SSRN Chicago Booth Fama-Miller: Finance

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

Mark Egan, Gregor Matvos and Amit Seru

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

There are 2 versions of this paper

Downloads 7,501

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

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

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

There are 4 versions of this paper

Downloads 3,577

3.

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 3,445

4.

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, USC Marshall School of Business and Aalto University

Downloads 3,083

5.

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 University of Oxford - Said Business School

Downloads 3,027

6.

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 New York University Stern School of Business, Department of Finance

There are 2 versions of this paper

Downloads 2,531

7.

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 2,420

8.

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 2,153

9.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19

Number of pages: 54 Posted: 01 Nov 2016 Last Revised: 12 Apr 2018

Working Paper Series

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

University of Chicago - Booth School of Business, Central University of Finance and Economics (CUFE), Kellogg School of Management - Department of Finance and Chinese Academy of Sciences (CAS)

There are 2 versions of this paper

Downloads 1,813

10.

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 1,750

11.

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 1,086

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

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 1,063

13.

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) and New York University (NYU) - Leonard N. Stern School of Business

There are 4 versions of this paper

Downloads 874

14.

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 870

15.

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

Lin William Cong, Steven R. Grenadier and Yunzhi Hu

University of Chicago - Booth School of Business, Stanford Graduate School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area

Downloads 700

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

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 649

17.

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 635

18.

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 USC Marshall School of Business

Downloads 593

19.

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 588

20.

When Harry Fired Sally: The Double Standard in Punishing Misconduct

Number of pages: 79 Posted: 13 Mar 2017 Last Revised: 29 Jan 2018

Working Paper Series

Mark Egan, Gregor Matvos and Amit Seru

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

There are 2 versions of this paper

Downloads 587

21.

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 570

22.

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

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

Downloads 479

23.

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 421

24.

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 341

25.

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 338

26.

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 326

27.

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 325

28.

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

University of Maryland - Robert H. Smith School of Business, Leibniz Universität Hannover - Faculty of Economics and Management and University of Chicago - Finance

Downloads 319

29.

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), Toulouse School of Economics and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 305

30.

Promotions and the Peter Principle

Number of pages: 55 Posted: 04 Oct 2017 Last Revised: 02 Mar 2018

Working Paper Series

Alan Benson, Danielle Li and Kelly Shue

University of Minnesota - Twin Cities - Carlson School of Management, Massachusetts Institute of Technology (MIT) and Yale School of Management

There are 2 versions of this paper

Downloads 298

31.

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 274

32.

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 247

33.

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 168

34.

Currency Manipulation

Number of pages: 70 Posted: 07 Aug 2016 Last Revised: 20 Jan 2017

Working Paper Series

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

University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 147

35.

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 67

36.

Unconventional Fiscal Policy

Chicago Booth Research Paper No. 18-02, Fama-Miller Working Paper

Number of pages: 6 Posted: 18 Jan 2018

Working Paper Series

Francesco D'Acunto, Daniel Hoang and Michael Weber

University of Maryland - Robert H. Smith School of Business, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

There are 4 versions of this paper

Downloads 49

37.

Price Rigidities and the Granular Origins of Aggregate Fluctuations

Chicago Booth Research Paper No. 17-25, Fama-Miller Working Paper

Number of pages: 64 Posted: 20 Aug 2017 Last Revised: 24 Jan 2018

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 23

38.

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 23

39.

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