Viewing: 1 - 50 of 50 papers
1.
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
2,187
2.
Flexible Prices and Leverage
CESifo Working Paper Series No. 6317
Number of pages: 77
Posted: 28 Feb 2017
Working Paper Series
Boston College, University of California, Berkeley, University of Chicago - Harris School of Public Policy and University of Chicago - Finance
There are 4 versions of this paper
Flexible Prices and Leverage
Robert H. Smith School Research Paper No. RHS 2692893
Number of pages: 53
Posted: 24 Nov 2015
Last Revised: 04 Feb 2017
Downloads
164
Flexible Prices and Leverage
CESifo Working Paper Series No. 6317
Number of pages: 77
Posted: 28 Feb 2017
Downloads
83
Flexible Prices and Leverage
Robert H. Smith School Research Paper No. RHS 2901025
Number of pages: 83
Posted: 19 Jan 2017
Last Revised: 03 Apr 2017
Downloads
58
Downloads
11
Downloads
83
3.
Policy Uncertainty and Innovation: Evidence from IPO Interventions in China
Chicago Booth Research Paper No. 146
Number of pages: 71
Posted: 06 Feb 2017
Last Revised: 20 Apr 2020
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and New York University (NYU) - Leonard N. Stern School of Business
Downloads
691
4.
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
565
5.
Who Bears the Cost of Recessions? The Role of House Prices and Household Debt
NBER Working Paper No. w22256
Number of pages: 60
Posted: 24 May 2016
Last Revised: 02 Mar 2018
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads
32
6.
Cash Flow Duration and the Term Structure of Equity Returns
Number of pages: 79
Posted: 27 Oct 2015
Last Revised: 12 Mar 2018
Working Paper Series
University of Chicago - Finance
There are 4 versions of this paper
Cash Flow Duration and the Term Structure of Equity Returns
Number of pages: 79
Posted: 27 Oct 2015
Last Revised: 12 Mar 2018
Downloads
494
Cash Flow Duration and the Term Structure of Equity Returns
Becker Friedman Institute for Research in Economics Working Paper No. 2016-21
Number of pages: 58
Posted: 07 Aug 2016
Downloads
382
Cash Flow Duration and the Term Structure of Equity Returns
CESifo Working Paper Series No. 6043
Number of pages: 58
Posted: 10 Oct 2016
Downloads
194
Cash Flow Duration and the Term Structure of Equity Returns
NBER Working Paper No. w22520
Number of pages: 58
Posted: 22 Aug 2016
Downloads
11
Downloads
494
7.
Not So Disconnected: Exchange Rates and the Capital Stock
Sloan Foundation Economics Research Paper Forthcoming, Fama-Miller Working Paper
Number of pages: 55
Posted: 30 May 2015
Last Revised: 02 Mar 2018
Accepted Paper Series
Boston University, Federal Reserve Bank of San Francisco and Boston University - Questrom School of Business
There are 2 versions of this paper
Not So Disconnected: Exchange Rates and the Capital Stock
Sloan Foundation Economics Research Paper Forthcoming, Fama-Miller Working Paper
Number of pages: 55
Posted: 30 May 2015
Last Revised: 02 Mar 2018
Downloads
185
Not so Disconnected: Exchange Rates and the Capital Stock
NBER Working Paper No. w21445
Number of pages: 56
Posted: 18 Aug 2015
Downloads
10
Downloads
185
8.
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Fama-Miller Working Paper
Number of pages: 69
Posted: 19 Nov 2013
Last Revised: 26 Jun 2016
Working Paper Series
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 4 versions of this paper
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Fama-Miller Working Paper
Number of pages: 69
Posted: 19 Nov 2013
Last Revised: 26 Jun 2016
Downloads
2,890
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Becker Friedman Institute for Research in Economics Working Paper No. 2014-01
Number of pages: 66
Posted: 13 Jan 2014
Downloads
127
The Price of Political Uncertainty: Theory and Evidence from the Option Market
NBER Working Paper No. w19812
Number of pages: 69
Posted: 17 Jan 2014
Downloads
25
The Price of Political Uncertainty: Theory and Evidence from the Option Market
CEPR Discussion Paper No. DP9822
Number of pages: 68
Posted: 02 Jun 2014
Downloads
2
Downloads
2,890
9.
Resolution of Policy Uncertainty and Sudden Declines in Volatility
Chicago Booth Research Paper No. 13-78, Fama-Miller Working Paper
Number of pages: 56
Posted: 02 Nov 2013
Last Revised: 22 Aug 2017
Working Paper Series
Centre for Monetary and Financial Studies (CEMFI) and University of Chicago - Booth School of Business
Downloads
307
10.
Regulating Consumer Financial Products: Evidence from Credit Cards
NBER Working Paper No. w19484
Number of pages: 70
Posted: 28 Sep 2013
Last Revised: 02 Mar 2018
Working Paper Series
National University of Singapore, Office of the Comptroller of the Currency (OCC), University of Chicago Booth School of Business and New York University (NYU) - Leonard N. Stern School of Business
There are 2 versions of this paper
Regulating Consumer Financial Products: Evidence from Credit Cards
Number of pages: 67
Posted: 26 Sep 2013
Last Revised: 28 Aug 2014
Downloads
2,297
Regulating Consumer Financial Products: Evidence from Credit Cards
NBER Working Paper No. w19484
Number of pages: 70
Posted: 28 Sep 2013
Last Revised: 02 Mar 2018
Downloads
47
Downloads
47
11.
Scale and Skill in Active Management
Number of pages: 51
Posted: 01 Sep 2013
Last Revised: 01 Aug 2014
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
There are 5 versions of this paper
Scale and Skill in Active Management
Number of pages: 51
Posted: 01 Sep 2013
Last Revised: 01 Aug 2014
Downloads
3,602
Scale and Skill in Active Management
Becker Friedman Institute for Research in Economics Working Paper No. 2014-03
Number of pages: 51
Posted: 05 Feb 2014
Downloads
379
Scale and Skill in Active Management
Chicago Booth Research Paper No. 14-20
Number of pages: 52
Posted: 15 Jul 2014
Downloads
140
Scale and Skill in Active Management
NBER Working Paper No. w19891
Number of pages: 51
Posted: 11 Feb 2014
Downloads
37
Scale and Skill in Active Management
CEPR Discussion Paper No. DP9854
Number of pages: 53
Posted: 02 Jun 2014
Downloads
2
Downloads
3,602
12.
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Chicago Booth Research Paper No. 15-29, Fama-Miller Working Paper
Number of pages: 69
Posted: 20 Aug 2013
Last Revised: 09 Oct 2015
Working Paper Series
University of California, Berkeley - Haas School of Business, University of California, Los Angeles (UCLA) - Finance Area and Tsinghua University - PBC School of Finance
There are 2 versions of this paper
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Chicago Booth Research Paper No. 15-29, Fama-Miller Working Paper
Number of pages: 69
Posted: 20 Aug 2013
Last Revised: 09 Oct 2015
Downloads
189
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
NBER Working Paper No. w19381
Number of pages: 62
Posted: 30 Aug 2013
Downloads
10
Downloads
189
13.
Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
Chicago Booth Research Paper No. 13-55, Fama-Miller Working Paper
Number of pages: 46
Posted: 23 May 2013
Last Revised: 08 Aug 2013
Working Paper Series
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
543
14.
Finance: Function Matters, Not Size
Number of pages: 26
Posted: 03 Apr 2013
Working Paper Series
Hoover Institution
There are 2 versions of this paper
Finance: Function Matters, Not Size
NBER Working Paper No. w18944
Number of pages: 27
Posted: 05 Apr 2013
Downloads
19
Downloads
257
15.
The Role of the Media in Disseminating Insider-Trading News
Review of Accounting Studies, Forthcoming, Chicago Booth Research Paper No. 13-34, Fama-Miller Working Paper
Number of pages: 43
Posted: 19 Mar 2013
Last Revised: 01 Mar 2016
Working Paper Series
University of Colorado at Boulder - Leeds School of Business, The University of Chicago - Booth School of Business and University of Colorado at Boulder - Leeds School of Business
Downloads
1,061
16.
Are Sticky Prices Costly? Evidence from the Stock Market
American Economic Review, Vol. 106, No. 1, 2016
Number of pages: 42
Posted: 06 Mar 2013
Last Revised: 10 May 2017
Accepted Paper Series
University of California, Berkeley - Department of Economics and University of Chicago - Finance
There are 2 versions of this paper
Are Sticky Prices Costly? Evidence from the Stock Market
American Economic Review, Vol. 106, No. 1, 2016
Number of pages: 42
Posted: 06 Mar 2013
Last Revised: 10 May 2017
Downloads
135
Are Sticky Prices Costly? Evidence from the Stock Market
NBER Working Paper No. w18860
Number of pages: 52
Posted: 01 Mar 2013
Last Revised: 14 Mar 2013
Downloads
11
Downloads
135
17.
Firm Volatility in Granular Networks
Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 65
Posted: 07 Dec 2012
Last Revised: 14 Jan 2019
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
There are 2 versions of this paper
Firm Volatility in Granular Networks
Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 65
Posted: 07 Dec 2012
Last Revised: 14 Jan 2019
Downloads
2,157
Firm Volatility in Granular Networks
NBER Working Paper No. w19466
Number of pages: 55
Posted: 28 Sep 2013
Downloads
36
Downloads
2,157
18.
Hard Times
Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper
Number of pages: 50
Posted: 13 Sep 2012
Working Paper Series
Harvard University - Department of Economics, Yale School of Management and London School of Economics
There are 3 versions of this paper
Hard Times
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 20 Mar 2011
Last Revised: 24 Dec 2011
Downloads
356
Hard Times
Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper
Number of pages: 50
Posted: 13 Sep 2012
Downloads
185
Downloads
185
19.
Endogenous Liquidity and Defaultable Bonds
Chicago Booth Research Paper No. 12-32, Fama-Miller Working Paper
Number of pages: 62
Posted: 21 Aug 2012
Last Revised: 22 Mar 2018
Working Paper Series
University of Chicago - Finance and Northwestern University - Kellogg School of Management - Department of Finance
There are 2 versions of this paper
Endogenous Liquidity and Defaultable Bonds
Chicago Booth Research Paper No. 12-32, Fama-Miller Working Paper
Number of pages: 62
Posted: 21 Aug 2012
Last Revised: 22 Mar 2018
Downloads
179
Endogenous Liquidity and Defaultable Bonds
NBER Working Paper No. w18408
Number of pages: 60
Posted: 22 Sep 2012
Downloads
6
Downloads
179
20.
Does the Fed Control Interest Rates?
The Review of Asset Pricing Studies, Forthcoming, Chicago Booth Research Paper No. 12-23, Fama-Miller Working Paper
Number of pages: 31
Posted: 05 Aug 2012
Last Revised: 02 Jul 2013
Accepted Paper Series
University of Chicago - Finance
Downloads
4,582
21.
The Cost of Financial Frictions for Life Insurers
American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42
Posted: 31 Mar 2012
Last Revised: 13 Nov 2014
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
There are 2 versions of this paper
The Cost of Financial Frictions for Life Insurers
American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42
Posted: 31 Mar 2012
Last Revised: 13 Nov 2014
Downloads
1,410
The Cost of Financial Frictions for Life Insurers
NBER Working Paper No. w18321
Number of pages: 43
Posted: 18 Aug 2012
Downloads
23
Downloads
1,410
22.
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Fama-Miller Working Paper, Forthcoming, Chicago Booth Research Paper No. 12-10
Number of pages: 48
Posted: 01 Mar 2012
Last Revised: 02 Oct 2017
Working Paper Series
Johns Hopkins University - Carey Business School and University of Chicago - Booth School of Business
There are 2 versions of this paper
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Fama-Miller Working Paper, Forthcoming, Chicago Booth Research Paper No. 12-10
Number of pages: 48
Posted: 01 Mar 2012
Last Revised: 02 Oct 2017
Downloads
563
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
FEDS Working Paper No. 2014-58
Number of pages: 44
Posted: 31 May 2017
Downloads
77
Downloads
563
23.
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
There are 2 versions of this paper
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
Downloads
10,372
Private Equity Performance: What Do We Know?
NBER Working Paper No. w17874
Number of pages: 51
Posted: 24 Feb 2012
Downloads
302
Downloads
10,372
24.
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-19
Number of pages: 61
Posted: 22 Jun 2011
Last Revised: 16 May 2019
Working Paper Series
Yale SOM and Arizona State University (ASU) - Finance Department
Downloads
2,612
25.
Market Expectations in the Cross Section of Present Values
Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 11-08, Fama-Miller Working Paper , AFA 2013 San Diego Meetings Paper
Number of pages: 52
Posted: 02 Feb 2011
Last Revised: 11 Sep 2012
Working Paper Series
Yale SOM and Arizona State University (ASU) - Finance Department
Downloads
1,881
26.
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
CRSP Working Paper Forthcoming, Chicago Booth Research Paper No. 10-26
Number of pages: 42
Posted: 06 Jul 2010
Last Revised: 06 Sep 2012
Accepted Paper Series
Carnegie Mellon University and University of Chicago - Booth School of Business
There are 4 versions of this paper
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
CRSP Working Paper Forthcoming, Chicago Booth Research Paper No. 10-26
Number of pages: 42
Posted: 06 Jul 2010
Last Revised: 06 Sep 2012
Downloads
258
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
Number of pages: 39
Posted: 16 Mar 2010
Downloads
78
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
Number of pages: 45
Posted: 19 Mar 2011
Downloads
48
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
NBER Working Paper No. w16183
Number of pages: 42
Posted: 12 Jul 2010
Last Revised: 21 Sep 2010
Downloads
21
Downloads
258
27.
Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
Accepted Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 4 versions of this paper
Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
Downloads
2,390
Uncertainty About Government Policy and Stock Prices
MFI Working Paper No. 2010-08
Number of pages: 54
Posted: 17 Jun 2010
Downloads
149
Uncertainty About Government Policy and Stock Prices
NBER Working Paper No. w16128
Number of pages: 62
Posted: 29 Jun 2010
Last Revised: 28 Jul 2010
Downloads
28
Uncertainty About Government Policy and Stock Prices
CEPR Discussion Paper No. DP7897
Number of pages: 55
Posted: 19 Jul 2010
Downloads
3
Downloads
2,390
28.
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
Chicago Booth Research Paper No. 10-28, CRSP Working Paper Forthcoming
Number of pages: 43
Posted: 02 Jun 2010
Last Revised: 06 Sep 2012
Working Paper Series
Hoover Institution
There are 2 versions of this paper
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
Chicago Booth Research Paper No. 10-28, CRSP Working Paper Forthcoming
Number of pages: 43
Posted: 02 Jun 2010
Last Revised: 06 Sep 2012
Downloads
595
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
NBER Working Paper No. w16087
Number of pages: 43
Posted: 21 Jun 2010
Downloads
66
Downloads
595
29.
Reverse Survivorship Bias
Journal of Finance, Forthcoming, Western Finance Association 2010 Conference, CRSP Working Paper, Chicago Booth Research Paper No. 10-17
Number of pages: 49
Posted: 12 Apr 2010
Last Revised: 17 Nov 2011
Accepted Paper Series
Dartmouth College - Tuck School of Business
Downloads
518
30.
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
PIER Working Paper No. 10-011
Number of pages: 50
Posted: 15 Mar 2010
Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
There are 3 versions of this paper
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
PIER Working Paper No. 10-011
Number of pages: 50
Posted: 15 Mar 2010
Last Revised: 15 Sep 2013
Downloads
1,017
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
NBER Working Paper No. w15890
Number of pages: 49
Posted: 12 Apr 2010
Downloads
51
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
CEPR Discussion Paper No. DP7781
Number of pages: 51
Posted: 19 May 2010
Downloads
4
Downloads
1,017
31.
A New Capital Regulation for Large Financial Institutions
Chicago Booth Research Paper No. 09-36
Number of pages: 41
Posted: 02 Oct 2009
Working Paper Series
Harvard University - Department of Economics and University of Chicago - Booth School of Business
There are 3 versions of this paper
A New Capital Regulation for Large Financial Institutions
FEEM Working Paper No. 124.2009
Number of pages: 46
Posted: 11 Jan 2010
Downloads
708
A New Capital Regulation for Large Financial Institutions
Chicago Booth Research Paper No. 09-36
Number of pages: 41
Posted: 02 Oct 2009
Downloads
416
A New Capital Regulation for Large Financial Institutions
CEPR Discussion Paper No. DP7298
Number of pages: 30
Posted: 15 Jul 2009
Downloads
15
Downloads
416
32.
IQ and Stock Market Participation
AEA 2010 Atlanta Meetings Paper, CRSP Working Paper, Western Finance Association 2010 Meetings Paper, Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 09-27
Number of pages: 56
Posted: 02 Aug 2009
Last Revised: 23 Jan 2011
Accepted Paper Series
University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Dartmouth College - Tuck School of Business
Downloads
3,496
33.
The Cross-section of Managerial Ability, Incentives, and Risk Preferences
EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 88
Posted: 23 Mar 2009
Last Revised: 17 Oct 2012
Working Paper Series
University of Chicago - Booth School of Business
Downloads
2,394
34.
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
23,566
35.
Dynamic Equicorrelation
NYU Working Paper No. FIN-08-038, Chicago Booth Research Paper No. 12-07, Fama-Miller Working Paper
Number of pages: 40
Posted: 09 Mar 2009
Last Revised: 10 Nov 2015
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and Yale SOM
Downloads
1,139
36.
Portfolio Selection and Asset Pricing Models
Journal of Finance, forthcoming.
Number of pages: 49
Posted: 13 Feb 2009
Working Paper Series
University of Chicago - Booth School of Business
Downloads
1,035
37.
The Cross-Section and Time-Series of Stock and Bond Returns
Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65
Posted: 11 Feb 2009
Last Revised: 04 May 2017
Working Paper Series
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
There are 4 versions of this paper
The Cross-Section and Time-Series of Stock and Bond Returns
Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65
Posted: 11 Feb 2009
Last Revised: 04 May 2017
Downloads
3,857
The Cross-Section and Time-Series of Stock and Bond Returns
NYU Working Paper No. 2451/31423
Number of pages: 64
Posted: 13 Jan 2012
Last Revised: 16 Dec 2014
Downloads
714
The Cross-Section and Time-Series of Stock and Bond Returns
NBER Working Paper No. w15688
Number of pages: 68
Posted: 01 Feb 2010
Downloads
246
The Cross-Section and Time-Series of Stock and Bond Returns
CEPR Discussion Paper No. DP9024
Number of pages: 69
Posted: 28 Sep 2012
Downloads
2
Downloads
3,857
38.
Learning in Financial Markets
Learning in Financial Markets, Forthcoming, Chicago Booth School of Business Research Paper No. 08-28
Number of pages: 30
Posted: 08 Jan 2009
Accepted Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 4 versions of this paper
Learning in Financial Markets
Learning in Financial Markets, Forthcoming, Chicago Booth School of Business Research Paper No. 08-28
Number of pages: 30
Posted: 08 Jan 2009
Downloads
4,081
Learning in Financial Markets
NBER Working Paper No. w14646
Number of pages: 30
Posted: 19 Jan 2009
Last Revised: 29 Oct 2014
Downloads
128
Learning in Financial Markets
CEPR Discussion Paper No. DP7127
Number of pages: 31
Posted: 18 Feb 2009
Downloads
7
Learning in Financial Markets
Annual Review of Financial Economics, Vol. 1, pp. 361-381, 2009
Posted: 04 Jun 2010
Downloads
4,081
39.
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
Number of pages: 73
Posted: 14 Oct 2008
Last Revised: 26 Jul 2010
Working Paper Series
University of Chicago - Booth School of Business, Concordia University, University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business
There are 3 versions of this paper
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-23
Number of pages: 56
Posted: 18 Mar 2008
Last Revised: 27 Jul 2011
Downloads
386
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
Number of pages: 73
Posted: 14 Oct 2008
Last Revised: 26 Jul 2010
Downloads
179
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
NBER Working Paper No. w16302
Number of pages: 56
Posted: 30 Aug 2010
Last Revised: 24 Jul 2014
Downloads
22
Downloads
179
40.
Understanding Trust
CRSP Working Paper No. 621
Number of pages: 32
Posted: 04 Sep 2007
Working Paper Series
Northwestern University - Kellogg School of Management - Department of Finance, Universidad Carlos III de Madrid and University of Chicago - Booth School of Business
There are 5 versions of this paper
Downloads
430
Understanding Trust
NBER Working Paper No. w13387
Number of pages: 32
Posted: 14 Sep 2007
Last Revised: 01 Aug 2010
Downloads
52
Downloads
2
Understanding Trust
The Economic Journal, Vol. 123, Issue 573, pp. 1313-1332, 2013
Number of pages: 20
Posted: 15 Dec 2013
Downloads
1
Downloads
430
41.
Diversification and Persistence in Hedge Funds
Number of pages: 17
Posted: 21 Nov 2005
Working Paper Series
Portfolio Engineering Laboratory, Corbin Capital Partners, L.P. and University of Chicago - Booth School of Business
Downloads
884
42.
Comparisons of Alternative Quasi-Monte Carlo Sequences for American Option Pricing
Number of pages: 17
Posted: 29 Dec 2004
Working Paper Series
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Downloads
663
43.
Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form Approach
Chicago GSB Research Paper, University of Calgary Haskyane School of Business Working Paper
Number of pages: 55
Posted: 27 Feb 2004
Last Revised: 20 Mar 2009
Working Paper Series
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads
805
44.
An Evaluation of the Reliability of Accounting Based Measures of Expected Returns: A Measurement Error Perspective
University of Notre Dame and INSEAD Working Paper
Number of pages: 62
Posted: 15 Sep 2003
Working Paper Series
University of Notre Dame - Department of Accountancy and INSEAD
Downloads
1,398
45.
A Fundamentally Different Interpretation of the Relation between Implied and Realized Volatility
Number of pages: 47
Posted: 02 Mar 2002
Working Paper Series
Johns Hopkins University - Carey Business School and University of Montreal - Department of Economics
Downloads
651
46.
Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails
Boston College Finance Dept. Working Paper
Number of pages: 31
Posted: 16 Jul 2001
Working Paper Series
Boston University School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Chicago - Booth School of Business
Downloads
1,034
47.
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
CRSP Working Paper No. 495
Number of pages: 38
Posted: 26 Apr 2000
Working Paper Series
University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads
325
48.
An Analysis of Risk and Pricing Anomalies
CRSP Working Paper No. 500
Number of pages: 40
Posted: 15 Mar 2000
Working Paper Series
Yale University, Yale SOM
Downloads
1,136
49.
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
Finance and Stochastics, Vol. 3 Iss. 3, May 1999
Posted: 17 Aug 1999
Accepted Paper Series
University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
50.
Asset Pricing with Heterogeneous Consumers
J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996
Posted: 28 Jun 1998
Accepted Paper Series
University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
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