Viewing: 1 - 8 of 8 papers
1.
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, Nazarbayev 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
301
Mispriced Index Option Portfolios
NBER Working Paper No. w23708
Number of pages: 71
Posted: 21 Aug 2017
Last Revised: 04 Dec 2020
Downloads
14
Downloads
301
2.
Credit-Implied Volatility
Number of pages: 47
Posted: 11 Mar 2015
Last Revised: 05 Jun 2019
Working Paper Series
Yale SOM, Kepos Capital and AQR Capital Management, LLC
Downloads
1,487
3.
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
2,956
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
131
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
29
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
2,956
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, Oregon State University, National Taiwan University and National Dong Hwa University - Department of Finance
Downloads
471
5.
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
1,007
6.
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, Nazarbayev 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
388
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
181
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
181
7.
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, Nazarbayev 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
388
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
181
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
388
8.
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
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