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Chicago Booth Fama-Miller: Finance - Other (Topic)

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Viewing: 1 - 33 of 33 papers

1.

The Market for Financial Adviser Misconduct

Journal of Political Economy, Forthcoming
Number of pages: 78 Posted: 29 Feb 2016 Last Revised: 14 Dec 2017
Accepted Paper Series
University of Minnesota Carlson School of Management, University of Texas at Austin - Department of Finance and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 7,021
2.

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
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 3,418
3.

Return Seasonalities

Journal of Finance, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 13-15
Number of pages: 49 Posted: 25 Feb 2013 Last Revised: 12 Dec 2015
Working Paper Series
Aalto University - School of Business, USC Marshall School of Business and Aalto University
Downloads 2,889
4.

Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds

Darden Business School Working Paper No. 2304808, Fama-Miller Working Paper
Number of pages: 38 Posted: 02 Aug 2013 Last Revised: 30 Aug 2014
Working Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School, University of Chicago - Booth School of Business and University of Oxford - Said Business School
Downloads 2,673
5.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,425
6.

Systemic Risk and the Macroeconomy: An Empirical Evaluation

Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-49
Number of pages: 63 Posted: 26 Oct 2012 Last Revised: 10 Feb 2015
Working Paper Series
Yale School of Management, University of Chicago - Finance and Arizona State University (ASU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 2,351
7.

Tail Risk and Hedge Fund Returns

Chicago Booth Research Paper No. 12-44, Fama-Miller Working Paper
Number of pages: 42 Posted: 31 May 2012 Last Revised: 20 Nov 2012
Working Paper Series
University of Chicago - Finance and Michigan State University
Downloads 2,078
8.

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
University of Chicago - Finance and Arizona State University (ASU) - Finance Department
Downloads 1,711
9.

Control of Corporate Decisions: Shareholders vs. Management

CRSP Working Paper No. 620
Number of pages: 67 Posted: 26 Feb 2007 Last Revised: 25 Sep 2010
Working Paper Series
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 1,043
10.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19
Number of pages: 49 Posted: 01 Nov 2016 Last Revised: 26 Aug 2017
Working Paper Series
University of Chicago - Booth School of Business, Central University of Finance and Economics, Kellogg School of Management - Department of Finance and Chinese Academy of Sciences (CAS)
Downloads 1,000
11.

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 860
12.

Political Cycles and Stock Returns

Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper
Number of pages: 47 Posted: 01 Feb 2017 Last Revised: 26 Nov 2017
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 849
13.

Climate Change and Long-Run Discount Rates: Evidence from Real Estate

Chicago Booth Research Paper No. 17-22
Number of pages: 81 Posted: 05 Aug 2015 Last Revised: 22 Jul 2017
Working Paper Series
Yale School of Management, Harvard University, New York University (NYU) and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 799
14.

Dynamic Interventions and Informational Linkages

Chicago Booth Research Paper No. 17-09
Number of pages: 71 Posted: 07 Mar 2016 Last Revised: 26 Nov 2017
Working Paper Series
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Kenan-Flagler Business School, University of North Carolina at Chapel Hill
Downloads 676
15.

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 629
16.

Structure and Determinants of Financial Covenants in Leveraged Buyouts

Review of Finance, 2011 (First Published Online March 1, 2011)
Number of pages: 53 Posted: 14 Dec 2009 Last Revised: 22 Jul 2011
Accepted Paper Series
Technische Universität München - Center for Entrepreneurial and Financial Studies, Technische Universität München (TUM) - TUM School of Management, Technische Universität München - Center for Entrepreneurial and Financial Studies (CEFS) and Technische Universität München - Center for Entrepreneurial and Financial Studies
Downloads 624
17.

Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment

Chicago Booth Research Paper No. 10-22, CRSP Working Paper
Number of pages: 48 Posted: 23 Jun 2010 Last Revised: 02 Nov 2010
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and USC Marshall School of Business
Downloads 585
18.

Cultural Biases in Economic Exchange?

CRSP Working Paper No. 601, Chicago GSB Research Paper No. 08-16
Number of pages: 44 Posted: 13 Dec 2004 Last Revised: 23 Nov 2008
Working Paper Series
University of Chicago - Booth School of Business, Northwestern University - Kellogg School of Management - Department of Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 584
19.

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

Multiple version iconThere are 2 versions of this paper

Downloads 563
20.

Reading the Tea Leaves: Model Uncertainty, Robust Forecasts, and the Autocorrelation of Analysts' Forecast Errors

Chicago Booth Research Paper No. 10-04, CRSP Working Paper
Number of pages: 58 Posted: 28 Jan 2010 Last Revised: 11 Aug 2015
Working Paper Series
USC Marshall School of Business, Massachusetts Institute of Technology and University of Houston - C.T. Bauer College of Business
Downloads 463
21.

When Harry Fired Sally: The Double Standard in Punishing Misconduct

Number of pages: 68 Posted: 13 Mar 2017 Last Revised: 17 May 2017
Working Paper Series
University of Minnesota Carlson School of Management, University of Texas at Austin - Department of Finance and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 461
22.

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

Multiple version iconThere are 5 versions of this paper

Downloads 407
23.

Continuous-Time Linear Models

Chicago Booth Research Paper No. 12-27, Fama-Miller Working Paper
Number of pages: 34 Posted: 14 Jun 2012 Last Revised: 05 Sep 2012
Working Paper Series
Hoover Institution

Multiple version iconThere are 3 versions of this paper

Downloads 338
24.

Brokerage, Intermediation, and Agency: The Financing and Pricing of Commercial Properties

CRSP Working Paper No. 517
Number of pages: 39 Posted: 19 Jun 2000
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOM
Downloads 323
25.

The Long Shadow of Jewish Persecution on Financial Decisions

Number of pages: 61 Posted: 16 Dec 2013 Last Revised: 10 May 2017
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Leibniz Universität Hannover - Faculty of Economics and Management and University of Chicago - Finance
Downloads 305
26.

Economic Uncertainty and Interest Rates

Number of pages: 55 Posted: 20 Jan 2016 Last Revised: 10 May 2017
Working Paper Series
University of Chicago - Booth School of Business
Downloads 280
27.

Migrants, Ancestors, and Foreign Investments

Chicago Booth Research Paper No. 17-21
Number of pages: 90 Posted: 06 Jan 2016 Last Revised: 22 Jul 2017
Working Paper Series
London School of Economics & Political Science (LSE), Toulouse School of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 280
28.

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 261
29.

Finance: Function Matters, Not Size

Number of pages: 26 Posted: 03 Apr 2013
Working Paper Series
Hoover Institution

Multiple version iconThere are 2 versions of this paper

Downloads 238
30.

Intellectual Property Contracts: Theory and Evidence from Screenplay Sales

Chicago Booth Research Paper No. 13-04, Fama-Miller Working Paper
Number of pages: 59 Posted: 12 Mar 2012 Last Revised: 11 Apr 2013
Working Paper Series
University of Chicago - Finance, Yeshiva University - Syms School of Business and University of Oklahoma - Division of Marketing

Multiple version iconThere are 2 versions of this paper

Downloads 164
31.

Currency Manipulation

Number of pages: 70 Posted: 07 Aug 2016 Last Revised: 20 Jan 2017
Working Paper Series
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 122
32.

Price Rigidities and the Granular Origins of Aggregate Fluctuations

Chicago Booth Research Paper No. 17-25, Fama-Miller Working Paper
Number of pages: 59 Posted: 20 Aug 2017 Last Revised: 24 Aug 2017
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), Brandeis University and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 18
33.