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12,720
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Citation
58
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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12,554
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Abstract:
stock, volatility, target-date funds, Bayesian, predictive system, predictive variance
NBER Working Paper No. w14757
Number of pages: 54
Posted: 26 Feb 2009
Last Revised: 29 Apr 2021
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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157
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Abstract:
CEPR Discussion Paper No. DP7199
Number of pages: 48
Posted: 11 Mar 2009
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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9
(738,429)
Are Stocks Really Less Volatile in the Long Run?
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long-run, risk, stock, variance
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Citation
1,275
Number of pages: 38
Posted: 17 Aug 2001
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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4,391
(2,512)
Abstract:
Asset pricing, liquidity risk, expected returns
NBER Working Paper No. w8462
Number of pages: 38
Posted: 10 Sep 2001
Last Revised: 24 Oct 2010
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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220
(170,293)
Abstract:
Number of pages: 48
Posted: 20 Sep 2002
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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30
(578,697)
Liquidity Risk and Expected Stock Returns
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Asset pricing, liquidity risk, expected returns
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4,337
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Citation
93
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 51
Posted: 01 Sep 2013
Last Revised: 11 Aug 2020
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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3,757
(3,250)
Abstract:
returns to scale, mutual funds, active management, skill
Becker Friedman Institute for Research in Economics Working Paper No. 2014-03
Number of pages: 51
Posted: 05 Feb 2014
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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385
(94,200)
Abstract:
Chicago Booth Research Paper No. 14-20
Number of pages: 52
Posted: 15 Jul 2014
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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144
(248,025)
Abstract:
NBER Working Paper No. w19891
Number of pages: 51
Posted: 11 Feb 2014
Last Revised: 09 May 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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48
(485,615)
Abstract:
CEPR Discussion Paper No. DP9854
Number of pages: 53
Posted: 02 Jun 2014
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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3
(789,689)
Scale and Skill in Active Management
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mutual funds, returns to scale, skill
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4,287
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Citation
88
Learning in Financial Markets, Forthcoming, Chicago Booth School of Business Research Paper No. 08-28
Number of pages: 30
Posted: 08 Jan 2009
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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4,140
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Abstract:
NBER Working Paper No. w14646
Number of pages: 30
Posted: 19 Jan 2009
Last Revised: 10 Jul 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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140
(253,736)
Abstract:
CEPR Discussion Paper No. DP7127
Number of pages: 31
Posted: 18 Feb 2009
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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7
(755,268)
Learning in Financial Markets
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Abstract:
Bayesian, bubble, predictability, uncertainty, volatility
Posted: 04 Jun 2010
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Abstract:
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3,492
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Citation
106
CRSP Working Paper No. 606, AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings
Number of pages: 49
Posted: 24 May 2006
Last Revised: 04 Oct 2014
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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3,227
(4,243)
Abstract:
bubble, internet, railroads, technology, innovation, learning, uncertainty
NBER Working Paper No. w11876
Number of pages: 50
Posted: 06 Oct 2006
Last Revised: 14 Jun 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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252
(149,197)
Abstract:
CEPR Discussion Paper No. 5428
Number of pages: 48
Posted: 11 Apr 2006
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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13
(704,737)
Technological Revolutions and Stock Prices
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Bubble, railroads, technology, innovation
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Citation
59
CRSP Working Paper
Number of pages: 44
Posted: 06 Jan 2010
Last Revised: 24 Jul 2012
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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3,319
(4,021)
Abstract:
active management, returns to scale, learning, mutual funds
MFI Working Paper No. 2010-001
Number of pages: 47
Posted: 13 Jan 2010
Last Revised: 13 Dec 2011
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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86
(357,436)
Abstract:
NBER Working Paper No. w15646
Number of pages: 45
Posted: 18 Jan 2010
Last Revised: 03 Apr 2021
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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39
(528,320)
Abstract:
CEPR Discussion Paper No. DP7637
Number of pages: 48
Posted: 20 Jan 2010
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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2
(800,503)
On the Size of the Active Management Industry
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Abstract:
active management, learning, returns to scale
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3,216
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Citation
201
Number of pages: 58
Posted: 24 Sep 2011
Last Revised: 09 May 2017
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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2,750
(5,582)
Abstract:
political, uncertainty, government, risk premium, put, learning, Bayesian
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-39
Number of pages: 58
Posted: 06 Oct 2011
Last Revised: 07 Mar 2014
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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274
