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Chicago Booth: Fama-Miller Working Paper Series

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Viewing: 1 - 50 of 393 papers

1.

Gender Roles Distort Women's Economic Outlook

Chicago Booth Research Paper No. 19-19, Fama-Miller Working Paper
Number of pages: 33 Posted: 17 Aug 2019
Working Paper Series
Boston College, University of California, Berkeley - Department of Economics and University of Chicago - Finance
Downloads 1
2.

Exposure to Daily Price Changes and Inflation Expectations

Chicago Booth Research Paper No. 19-17 (2019), Fama-Miller Working Paper
Number of pages: 58 Posted: 13 Aug 2019
Working Paper Series
Boston College, University of California, Berkeley - Department of Economics, University of Chicago and University of Chicago - Finance
Downloads 6
3.

Managing Households' Expectations with Salient Economic Policies

Chicago Booth Research Paper No. 19-16 (2019), Fama-Miller Working Paper (2019)
Number of pages: 73 Posted: 10 Aug 2019
Working Paper Series
Boston College, Karlsruhe Institute of Technology (KIT) and University of Chicago - Finance
Downloads 7
4.

Government and Nonprofits

Fama-Miller Working Paper
Number of pages: 4 Posted: 28 Jun 2019 Last Revised: 17 Aug 2019
Working Paper Series
University of Chicago - Finance
Downloads 24
5.

Wealth Taxes

Fama-Miller Working Paper
Number of pages: 2 Posted: 14 Jun 2019 Last Revised: 15 Aug 2019
Working Paper Series
University of Chicago - Finance
Downloads 101
6.

Taxes

Fama-Miller Working Paper
Number of pages: 2 Posted: 14 Jun 2019 Last Revised: 15 Aug 2019
Working Paper Series
University of Chicago - Finance
Downloads 36
7.

Tax Avoidance and the Real Effect of Tax-Risk Disclosures

Chicago Booth Research Paper No. 19-14, Fama-Miller Working Paper
Number of pages: 57 Posted: 16 May 2019 Last Revised: 25 May 2019
Working Paper Series
University of Chicago Booth School of Business
Downloads 134
8.

Liquidity Risk After 20 Years

Chicago Booth Research Paper No. 19-13, Fama-Miller Working Paper
Number of pages: 25 Posted: 15 Apr 2019 Last Revised: 10 May 2019
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 460
9.

Estimating the Anomaly Baserate

Chicago Booth Research Paper No. 19-10, Fama-Miller Working Paper
Number of pages: 46 Posted: 01 Mar 2019
Working Paper Series
University of Illinois at Urbana-Champaign - College of Business, University of Notre Dame - Department of Finance and University of Chicago - Finance
Downloads 144
10.

Crowdsourcing Financial Information to Change Spending Behavior

Chicago Booth Research Paper No. 19-09, Fama-Miller Working Paper
Number of pages: 49 Posted: 22 Feb 2019
Working Paper Series
Boston College, University of Maryland - Department of Finance and University of Chicago - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 96
11.

The Impact of Banking Regulation on Voluntary Disclosures: Evidence from the Dodd-Frank Act

Chicago Booth Research Paper No. 19-08, Fama-Miller Working Paper
Number of pages: 52 Posted: 12 Feb 2019
Working Paper Series
The University of Chicago Booth School of Business and Rutgers, The State University of New Jersey - Accounting
Downloads 139
12.

Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished

Fama-Miller Working Paper, Chicago Booth Research Paper No. 19-06
Number of pages: 56 Posted: 08 Feb 2019
Working Paper Series
Boston College, University of Chicago - Finance and The Chinese University of Hong Kong (CUHK)

Multiple version iconThere are 3 versions of this paper

Downloads 111
13.

Regulators' Disclosure Decisions: Evidence from Bank Enforcement Actions

Chicago Booth Research Paper No. 19-05, Fama-Miller Working Paper
Number of pages: 78 Posted: 04 Feb 2019 Last Revised: 02 Aug 2019
Working Paper Series
The University of Chicago Booth School of Business and University of Chicago
Downloads 151
14.

Monetary Policy Communications and Their Effects on Household Inflation Expectations

Fama-Miller Working Paper, Chicago Booth Research Paper No. 19-03
Number of pages: 42 Posted: 16 Jan 2019 Last Revised: 16 Jan 2019
Working Paper Series
University of Texas at Austin, University of California, Berkeley - Department of Economics and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 39
15.

