SSRN Chicago Booth Fama-Miller: Finance

1.

The Market for Financial Adviser Misconduct

Number of pages: 78 Posted: 29 Feb 2016 Last Revised: 19 Sep 2017

Working Paper Series

Mark Egan, Gregor Matvos and Amit Seru

University of Minnesota Carlson School of Management, University of Chicago - Booth School of Business and Stanford University

There are 2 versions of this paper

Downloads 6,897

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 3,379

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

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

Aalto University - School of Business, USC Marshall School of Business and Aalto University

Downloads 2,837

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

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 2,465

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

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

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

There are 2 versions of this paper

Downloads 2,385

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

Stefano Giglio, Bryan T. Kelly and Seth Pruitt

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

There are 2 versions of this paper

Downloads 2,315

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

Bryan T. Kelly and Hao Jiang

University of Chicago - Finance and Michigan State University

Downloads 2,054

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

Bryan T. Kelly and Seth Pruitt

University of Chicago - Finance and Arizona State University (ASU) - Finance Department

Downloads 1,701

9.

Auctions of Real Options: Security Bids and Moral Hazard

Number of pages: 43 Posted: 26 Aug 2012 Last Revised: 10 May 2017

Working Paper Series

Lin William Cong

University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 1,133

10.

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 1,021

11.

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 857

12.

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

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

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 808

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

Stefano Giglio, Matteo Maggiori, Johannes Stroebel and Andreas Weber

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

There are 4 versions of this paper

Downloads 764

14.

Political Cycles and Stock Returns

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

Number of pages: 43 Posted: 01 Feb 2017 Last Revised: 25 Sep 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 754

15.

Dynamic Interventions and Informational Linkages

Chicago Booth Research Paper No. 17-09

Number of pages: 58 Posted: 07 Mar 2016 Last Revised: 15 Jun 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 Kenan-Flagler Business School, University of North Carolina at Chapel Hill

Downloads 671

16.

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 627

17.

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 619

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 585

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 584

20.

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 560

21.

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 S. Yae

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

Downloads 460

22.

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

Mark Egan, Gregor Matvos and Amit Seru

University of Minnesota Carlson School of Management, University of Chicago - Booth School of Business and Stanford University

There are 2 versions of this paper

Downloads 435

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 405

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 338

25.

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 322

26.

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 297

27.