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Chicago Booth Fama-Miller: Market Microstructure (Topic)
2,425 Total downloads

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Showing Papers 1 - 6 of 6
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Incl. Electronic Paper Finance: Function Matters, Not Size
John H. Cochrane
Hoover Institution
Date Posted: April 03, 2013
Working Paper Series
220 downloads

Incl. Electronic Paper Some Mathematical Aspects of Market Impact Modeling
Alexander Schied and Alla Slynko
University of Mannheim and Technische Universität München (TUM)
Date Posted: January 07, 2011
Last Revised: June 27, 2011
Working Paper Series
463 downloads

Incl. Electronic Paper Market Sentiment: A Tragedy of the Commons
Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-07
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Date Posted: December 19, 2010
Last Revised: July 29, 2011
Working Paper Series
731 downloads

Incl. Electronic Paper Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market?
Journal of Real Estate Finance and Economics, Vol. 40, No. 4, 2010
K.W. Chau, Siu Kei Wong, Chung Yim Edward Yiu, K. S. Maurice Tse and Frederik Pretorius
The University of Hong Kong - Ronald Coase Centre for Property Rights Research, University of Hong Kong, Chinese University of Hong Kong - Department of Geography and Resource Management, The University of Hong Kong - School of Economics and Finance and The University of Hong Kong - Department of Real Estate and Construction
Date Posted: February 26, 2010
Last Revised: December 26, 2012
Accepted Paper Series
137 downloads

Incl. Electronic Paper The Social Cost of Near-Rational Investment
AFA 2012 Chicago Meetings Paper
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Date Posted: March 18, 2008
Last Revised: July 31, 2016
Working Paper Series
473 downloads

Incl. Electronic Paper Understanding Trust
CRSP 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