Non-answers during Conference Calls

Chicago Booth Research Paper No. 19-01, Fama-Miller Working Paper , Rock Center for Corporate Governance at Stanford University Working Paper No. 237
Number of pages: 60 Posted: 04 Jan 2019 Last Revised: 31 Jan 2019
Working Paper Series
University of Melbourne, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business
Downloads 284
16.

The Equilibrium Effects of Information Deletion: Evidence from Consumer Credit Markets

Chicago Booth Research Paper No. 19-15, Fama-Miller Working Paper
Number of pages: 71 Posted: 24 Oct 2018 Last Revised: 28 Jul 2019
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, Central Bank of Chile and Yale University

Multiple version iconThere are 2 versions of this paper

Downloads 27
17.

Interest Rates and Inflation Revisited

Chicago Booth Research Paper No. 18-10, Fama-Miller Working Paper
Number of pages: 15 Posted: 18 Oct 2018 Last Revised: 29 Dec 2018
Working Paper Series
University of Chicago - Finance
Downloads 326
18.

Comparing Cross-Section and Time-Series Factor Models

Chicago Booth Research Paper No. 18-08, Fama-Miller Working Paper
Number of pages: 43 Posted: 16 Oct 2018 Last Revised: 15 Jun 2019
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 1,015
19.

Inequality Aversion, Populism, and the Backlash Against Globalization

Number of pages: 56 Posted: 01 Aug 2018 Last Revised: 10 Jul 2019
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 485
20.

Financial Intermediation Through Financial Disintermediation: Evidence from the ECB Corporate Sector Purchase Programme

Fama-Miller Working Paper , Chicago Booth Research Paper No. 18-06
Number of pages: 68 Posted: 16 Jun 2018 Last Revised: 29 Apr 2019
Working Paper Series
London Business School, The University of Chicago Booth School of Business and Erasmus University Rotterdam (EUR)
Downloads 178
21.

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 83
22.

Volatility Lessons

Chicago Booth Research Paper No. 17-33, Fama-Miller Working Paper
Number of pages: 20 Posted: 04 Dec 2017 Last Revised: 19 Oct 2018
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 1,553
23.

Information versus Investment

Chicago Booth Research Paper No. 19-02, Fama-Miller Working Paper
Number of pages: 56 Posted: 21 Nov 2017 Last Revised: 09 Jan 2019
Working Paper Series
Boston University, University of Michigan, Stephen M. Ross School of Business and University of Chicago - Booth School of Business
Downloads 188
24.

Dissecting Characteristics Nonparametrically

Fama-Miller Working Paper, Chicago Booth Research Paper No. 17-32
Number of pages: 105 Posted: 20 Nov 2017 Last Revised: 27 Jul 2018
Working Paper Series
University of Wisconsin - Madison, University of Notre Dame - Department of Finance and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 153
25.

Monetary Policy Through Production Networks: Evidence from the Stock Market

Fama-Miller Working Paper , Chicago Booth Research Paper No. 17-31
Number of pages: 66 Posted: 20 Nov 2017
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 91
26.

The Information Content of Dividends: Safer Profits, Not Higher Profits

Chicago Booth Research Paper 17-30, Fama-Miller Working Paper
Number of pages: 80 Posted: 04 Nov 2017 Last Revised: 24 Jan 2018
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), Bocconi University and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 417
27.

Promotions and the Peter Principle

Quarterly Journal of Economics, Forthcoming
Number of pages: 44 Posted: 04 Oct 2017 Last Revised: 03 Aug 2019
Accepted 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 798
28.

When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility

Chicago Booth Research Paper No. 17-27, Fama-Miller Working Paper
Number of pages: 107 Posted: 29 Sep 2017 Last Revised: 02 Jun 2019
Working Paper Series
Univeristy of Chicago Booth School of Business and University of Chicago - Booth School of Business
Downloads 151
29.

Historical Antisemitism, Ethnic Specialization, and Financial Development

Becker Friedman Institute for Research in Economics Working Paper No. 2018-19, Chicago Booth Research Paper No. 17-26, Fama-Miller Working Paper
Number of pages: 68 Posted: 01 Sep 2017
Working Paper Series
Boston College, Leibniz Universit├Ąt Hannover - Faculty of Economics and Management and University of Chicago - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 92
30.

Price Rigidity and the Granular Origins of Aggregate Fluctuations

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: 09 Aug 2019
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 56
31.

What Information Drives Asset Prices?

Chicago Booth Research Paper No. 17-23
Number of pages: 81 Posted: 09 Aug 2017
Working Paper Series
Carnegie Mellon University and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 182
32.

