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

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46,356 Total downloads

Viewing: 1 - 40 of 40 papers

1.

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

Multiple version iconThere are 2 versions of this paper

Downloads 7,875
2.

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
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

Multiple version iconThere are 2 versions of this paper

Downloads 3,699
3.

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

Multiple version iconThere are 4 versions of this paper

Downloads 3,669
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 3,318
5.

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 3,228
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
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,619
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
Yale School of Management, Yale SOM and Arizona State University (ASU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 2,464
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
Yale SOM and Michigan State University
Downloads 2,217
9.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19
Number of pages: 57 Posted: 01 Nov 2016 Last Revised: 18 Nov 2018
Working Paper Series
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)

Multiple version iconThere are 2 versions of this paper

Downloads 2,087
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
Yale SOM and Arizona State University (ASU) - Finance Department
Downloads 1,774
11.

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: 17 Oct 2018
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 1,194
12.

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 1,134
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
Yale School of Management, Harvard University, Stanford University, New York University (NYU) and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 910
14.

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 874
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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 724
16.

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

Multiple version iconThere are 2 versions of this paper

Downloads 711
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
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 663
18.

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 637
19.

Promotions and the Peter Principle

Number of pages: 55 Posted: 04 Oct 2017 Last Revised: 02 Mar 2018
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, Massachusetts Institute of Technology (MIT) and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 604
20.

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 598
21.

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 590
22.

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 574
23.

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 494
24.

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 421
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
University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 343
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
Hoover Institution

Multiple version iconThere are 3 versions of this paper

Downloads 341
27.

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 341
28.

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 332
29.

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 328
30.

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
Boston College, Leibniz Universität Hannover - Faculty of Economics and Management and University of Chicago - Finance
Downloads 324
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
Centre for Monetary and Financial Studies (CEMFI) and University of Chicago - Booth School of Business
Downloads 285
32.

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 249
33.

Inequality Aversion, Populism, and the Backlash Against Globalization

Number of pages: 49 Posted: 01 Aug 2018 Last Revised: 21 Nov 2018
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 225
34.

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 170
35.

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 Boston University - Questrom School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 157
36.

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
University of Texas at Austin McCombs School of Business
Downloads 71
37.

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
Boston College, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 63
38.

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

Multiple version iconThere are 5 versions of this paper

Downloads 26
39.

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
Downloads 23
40.