pennsylvania - Accounting Department

Multiple version iconThere are 3 versions of this paper

Downloads 8,220
44.

Testing Tradeoff and Pecking Order Predictions About Dividends and Debt

Number of pages: 46 Posted: 15 Dec 1999
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 8,156
45.

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
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
Downloads 8,027
46.

How Do Private Equity Investments Perform Compared to Public Equity?

Darden Business School Working Paper No. 2597259
Number of pages: 37 Posted: 23 Apr 2015 Last Revised: 09 Feb 2021
Working Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business
Downloads 7,654
47.

Price Momentum and Trading Volume

Number of pages: 42 Posted: 06 Jul 1998
Working Paper Series
Foster School of Business, University of Washington and LSV Asset Management
Downloads 7,571
48.

Predicting Returns with Text Data

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-69, Yale ICF Working Paper No. 2019-10, Chicago Booth Research Paper No. 20-37
Number of pages: 66 Posted: 20 May 2019 Last Revised: 17 Aug 2021
Working Paper Series
Harvard University, Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 7,148
49.

Disagreement, Tastes, and Asset Prices

CRSP Working Paper No. 552, Tuck Business School Working Paper No. 2004-03
Number of pages: 35 Posted: 17 Nov 2005
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 6,615
50.

Profitability, Growth, and Average Returns

Number of pages: 41 Posted: 30 Jul 2004
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 6,557