Fund Tradeoffs

Number of pages: 47 Posted: 02 Aug 2017 Last Revised: 02 Jun 2019
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School

Multiple version iconThere are 4 versions of this paper

Downloads 1,181
33.

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 30
34.

Long-Horizon Returns

Chicago Booth Research Paper No. 17-17, Fama-Miller Working Paper
Number of pages: 28 Posted: 24 May 2017 Last Revised: 21 Nov 2017
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 1,906
35.

Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks

Columbia Business School Research Paper No. 17-39, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 83 Posted: 29 Mar 2017 Last Revised: 30 Aug 2018
Accepted Paper Series
University of Chicago, University of Texas at Austin - Department of Finance, Columbia Business School - Finance and Economics and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 1,883
36.

Taming the Factor Zoo: A Test of New Factors

Fama-Miller Working Paper, Chicago Booth Research Paper No. 17-04
Number of pages: 75 Posted: 20 Mar 2017 Last Revised: 29 Jul 2019
Working Paper Series
City University of Hong Kong (CityUHK), Yale School of Management and University of Chicago - Booth School of Business
Downloads 2,779
37.

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 788
38.

Caught with the Hand in the Cookie Jar: Firm Growth and Labor Reallocation after Exposure of Corrupt Practices

Number of pages: 37 Posted: 09 Mar 2017 Last Revised: 21 Nov 2017
Working Paper Series
University of Pittsburgh, Katz Graduate Business School, Northwestern University - Kellogg School of Management and Cornell University
Downloads 513
39.

Earnings, Retained Earnings, and Book-to-Market in the Cross Section of Expected Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66 Posted: 01 Mar 2017 Last Revised: 20 Jan 2019
Accepted Paper Series
University of Chicago - Booth School of Business, Tuck School of Business at Dartmouth College, Dartmouth College - Tuck School of Business and University of Chicago Booth School of Business
Downloads 1,648
40.

Flexible Prices and Leverage

CESifo Working Paper Series No. 6317
Number of pages: 77 Posted: 28 Feb 2017
Working Paper Series
Boston College, University of California, Berkeley, University of Chicago - Harris Public Policy and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 80
41.

Persistent Blessings of Luck

Number of pages: 44 Posted: 22 Feb 2017 Last Revised: 08 Aug 2018
Working Paper Series
Cornell University and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 455
42.

IPO Intervention and Innovation: Evidence from China

Chicago Booth Research Paper No. 146
Number of pages: 60 Posted: 06 Feb 2017 Last Revised: 21 Mar 2019
Working Paper Series
Cornell University and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 565
43.

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
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 1,306
44.

Does Regulatory Jurisdiction Affect the Quality of Investment-Adviser Regulation?

Fifth Annual Conference on Financial Market Regulation
Number of pages: 48 Posted: 16 Jan 2017 Last Revised: 12 Apr 2019
Working Paper Series
National University of Singapore - Department of Finance, The University of Hong Kong and Rice University
Downloads 427
45.

Mispriced Index Option Portfolios

Number of pages: 70 Posted: 12 Jan 2017 Last Revised: 13 Dec 2017
Working Paper Series
University of Chicago - Booth School of Business, Concordia University and Concordia University, Quebec - John Molson School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 287
46.

Leverage

Columbia Business School Research Paper No. 17-1
Number of pages: 50 Posted: 01 Dec 2016 Last Revised: 23 Dec 2018
Working Paper Series
Columbia Business School and University of Chicago - Booth School of Business
Downloads 143
47.

Habits and Leverage

Chicago Booth Research Paper No. 16-22, Fama-Miller Working Paper
Number of pages: 55 Posted: 30 Nov 2016 Last Revised: 10 Jun 2017
Working Paper Series
Columbia University and University of Chicago - Booth School of Business
Downloads 41
48.

The Dividend Disconnect

7th Miami Behavioral Finance Conference 2016
Number of pages: 56 Posted: 29 Nov 2016 Last Revised: 30 Aug 2018
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 3,274
49.

Asset Pricing with Omitted Factors

Chicago Booth Research Paper No. 16-21
Number of pages: 94 Posted: 08 Nov 2016 Last Revised: 31 May 2018
Working Paper Series
Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 519
50.

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
Cornell University, Central University of Finance and Economics (CUFE), Northwestern University - Kellogg School of Management and Chinese Academy of Sciences (CAS)

Multiple version iconThere are 2 versions of this paper

Downloads 2,319