SSRN Chicago Booth Fama-Miller: Finance

Chicago Booth Research Paper No. 17-25, Fama-Miller Working Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-54

Number of pages: 66 Posted: 20 Aug 2017 Last Revised: 03 Apr 2020

Working Paper Series

Ernesto Pasten, Raphael Schoenle and Michael Weber

University of Toulouse 1 - Toulouse School of Economics (TSE), Brandeis University and University of Chicago - Finance

There are 5 versions of this paper

Downloads 72

5.

Speculative Dynamics of Prices and Volume

NBER Working Paper No. w23449

Number of pages: 74 Posted: 30 May 2017 Last Revised: 02 Mar 2018

Working Paper Series

Anthony DeFusco, Charles Nathanson and Eric Zwick

Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and University of Chicago - Finance

Downloads 38

6.

When Harry Fired Sally: The Double Standard in Punishing Misconduct

Harvard Business School Finance Working Paper No. 19-047

Number of pages: 70 Posted: 13 Mar 2017 Last Revised: 17 Oct 2018

Working Paper Series

Mark Egan, Gregor Matvos and Amit Seru

Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance and Stanford University

There are 2 versions of this paper

Downloads 896

7.

Political Cycles and Stock Returns

Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 28 May 2019

Working Paper Series

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 1,496

8.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19

Number of pages: 58 Posted: 01 Nov 2016 Last Revised: 05 Jan 2020

Working Paper Series

Lin William Cong, Haoyu Gao, Jacopo Ponticelli and Xiaoguang Yang

Cornell University - Samuel Curtis Johnson Graduate School of Management, Renmin University of China, Northwestern University - Kellogg School of Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science

There are 2 versions of this paper

Downloads 2,437

9.

A Risk-Based Theory of Exchange Rate Stabilization

Number of pages: 83 Posted: 07 Aug 2016 Last Revised: 22 May 2020

Working Paper Series

Tarek A. Hassan, Thomas M. Mertens and Tony Zhang

Boston University, Federal Reserve Bank of San Francisco and Boston University - Questrom School of Business

There are 3 versions of this paper

Downloads 181

10.

Dynamic Interventions and Informational Linkages

Chicago Booth Research Paper No. 17-09

Number of pages: 95 Posted: 07 Mar 2016 Last Revised: 28 May 2019

Working Paper Series

Lin William Cong, Steven R. Grenadier and Yunzhi Hu

Cornell University - Samuel Curtis Johnson Graduate School of Management, Stanford Graduate School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area

Downloads 853

11.

The Market for Financial Adviser Misconduct

Journal of Political Economy, Forthcoming

Number of pages: 78 Posted: 29 Feb 2016 Last Revised: 29 Aug 2018

Accepted Paper Series

Mark Egan, Gregor Matvos and Amit Seru

Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance and Stanford University

There are 2 versions of this paper

Downloads 8,600

12.

Effect of Financial Innovations on Demand for Money in Pakistan: An ARDL Approach

Posted: 19 Feb 2016

Working Paper Series

Q Z Malik

CIIT, Sahiwal

13.

Economic Uncertainty and Interest Rates

Number of pages: 55 Posted: 20 Jan 2016 Last Revised: 10 May 2017

Working Paper Series

Samuel M. Hartzmark

University of Chicago - Booth School of Business

Downloads 390

14.

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

Konrad Burchardi, Thomas Chaney and Tarek A. Hassan

London School of Economics & Political Science (LSE), SciencesPo - Sciences Po - Department of Economics and Boston University

There are 3 versions of this paper

Downloads 358

15.

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

Chicago Booth Research Paper No. 17-22

Number of pages: 123 Posted: 05 Aug 2015 Last Revised: 09 Mar 2018

Working Paper Series

Stefano Giglio, Matteo Maggiori, Krishna Rao, Johannes Stroebel and Andreas Weber

Yale School of Management, Harvard University, Stanford University, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business

There are 3 versions of this paper

Downloads 1,072

16.

Do Financial Factors Drive Aggregate Productivity? Evidence from Indian Manufacturing Establishments

Fama-Miller Working Paper

Number of pages: 74 Posted: 07 Mar 2015 Last Revised: 02 Mar 2018

Working Paper Series

N. Aaron Pancost

University of Texas at Austin McCombs School of Business

Downloads 77

17.