(136,960)
Abstract:
Becker Friedman Institute for Research in Economics Working Paper No. 2011-007
Number of pages: 61
Posted: 07 Dec 2011
Last Revised: 11 Dec 2012
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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157
(230,784)
Abstract:
NBER Working Paper No. w17464
Number of pages: 59
Posted: 30 Sep 2011
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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33
(560,904)
Abstract:
CEPR Discussion Paper No. DP8601
Number of pages: 54
Posted: 01 Nov 2011
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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2
(800,503)
Political Uncertainty and Risk Premia
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Bayesian, government, learning, political, put, risk premium, uncertainty
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3,210
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Citation
35
Chicago Booth Research Paper No. 20-12, Fama-Miller Working Paper, Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 19 Dec 2019
Last Revised: 12 Aug 2020
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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3,012
(4,807)
Abstract:
sustainable investing, socially responsible investing, ESG, social impact
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-24
Number of pages: 53
Posted: 24 Mar 2020
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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189
(196,309)
Abstract:
sustainable investing, socially responsible investing, ESG, social impact
NBER Working Paper No. w26549
Number of pages: 55
Posted: 16 Dec 2019
Last Revised: 18 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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9
(738,429)
Abstract:
CEPR Discussion Paper No. DP14171
Number of pages: 57
Posted: 17 Dec 2019
Last Revised: 16 Jun 2020
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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0
Sustainable Investing in Equilibrium
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ESG, social impact, Socially responsible investing, sustainable investing
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3,173
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Citation
98
Fama-Miller Working Paper
Number of pages: 69
Posted: 19 Nov 2013
Last Revised: 26 Jun 2016
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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3,007
(4,802)
Abstract:
political uncertainty, options, elections, summits, variance risk, tail risk
Becker Friedman Institute for Research in Economics Working Paper No. 2014-01
Number of pages: 66
Posted: 13 Jan 2014
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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133
(264,206)
Abstract:
NBER Working Paper No. w19812
Number of pages: 69
Posted: 17 Jan 2014
Last Revised: 19 Feb 2021
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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31
(572,548)
Abstract:
CEPR Discussion Paper No. DP9822
Number of pages: 68
Posted: 02 Jun 2014
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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2
(800,503)
The Price of Political Uncertainty: Theory and Evidence from the Option Market
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Abstract:
options, political uncertainty
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2,977
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Citation
72
CRSP Working Paper No. 617, EFA 2007 Ljubljana Meetings Paper
Number of pages: 51
Posted: 19 Feb 2007
Last Revised: 13 Dec 2011
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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2,877
(5,164)
Abstract:
predictability, expected stock return, state space model, predictive system, predictive regression, imperfect predictors, Bayesian
NBER Working Paper No. w13804
Number of pages: 59
Posted: 12 Jan 2007
Last Revised: 21 Sep 2010
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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63
(427,035)
Abstract:
NBER Working Paper No. w12814
Number of pages: 59
Posted: 07 Jul 2012
Last Revised: 08 Jul 2021
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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34
(555,201)
Abstract:
CEPR Discussion Paper No. 6076
Number of pages: 61
Posted: 29 Jun 2007
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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3
(789,689)
Predictive Systems: Living with Imperfect Predictors
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Abstract:
Expected stock return, predictability, predictive regression, predictive system, state space model
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2,698
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Citation
237
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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2,493
(6,548)
Abstract:
government, policy, uncertainty, learning, stock, price
MFI Working Paper No. 2010-08
Number of pages: 54
Posted: 17 Jun 2010
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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171
(214,471)
Abstract:
NBER Working Paper No. w16128
Number of pages: 62
Posted: 29 Jun 2010
Last Revised: 28 Jul 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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31
(572,548)
Abstract:
CEPR Discussion Paper No. DP7897
Number of pages: 55
Posted: 19 Jul 2010
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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3
(789,689)
Uncertainty About Government Policy and Stock Prices
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Abstract:
government, learning, stock, uncertainty
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2,366
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Citation
35
Journal of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53
Posted: 16 Nov 2014
Last Revised: 11 Aug 2020
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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2,263
(7,663)
Abstract:
turnover, skill, performance, active management, mutual funds
Fama-Miller Working Paper , Chicago Booth Research Paper No. 14-39
Number of pages: 46
Posted: 19 Nov 2014
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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87
(354,879)
Abstract:
NBER Working Paper No. w20700
Number of pages: 51
Posted: 24 Nov 2014
Last Revised: 25 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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16
(680,323)
Abstract:
CEPR Discussion Paper No. DP10261
Number of pages: 48
Posted: 24 Nov 2014
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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0
Do Funds Make More When They Trade More?
