Author Page for Benjamin Remy Chabot

Momentum Trading, Return Chasing and Predictable Crashes

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Momentum Trading, Return Chasing and Predictable Crashes

Number of pages: 44 Posted: 01 Nov 2014 Last Revised: 03 Dec 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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Momentum Trading, Return Chasing and Predictable Crashes

FRB of Chicago Working Paper No. 2014-27

Number of pages: 57 Posted: 19 Dec 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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Momentum Trading, Return Chasing, and Predictable Crashes

NBER Working Paper No. w20660

Number of pages: 45 Posted: 08 Dec 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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Momentum Trading, Return Chasing, and Predictable Crashes

CEPR Discussion Paper No. DP10234

Number of pages: 44 Posted: 10 Nov 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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Santa Anna and His Black Eagle: The Origins of Pari Passu?

Number of pages: 37 Posted: 20 Feb 2014 Last Revised: 25 Dec 2014

Benjamin Remy Chabot and G. Mitu Gulati

Federal Reserve Bank of Chicago and Duke University School of Law

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3.

Mavericks, Moderates, or Drifters? Supreme Court Voting Alignments, 1838-2009

Missouri Law Review, Vol. 76, p. 999, 2011

Number of pages: 46 Posted: 27 Mar 2011 Last Revised: 28 Feb 2012

Christine Kexel Chabot and Benjamin Remy Chabot

Loyola University Chicago School of Law and Federal Reserve Bank of Chicago

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4.

Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

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Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

Number of pages: 66 Posted: 12 Dec 2009 Last Revised: 22 Feb 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression Us Stock Markets

NBER Working Paper No. w15591

Number of pages: 66 Posted: 22 Dec 2009 Last Revised: 09 Aug 2010

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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5.

Bank Panics, Government Guarantees, and the Long-Run Size of the Financial Sector: Evidence from Free-Banking America

Journal of Money, Credit, and Banking, Forthcoming

Number of pages: 47 Posted: 09 Aug 2012 Last Revised: 18 Feb 2014

Benjamin Remy Chabot and Charles C. Moul

Federal Reserve Bank of Chicago and Miami University of Ohio - Department of Economics

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6.

That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907

Yale Economics Department Working Paper No. 64, Yale University Economic Growth Center Discussion Paper No. 972

Number of pages: 35 Posted: 15 Jun 2009

Benjamin Remy Chabot and Christopher Johann Kurz

Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System

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Don't Cry for Argentina (or Other Sovereign Borrowers): Lessons from a Previous Era of Sovereign Debt Contract Enforcement

Number of pages: 37 Posted: 07 Jul 2016 Last Revised: 20 Jul 2016

Benjamin Remy Chabot and Veronica Santarosa

Federal Reserve Bank of Chicago and University of Michigan Law School

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Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

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Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

Number of pages: 73 Posted: 14 Jun 2017 Last Revised: 25 May 2018

Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System

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Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

CEPR Discussion Paper No. DP12178

Number of pages: 65 Posted: 04 Aug 2017

Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System

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9.

Did Adhering to the Gold Standard Reduce the Cost of Capital?

FRB of Chicago Working Paper No. 2010-13

Number of pages: 44 Posted: 25 Nov 2010 Last Revised: 05 Dec 2010

Benjamin Remy Chabot and Ron Alquist

Federal Reserve Bank of Chicago and Office of Financial Research

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10.

Price Momentum in Stocks: Insights from Victorian Age Data

NBER Working Paper No. w14500

Number of pages: 50 Posted: 25 Nov 2008 Last Revised: 18 Sep 2012

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

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11.

Backtesting Systemic Risk Measures During Historical Bank Runs

FRB of Chicago Working Paper No. WP-2015-9

Number of pages: 36 Posted: 11 Dec 2015

Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System

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12.

The Cost of Banking Panics in an Age before 'Too Big to Fail'

FRB of Chicago Working Paper No. 2011-15

Number of pages: 36 Posted: 08 Dec 2011

Benjamin Remy Chabot

Federal Reserve Bank of Chicago

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Institutions, the Cost of Capital, and Long-Run Economic Growth: Evidence from the 19th Century Capital Market

FRB of Chicago Working Paper No. 2012-17

Number of pages: 36 Posted: 17 Dec 2012

Ron Alquist and Benjamin Remy Chabot

Office of Financial Research and Federal Reserve Bank of Chicago

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14.

A History of Large-Scale Asset Purchases Before the Federal Reserve

Economic Perspectives, Vol. XXXVII, No. 4, 2014

Number of pages: 13 Posted: 09 May 2014

Benjamin Remy Chabot and Gabriel Herman

Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago

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15.

The Price of Property Rights: Institutions, Finance, and Economic Growth

Number of pages: 71 Posted: 07 Oct 2020

Ron Alquist, Benjamin Remy Chabot and Ram Yamarthy

Office of Financial Research, Federal Reserve Bank of Chicago and Office of Financial Research, US Department of the Treasury

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16.

The Federal Reserve's Evolving Monetary Policy Implementation Framework: 1914-1923

FRB of Chicago Working Paper No. WP-2017-1

Number of pages: 28 Posted: 19 Jan 2017

Benjamin Remy Chabot

Federal Reserve Bank of Chicago

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17.

*That’S Where the Money Was: Foreign Bias and English Investment Abroad, 1866–1907

The Economic Journal, Vol. 120, No. 547, pp. 1056-1079, September 2010

Number of pages: 24 Posted: 07 Sep 2010

Benjamin Remy Chabot and Christopher Johann Kurz

Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System

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Benjamin Remy Chabot

Federal Reserve Bank of Chicago

Financial Economist

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Scholarly Papers (17)

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Momentum Trading, Return Chasing, and Predictable Crashes

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Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

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*That’S Where the Money Was: Foreign Bias and English Investment Abroad, 1866–1907

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