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SSRN eLibrary Search Results
Chicago Booth Fama-Miller: Derivatives (Topic)
5,030 Total downloads
Showing Papers 1 - 7 of 7
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Credit-Implied VolatilityChicago Booth Research Paper No. 17-12 Bryan T. Kelly, Gerardo Manzo and Diogo Palhares University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and AQR Capital Management, LLC Date Posted: March 11, 2015 Last Revised: May 27, 2017 Working Paper Series 590 downloads
The Price of Political Uncertainty: Theory and Evidence from the Option MarketFama-Miller Working Paper Bryan T. Kelly, Lubos Pastor and Pietro Veronesi University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business Date Posted: November 19, 2013 Last Revised: June 26, 2016 Working Paper Series 2285 downloads
The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 IndexJournal of Futures Markets Chung San-Lin, Wei-Che Tsai, Yaw-Huei Wang and Pei-Shih (Pace) Weng National Taiwan University, National Sun Yat-sen University - Department of Finance, National Taiwan University and National Dong Hwa University - Department of Finance Date Posted: November 20, 2010 Last Revised: October 01, 2013 Accepted Paper Series 411 downloads
The Puzzle of Index Option ReturnsFama-Miller Working Paper , Chicago Booth Research Paper No. 11-24 George M. Constantinides, Jens Carsten Jackwerth and Alexi Savov University of Chicago - Booth School of Business, University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance Date Posted: October 21, 2009 Last Revised: September 25, 2012 Working Paper Series 825 downloads
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical EvidenceGeorge M. Constantinides, Michal Czerwonko, Jens Carsten Jackwerth and Stylianos Perrakis University of Chicago - Booth School of Business, Concordia University, University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business Date Posted: October 14, 2008 Last Revised: July 26, 2010 Working Paper Series 165 downloads
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical EvidenceFama-Miller Working Paper , Chicago Booth Research Paper No. 11-23 George M. Constantinides, Michal Czerwonko, Jens Carsten Jackwerth and Stylianos Perrakis University of Chicago - Booth School of Business, Concordia University, University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business Date Posted: March 18, 2008 Last Revised: July 27, 2011 Working Paper Series 353 downloads
Understanding TrustCRSP Working Paper No. 621 Paola Sapienza, Anna Toldra and Luigi Zingales Northwestern University - Kellogg School of Management - Department of Finance, Universidad Carlos III de Madrid and University of Chicago - Booth School of Business Date Posted: September 04, 2007 Working Paper Series 401 downloads |