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active management, mutual funds, performance, skill, turnover
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2,306
( 7,551)
Citation
83
CRSP Working Paper No. 545; EFA 2003 Annual Conference Paper No. 884, HBS Finance Working Paper No. 04-023
Number of pages: 48
Posted: 17 Dec 2002
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
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2,165
(8,222)
Abstract:
NBER Working Paper No. w9359
Number of pages: 48
Posted: 06 Dec 2002
Last Revised: 30 Jul 2021
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
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110
(303,711)
Abstract:
Number of pages: 50
Posted: 21 Feb 2003
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business
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31
(572,548)
Judging Fund Managers by the Company They Keep
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Abstract:
Mutual funds, performance evaluation, persistence
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1,897
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Citation
13
Chicago Booth Research Paper No. 17-01, Fama-Miller Working Paper
Number of pages: 41
Posted: 01 Feb 2017
Last Revised: 28 May 2019
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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1,878
(10,360)
Abstract:
political cycles, risk aversion, presidential puzzle
NBER Working Paper No. w23184
Number of pages: 42
Posted: 21 Feb 2017
Last Revised: 08 May 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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19
(656,963)
Abstract:
CEPR Discussion Paper No. DP11864
Number of pages: 44
Posted: 02 Mar 2017
Last Revised: 22 Oct 2018
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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0
Political Cycles and Stock Returns
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Abstract:
political cycles, presidential puzzle, risk aversion
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1,701
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Citation
12
Journal of Financial Economics (JFE), Forthcoming, Chicago Booth Research Paper No. 20-10, Fama-Miller Working Paper , Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 55
Posted: 02 Aug 2017
Last Revised: 12 Aug 2020
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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1,670
(12,510)
Abstract:
fund tradeoffs, fund characteristics, portfolio liquidity, diversification
NBER Working Paper No. w23670
Number of pages: 55
Posted: 17 Aug 2017
Last Revised: 06 Mar 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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29
(585,040)
Abstract:
CEPR Discussion Paper No. DP12195
Number of pages: 49
Posted: 11 Aug 2017
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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1
(813,745)
Portfolio Liquidity and Diversification: Theory and Evidence
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Abstract:
Diversification, Mutual funds, portfolio liquidity
CEPR Discussion Paper No. DP12513
Number of pages: 44
Posted: 19 Dec 2017
Last Revised: 22 Oct 2018
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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1
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Fund Tradeoffs
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Diversification, Mutual funds, portfolio liquidity
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1,563
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Citation
122
Number of pages: 60
Posted: 20 Aug 2004
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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1,487
(15,021)
Abstract:
NBER Working Paper No. w10581
Number of pages: 52
Posted: 06 Jul 2004
Last Revised: 31 May 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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59
(441,639)
Abstract:
Number of pages: 53
Posted: 12 Aug 2004
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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17
(672,441)
Was There a NASDAQ Bubble in the Late 1990s?
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Abstract:
Bubble, valuation, uncertainty
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1,360
( 17,620)
Citation
261
Number of pages: 60
Posted: 11 Mar 2002
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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1,241
(19,807)
Abstract:
NBER Working Paper No. w8991
Number of pages: 49
Posted: 13 Jun 2002
Last Revised: 28 Jul 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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88
(352,442)
Abstract:
Number of pages: 50
Posted: 29 Jul 2002
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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31
(572,548)
Stock Valuation and Learning About Profitability
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Abstract:
Valuation, learning, uncertainty, profitability, market to book
Posted: 14 Oct 2003
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Abstract:
Number of pages: 37
Posted: 20 Sep 2001
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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1,356
(17,702)
Abstract:
mutual funds, portfolio selection
Downloads
1,205
( 21,105)
Citation
2
Chicago Booth Research Paper No. 19-13, Fama-Miller Working Paper
Number of pages: 25
Posted: 15 Apr 2019
Last Revised: 10 May 2019
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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1,174
(21,577)
Abstract:
liquidity, liquidity risk, liquidity factor, liquidity beta
NBER Working Paper No. w25774
Number of pages: 23
Posted: 30 Apr 2019
Last Revised: 05 Jun 2021
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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29
(585,040)
Abstract:
CEPR Discussion Paper No. DP13680
Number of pages: 28
Posted: 24 Apr 2019
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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2
(800,503)
Liquidity Risk after 20 Years
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Abstract:
liquidity, liquidity beta, liquidity factor, liquidity risk
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1,153
( 22,527)
Citation
8
Chicago Booth Research Paper No. 20-11, Fama-Miller Working Paper
Number of pages: 58
Posted: 01 Aug 2018
Last Revised: 05 Dec 2020
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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1,133
(22,715)
Abstract:
inequality, populism, globalization, Brexit, Trump
NBER Working Paper No. w24900
Number of pages: 56
Posted: 22 Aug 2018
Last Revised: 16 Jul 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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19
(656,963)
Abstract:
CEPR Discussion Paper No. DP13107
Number of pages: 58
Posted: 21 Aug 2018
Last Revised: 28 May 2020
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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1
(813,745)
Inequality Aversion, Populism, and the Backlash Against Globalization
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Abstract:
Brexit, Globalization, inequality, populism, Trump
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1,143
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Citation
2
Number of pages: 59
Posted: 13 Aug 2003
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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1,073
(24,586)
Abstract:
NBER Working Paper No. w9858
Number of pages: 60
Posted: 23 Jul 2003
Last Revised: 10 Jun 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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50
(477,181)
Abstract:
Number of pages: 61
Posted: 19 Sep 2003
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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20
(649,269)
Stock Prices and IPO Waves
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1,124
( 23,371)
Citation
59
Number of pages: 43
Posted: 27 Aug 1998
University of Pennsylvania - The Wharton School, Finance Department and University of Chicago - Booth School of Business
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1,021
(26,477)
Abstract:
NBER Working Paper No. w7162
Number of pages: 41
Posted: 12 Jul 2000
Last Revised: 29 Jul 2021
University of Pennsylvania - The Wharton School, Finance Department and University of Chicago - Booth School of Business
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103
(318,027)
Abstract:
Downloads
1,098
( 24,235)
Citation
8
Chicago Booth Research Paper No. 20-18, Fama-Miller Working Paper
Number of pages: 49
Posted: 10 Jul 2020
Last Revised: 14 Aug 2020
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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870
(33,246)
Abstract:
COVID-19, mutual funds, sustainability
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-96
Number of pages: 40
Posted: 10 Jul 2020
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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134
(262,700)
Abstract:
NBER Working Paper No. w27551
Number of pages: 50
Posted: 24 Jul 2020
Last Revised: 27 Jun 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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92
(342,494)
Abstract:
CEPR Discussion Paper No. DP15033
Number of pages: 42
Posted: 28 Jul 2020
Last Revised: 26 Aug 2020
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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2
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Mutual Fund Performance and Flows During the COVID-19 Crisis
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Abstract:
COVID-19, Mutual funds, sustainability
Journal of Finance, forthcoming.
Number of pages: 49
Posted: 13 Feb 2009
Lubos Pastor
University of Chicago - Booth School of Business
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1,079
(24,811)
Abstract:
portfolio choice, Bayesian, asset pricing, CAPM
Downloads
1,028
( 26,614)
Citation
24
Number of pages: 44
Posted: 27 Feb 2001
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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1,028
(26,224)
Abstract:
Performance evaluation; Mutual funds; Bayesian analysis
Posted: 02 Oct 2001
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Abstract:
performance evaluation, mutual funds, Bayesian analysis
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Number of pages: 54
Posted: 13 Jun 2000
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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Abstract:
NBER Working Paper No. w7779
Number of pages: 54
Posted: 20 Jul 2000
Last Revised: 14 Sep 2001
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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Abstract:
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Citation
5
Number of pages: 40
Posted: 28 Sep 2020
Last Revised: 08 Apr 2021
National Bank of Slovakia, European Central Bank, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
economic research, quantitative easing, QE, central bank, career concerns
Chicago Booth Research Paper No. 20-31, Fama-Miller Working Paper
Number of pages: 40
Posted: 17 Sep 2020
Last Revised: 05 Feb 2021
National Bank of Slovakia, European Central Bank, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
economic research, quantitative easing, QE, central bank, career concerns
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-128
Number of pages: 40
Posted: 16 Sep 2020
Last Revised: 05 Feb 2021
National Bank of Slovakia, European Central Bank, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
economic research, quantitative easing, QE, central bank, career concerns
Number of pages: 40
Posted: 19 Mar 2021
National Bank of Slovakia, European Central Bank, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
economic research, quantitative easing, QE, central bank, career concerns
NBER Working Paper No. w27849
Number of pages: 41
Posted: 28 Sep 2020
Last Revised: 02 Aug 2021
National Bank of Slovakia, European Central Bank, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Fifty Shades of QE: Comparing Findings of Central Bankers and Academics
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CEPR Discussion Paper No. DP15449
Number of pages: 43
Posted: 02 Dec 2020
Last Revised: 14 May 2021
National Bank of Slovakia, European Central Bank, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Fifty Shades of QE: Comparing Findings of Central Bankers and Academics