High Dimensional Dynamic Stochastic Copula Models

Chicago Booth Research Paper No. 14-25

Number of pages: 35 Posted: 25 Jul 2014

Working Paper Series

Drew Creal and Ruey S. Tsay

University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business - Econometrics and Statistics

Downloads 377

18.

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

Francesco D'Acunto, Marcel Prokopczuk and Michael Weber

Boston College, Leibniz Universität Hannover - Faculty of Economics and Management and University of Chicago - Finance

Downloads 359

19.

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

Dante Amengual and Dacheng Xiu

Centre for Monetary and Financial Studies (CEMFI) and University of Chicago - Booth School of Business

Downloads 307

20.

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

Robert S. Harris, Tim Jenkinson, Steven N. Kaplan and Rüdiger Stucke

University of Virginia - Darden School of Business, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Warburg Pincus

Downloads 4,016

21.

Finance: Function Matters, Not Size

Number of pages: 26 Posted: 03 Apr 2013

Working Paper Series

John H. Cochrane

Hoover Institution

There are 2 versions of this paper

Downloads 257

22.

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

Matti Keloharju, Juhani T. Linnainmaa and Peter M. Nyberg

Aalto University - School of Business, Dartmouth College - Tuck School of Business and Aalto University

Downloads 3,589

23.

Technological Innovation, Resource Allocation and Growth

Quarterly Journal of Economics, Forthcoming

Number of pages: 78 Posted: 22 Dec 2012 Last Revised: 02 Mar 2018

Accepted Paper Series

Leonid Kogan, Dimitris Papanikolaou, Amit Seru and Noah Stoffman

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

There are 2 versions of this paper

Downloads 4,317

24.

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

Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh

University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

There are 2 versions of this paper

Downloads 2,809

25.

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

Stefano Giglio, Bryan T. Kelly and Seth Pruitt

Yale School of Management, Yale SOM and Arizona State University (ASU) - Finance Department

There are 2 versions of this paper

Downloads 2,570

26.

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

John H. Cochrane

Hoover Institution

There are 3 versions of this paper

Downloads 353

27.

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

Bryan T. Kelly and Hao Jiang

Yale SOM and Michigan State University

Downloads 2,354

28.

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

Milton Harris, S. Abraham Ravid and Suman Basuroy

University of Chicago - Finance, Yeshiva University - Syms School of Business and University of Oklahoma - Division of Marketing

There are 2 versions of this paper

Downloads 181

29.

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

Bryan T. Kelly and Seth Pruitt

Yale SOM and Arizona State University (ASU) - Finance Department

Downloads 1,880

30.

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

Mark Grinblatt and Juhani T. Linnainmaa

University of California, Los Angeles (UCLA) - Finance Area and Dartmouth College - Tuck School of Business

Downloads 634

31.

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

John H. Cochrane

Hoover Institution

There are 2 versions of this paper

Downloads 595

32.

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

Juhani T. Linnainmaa, Walter N. Torous and James Yae

Dartmouth College - Tuck School of Business, Massachusetts Institute of Technology and University of Houston - C.T. Bauer College of Business

Downloads 510

33.

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

Ann‐Kristin Achleitner, Reiner Braun, Bastian Hinterramskogler and Florian Tappeiner

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 688

34.

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

Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh

University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business

There are 4 versions of this paper

Downloads 3,857

35.

Understanding Trust

CRSP Working Paper No. 621

Number of pages: 32 Posted: 04 Sep 2007

Working Paper Series

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

There are 5 versions of this paper

Downloads 430

36.

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

Milton Harris and Artur Raviv

University of Chicago - Finance and Northwestern University - Kellogg School of Management

Downloads 1,208

37.

Diversification and Persistence in Hedge Funds

Number of pages: 17 Posted: 21 Nov 2005

Working Paper Series

Craig W. French, Damian B. Ko and David Abuaf

Portfolio Engineering Laboratory, Corbin Capital Partners, L.P. and University of Chicago - Booth School of Business

Downloads 884

38.

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

Luigi Zingales, Paola Sapienza and Luigi Guiso

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 607

39.

A Fundamentally Different Interpretation of the Relation between Implied and Realized Volatility

Number of pages: 47 Posted: 02 Mar 2002

Working Paper Series

Federico M. Bandi and Benoit Perron

Johns Hopkins University - Carey Business School and University of Montreal - Department of Economics

Downloads 651

40.

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

Mark J. Garmaise and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOM

Downloads 336