Viewing: 1 - 8 of 8 papers
1.
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
2,601
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
105
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
16
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
1
Downloads
2,601
2.
Credit-Implied Volatility
Chicago Booth Research Paper No. 17-12
Number of pages: 59
Posted: 11 Mar 2015
Last Revised: 27 May 2017
Working Paper Series
Yale SOM, Two Sigma Investments and AQR Capital Management, LLC
Downloads
1,030
3.
The Puzzle of Index Option Returns
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
Number of pages: 42
Posted: 21 Oct 2009
Last Revised: 25 Sep 2012
Working Paper Series
University of Chicago - Booth School of Business, University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance
Downloads
924
4.
The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index
Journal of Futures Markets
Number of pages: 45
Posted: 20 Nov 2010
Last Revised: 01 Oct 2013
Accepted Paper Series
National Taiwan University, National Sun Yat-sen University - Department of Finance, National Taiwan University and National Dong Hwa University - Department of Finance
Downloads
435
5.
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
419
Understanding Trust
NBER Working Paper No. w13387
Number of pages: 32
Posted: 14 Sep 2007
Last Revised: 01 Aug 2010
Downloads
47
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
419
6.
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
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
372
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
174
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
17
Downloads
372
7.
Mispriced Index Option Portfolios
Number of pages: 70
Posted: 12 Jan 2017
Last Revised: 13 Dec 2017
Working Paper Series
University of Chicago - Booth School of Business, Concordia University and Concordia University, Quebec - John Molson School of Business
There are 2 versions of this paper
Mispriced Index Option Portfolios
Number of pages: 70
Posted: 12 Jan 2017
Last Revised: 13 Dec 2017
Downloads
231
Mispriced Index Option Portfolios
NBER Working Paper No. w23708
Number of pages: 71
Posted: 21 Aug 2017
Downloads
8
Downloads
231
8.
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
372
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
174
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
17
Downloads
174
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 585 442 8170 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.