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Citation
49
CRSP Working Paper No. 616
Number of pages: 47
Posted: 19 Feb 2007
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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Abstract:
Number of pages: 46
Posted: 17 Dec 2006
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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Abstract:
learning, IPO, diversification, profitability
NBER Working Paper No. w12792
Number of pages: 47
Posted: 24 Dec 2006
Last Revised: 16 Jun 2021
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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Abstract:
CEPR Discussion Paper No. 6061
Number of pages: 49
Posted: 28 Jun 2007
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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Entrepreneurial Learning, IPO Decision, and the Post-IPO Drop in Firm Profitability
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Diversification, IPO, Learning
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Citation
150
CRSP Working Paper No. 607
Number of pages: 44
Posted: 04 Jan 2006
University of Chicago - Booth School of Business, Cornerstone Research and LSV Asset Management
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Abstract:
risk-return tradeoff, implied cost of capital, international integration
NBER Working Paper No. w11941
Number of pages: 56
Posted: 13 Apr 2006
Last Revised: 19 Aug 2010
University of Chicago - Booth School of Business, Cornerstone Research and LSV Asset Management
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Abstract:
CEPR Discussion Paper No. 5462
Number of pages: 58
Posted: 27 Apr 2006
University of Chicago - Booth School of Business, Cornerstone Research and LSV Asset Management
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Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
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Implied cost of capital, risk-return tradeoff, international integration
Rodney L. White Center Working Paper Series #8-97
Number of pages: 47
Posted: 20 Oct 1997
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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Abstract:
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Citation
1
Number of pages: 42
Posted: 11 Jun 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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Abstract:
sustainable investing, ESG, green factor, greenium
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-70
Number of pages: 43
Posted: 18 Jun 2021
Last Revised: 21 Jun 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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Abstract:
Sustainable investing, ESG, environment, climate change, green bonds
NBER Working Paper No. w28940
Number of pages: 43
Posted: 21 Jun 2021
Last Revised: 30 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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Dissecting Green Returns
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CEPR Discussion Paper No. DP16260
Number of pages: 45
Posted: 14 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
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Dissecting Green Returns
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Citation
89
Number of pages: 40
Posted: 27 Oct 1998
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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Abstract:
NBER Working Paper No. w7778
Number of pages: 39
Posted: 25 Jul 2000
Last Revised: 14 Sep 2001
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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71
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Abstract:
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Citation
4
Number of pages: 39
Posted: 17 Oct 2015
Last Revised: 09 May 2017
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
inequality, redistribution, taxation, asset pricing, entrepreneurship, heterogeneous agents, incomplete markets
Chicago Booth Research Paper No. 15-46, Fama-Miller Working Paper
Number of pages: 50
Posted: 18 Oct 2015
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
Number of pages: 49
Posted: 18 Nov 2015
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
inequality, taxation
NBER Working Paper No. w21668
Number of pages: 40
Posted: 26 Oct 2015
Last Revised: 17 Mar 2021
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
CEPR Discussion Paper No. DP10899
Number of pages: 51
Posted: 28 Oct 2015
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Income Inequality and Asset Prices Under Redistributive Taxation
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asset pricing, entrepreneurship, inequality, redistribution, taxation
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2
Number of pages: 26
Posted: 04 Mar 2018
Imperial College London and University of Chicago - Booth School of Business
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Abstract:
Capital Markets Union
CEPR Discussion Paper No. DP12761
Number of pages: 29
Posted: 06 Mar 2018
Imperial College London and University of Chicago - Booth School of Business
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The Capital Markets Union: Key Challenges
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Capital Markets Union
Critical Finance Review, Forthcoming
Number of pages: 4
Posted: 18 Jan 2014
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
Number of pages: 51
Posted: 09 Nov 2011
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
IPO, waves
NBER Working Paper No. w7284
Number of pages: 50
Posted: 05 May 2000
Last Revised: 29 May 2021
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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Abstract:
NBER Working Paper No. w6490
Number of pages: 63
Posted: 04 Aug 2000
Last Revised: 28 Mar 2021
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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Abstract:
Number of pages: 21
Posted: 16 Jul 2021
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Queensland
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Abstract:
returns to scale, diseconomies of scale, active management, robust regression
Posted: 22 Jul 2003
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Abstract:
