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Center for Research in Security Prices, Graduate School of Business, University of Chicago

CRSP working papers

Contact information of Center for Research in Security Prices, Graduate School of Business, University of Chicago:
Postal: 725 South Wells Street, Suite 800, Chicago, Illinois 60607-4501
Phone: 773.702.7467
Fax: 773.702.3036
Email:
Web page: http://gsbwww.uchicago.edu/fac/finance/papers/
More information through EDIRC

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:wop:chispw

2001

526 The Great Reversals: The Politics of Financial Development in the 20th Century
by Raghuram G. Rajan & Luigi Zingales [Downloadable!]
525 The Influence of the Financial Revolution on the Nature of Firms
by Raghuram G. Rajan & Luigi Zingales [Downloadable!]

2000

524 The Private Equity Premium Puzzle
by Tobias J. Moskowitz & Annette Vissing-Jorgensen [Downloadable!]
523 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice
by Steven J. Davis & Paul Willen [Downloadable!]
520 Labor Income and Predictable Stock Returns
by Tano Santos & Pietro Veronesi [Downloadable!]
519 The Equity Premium and Structural Breaks
by Luboš Pástor & Robert F. Stambaugh [Downloadable!]
517 Brokerage, Intermediation, and Agency: The Financing and Pricing of Commercial Properties
by Mark J. Garmaise & Tobias J. Moskowitz [Downloadable!]
515 In Search of New Foundations
by Luigi Zingales [Downloadable!]
514 Competition Among Exchanges
by Tano Santos & José A. Scheinkman [Downloadable!]
513 Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts
by Steven N. Kaplan & Per Strömberg [Downloadable!]
512 Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms
by Randall S. Kroszner & Philip E. Strahan [Downloadable!]
511 The Role of Social Capital in Financial Development
by Luigi Guiso & Paola Sapienza & Luigi Zingales [Downloadable!]
483 Rational Panics and Stock Market Crashes
by Gadi Barlevy & Pietro Veronesi [Downloadable!]

1999

508 Short and Long Horizon Term and Inflation Risk Premia in the US Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices under Regime Shifts
by Pietro Veronesi & Francis Yared [Downloadable!]
507 Confronting Information Asymmetries: Evidence from Real Estate Markets
by Mark J. Garmaise & Tobias J. Moskowitz [Downloadable!]
505 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
by Alon Brav & George M. Constantinides & Christopher C. Geczy [Downloadable!]
499 Organization Design
by Milton Harris & Artur Raviv [Downloadable!]
497 Comparing Asset Pricing Models: An Investment Perspective
by Luboš Pástor & Robert F. Stambaugh [Downloadable!]
493 Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations
by Randall S. Kroszner [Downloadable!]
492 Is the Financial System Politically Independent? Perspectives on the Political Economy of Banking and Financial Regulation
by Randall S. Kroszner [Downloadable!]
491 Portfolio Advice for a Multifactor World
by John H. Cochrane [Downloadable!]
490 New Facts in Finance
by John H. Cochrane [Downloadable!]
423 The Tyranny of Inequality
by Raghuram G. Rajan & Luigi Zingales [Downloadable!]

1998

487 The Governance of the New Enterprise
by Raghuram G. Rajan & Luigi Zingales [Downloadable!]
486 Which Capitalism? Lessons from the East Asian Crisis
by Raghuram G. Rajan & Luigi Zingales [Downloadable!]
485 Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
by Alexander David & Pietro Veronesi [Downloadable!]
482 Bankers on Boards: Monitoring, Financing, and Conflicts of Interest
by Randall S. Kroszner & Philip E. Strahan [Downloadable!]
481 Is it Better to Forgive than to Receive? Repudiation of the Gold Indexation Clause in Long-Term Debt During the Great Depression
by Randall S. Kroszner [Downloadable!]
479 A Frictionless View of U.S. Inflation
by John H. Cochrane [Downloadable!]
478 Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level
by John H. Cochrane [Downloadable!]
477 Bureaucracy as a Mechanism to Generate Information
by Walter Novaes & Luigi Zingales [Downloadable!]
470 Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model
by Jeffrey R. Russell & Robert F. Engle [Downloadable!]
430 Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
by John H. Cochrane & Jesús Saá-Requejo [Downloadable!]
349 Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services' Political Action Committees
by Randall S. Kroszner & Thomas Stratmann
339 The Paradox of Liquidity
by Stewart C. Myers & Raghuram G. Rajan

1997

466 Efficiency and Distribution in Financial Restructuring: The Case of the Ferruzzi Group
by Alessandro Penati & Luigi Zingales [Downloadable!]
460 What Drives Deregulation? Economics and Politics of the Relaxation of Bank Branching Restrictions," previously titled
by Randall S. Kroszner & Philip E. Strahan [Downloadable!]
458 Why do Stocks Split? The Optimal Tick Size and Preferred Price Range Hypotheses
by Paul Schultz
455 Do Changes in Dividends Signal the Future or the Past?
by Shlomo Benartzi & Roni Michaely & Richard Thaler
453 Managerial Decisions and Long-Term Stock Price Performance
by Mark L. Mitchell & Erik Stafford [Downloadable!]
452 Capital Budgeting and Delegation
by Milton Harris & Artur Raviv
450 A Clinical Exploration of Value Creation and Destruction in Acquisitions: Organizational Design, Incentives, and Internal Capital Markets
by Steven N. Kaplan & Mark L. Mitchell & Karen H. Wruck [Downloadable!]

1994

412 By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
by John Y. Campbell & John H. Cochrane [Downloadable!]

Undated

532 Investing in Equity Mutual Funds
by Luboš Pástor & Robert F. Stambaugh [Downloadable!]
531 Liquidity Risk and Expected Stock Returns
by Luboš Pástor & Robert F. Stambaugh [Downloadable!]
530 Newly Listed Firms: Fundamentals, Survival Rates, and Returns
by Eugene F. Fama & Kenneth R. French [Downloadable!]
529 Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”
by Pietro Veronesi [Downloadable!]
528 Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs
by Owen A. Lamont & Richard H. Thaler [Downloadable!]
527 Mutual Fund Performance and Seemingly Unrelated Assets.”
by Luboš Pástor & Robert F. Stambaugh
522 The Equity Premium."
by Eugene Fama & F. & Kenneth R. French
521 Does Diversification Destroy Value? Evidence from Industry Shocks."
by Owen A. Lamont & Christopher Polk
518 Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications."
by Douglas W. Diamond & Raghuram G. Rajan
516 Evaluating and Investing in Equity Mutual Funds
by Lubos Pastor & Robert F. Stambaugh [Downloadable!]
510 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
by A. CRAIG MacKINLAY & LUBOŠ PÁSTOR
509 Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."
by Eugene F. Fama & Kenneth R. French
506 Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”
by Eugene F. Fama & Kenneth R. French
504 The Diversification Discount: Cash Flows vs. Returns."
by Owen Lamont & Christopher Polk
503 The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
by Mark Grinblatt & Tobias J. Moskowitz [Downloadable!]
502 The Geography of Investment: Informed Trading and Asset Prices."
by Joshua D. Coval & Tobias J. Moskowitz
501 Home Bias at Home: Local Equity Preference in Domestic Portfolios
by Joshua D. Coval & Tobias J. Moskowitz
500 An Analysis of
by Tobias J. Moskowitz
498 Portfolio Selection and Asset Pricing Models
by Lubo Pástor
496 What Determines Firm Size?
by Krishna B. Kumar & Raghuram G. Rajan & Luigi Zingales [Downloadable!]
495 Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."
by George M. Constantinides & Thaleia Zariphopoulou
494 Prospect Theory and Asset Prices
by Nicholas Barberis & Ming Huang & Tano Santos
489 Economic Tracking Portfolios."
by Owen Lamont
488 Investment Plans and Stock Returns."
by Owen Lamont
484 Information Acquisition in Financial Markets
by Gadi Barlevy & Pietro Veronesi
480 Do Industries Explain Momentum?
by Tobias J. Moskowitz & Mark Grinblatt
476 Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking
by Douglas W. Diamond & Raghuram G. Rajan
475 Uninformed Trading in the Stock Market
by Gadi Barlevy & Pietro Veronesi
474 Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model
by Peitro Veronesi
473 Testimony of Randall S. Kroszner Before the Committee on Banking and Financial Services, U.S. House of Representatives, April 29, 1998
by Randall S. Kroszner [Downloadable!]
472 On the Political Economy of Banking and Financial Regulatory Reform in Emerging Markets
by Randall S. Kroszner
471 Characteristics, Covariances, and Average Returns: 1929-1997
by James Davis & Eugene F. Fama & Kenneth R. French
469 The Corporate Cost of Capital and the Return on Corporate Investment
by Eugene F. Fama & Kenneth R. French
465 Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services', Political Action Committees
by Randall S. Kroszner & Thomas Stratmann
464 The Past and Future of Commercial Banking Viewed Through an Incomplete Contract Lens
by Raghuram G. Rajan
463 The Cost of Diversity: The Diversification Discount and Inefficient Investment
by Raghuram Rajan & Henry Servaes & Luigi Zingales
462 How Does Information Quality Affect Stock Returns?
by Pietro Veronesi
461 Were the Good Old Days That Good? Changes in Managerial Stock Ownership Since the Great Depression
by Clifford G. Holderness & Randall S. Kroszner & Dennis P. Sheehan
459 Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests
by Per Stromberg [Downloadable!]
457 Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."
by George M. Constantinides & John B. Donaldson & Rajnish Mehra
456 Forecasting Profitability and Earnings
by Eugene F. Fama & Kenneth R. French
451 Financial Constraints and Stock Returns."
by Owen Lamont & Christopher Polk & Jesus Saa-Requejo
449 Value Versus Growth: The International Evidence
by Eugene F. Fama & Kenneth R. French
448 Market Efficiency, Long-Term Returns, and Behavioral Finance
by Eugene F Fama
447 Determining the Number of Priced State Variables in the ICAPM
by Eugene F. Fama
363 A Theory of Bank Capital
by Douglas W. Diamond & Raghuram G. Rajan
362 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
by A. CRAIG MacKINLAY & LUBOŠ PÁSTOR
361 How Does Information Quality Affect Stock Returns?
by Pietro Veronesi
360 Information Acquisition in Financial Markets
by Gadi Barlevy & Pietro Veronesi
359 Characteristics, Covariances, and Average Returns: 1929 to 1997
by James L. Davis & Eugene F. Fama & Kenneth R. French
358 Forecasting Profitability and Earnings
by Eugene F. Fama & Kenneth R. French
357 The Cost of Diversity: The Diversification Discount and Inefficient Investment
by Raghuram Rajan & Henri Servaes & Luigi Zingales
356 Portfolio Selection and Asset Pricing Models
by Lubo Pástor
355 The Corporate Cost of Capital and the Return on Corporate Investment
by Eugene F. Fama & Kenneth R. French
354 Home Bias at Home: Local Equity Preference in Domestic Portfolios
by Joshua D. Coval & Tobias J. Moskowitz
353 Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model
by Pietro Veronesi
352 Do Industries Explain Momentum?
by Tobias J. Moskowitz & Mark Grinblatt
351 A Model of Investment Sentiment
by Nicholas Barberis & Andrei Shleifer & Robert Vishny
350 The Political Economy of Banking and Financial Regulatory Reform in Emerging Markets
by Randall S. Kroszner
348 Were the Good Old Days That Good? Changes in Managerial Stock Ownership Since the Great Depression
by Clifford G. Holderness & Randall S. Kroszner & Dennis P. Sheehan
347 Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
by George M. Constantinides & Thaleia Zariphopoulou
346 Investor Reaction to Salient News in Closed-End Country Funds
by Peter Klibanoff & Owen Lamont & Thierry A. Wizman
345 Earnings and Expected Returns
by Owen Lamont
344 Financial Dependence and Growth
by Raghuram G. Rajan & Luigi Zingales
343 Capital Budgeting and Delegation
by Milton Harris & Artur Raviv
342 Rethinking Bank Regulation: A Review of the Historical Evidence
by Randall Kroszner
341 Value versus Growth: The International Evidence
by Eugene F. Fama & Kenneth R. French
340 Market Efficiency, Long-term Returns, and Behavioral Finance
by Eugene F. Fama
338 Determining the Number of Priced State Variables in the ICAPM
by Eugene F. Fama
337 The Past and Future of Commercial Banking Viewed through an Incomplete Contract Lens
by Raghuram G. Rajan
336 Survival of the Fittest or the Fattest? Exit and Financing in the Trucking Industry
by Luigi Zingales
335 Power in a Theory of the Firm
by Raghuram G. Rajan & Luigi Zingales
334 Taxes, Financing Decisions, and Firm Value
by Eugene F. Fama & Kenneth R. French
333 Macroeconomic News and Bond Market Volatility
by Charles M. Jones & Owen Lamont & Robin L. Lumsdaine
332 Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
by Yacine Aït-Sahalia & Andrew W. Lo
331 Dynamic Equilibrium and Volatility in Financial Asset Markets
by Yacine Aït-Sahalia
330 Why Do Companies Go Public? An Empirical Analysis
by Marco Pagano & Fabio Panetta & Luigi Zingales
329 How Should Financial Institutions and Markets be Structured? Options for Financial Design
by George G Kaufman & Randall S. Kroszner
328 Global Government Securities Markets: Economics and Politics of Recent Market Microstructure Reforms
by Randall S. Kroszner
327 Do Changes in Dividends Signal the Future or the Past?
by Shlomo Benartzi & Roni Michaely & Richard Thaler
326 Liquidity, Banks and Markets
by Douglas W. Diamond
325 Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act
by Randall S. Kroszner & Raghuram G. Rajan
324 Legal Determinants of External Finance,"
by RAFAEL LaPORTA & FLORENCIO LOPEZ-de-SILANES & ANDREI SHLEIFER & ROBERT W. VISHNY
323 The Future of Futures
by Merton H. Miller
322 Trade Credit: Theories and Evidence
by Mitchell A. Petersen & Raghuram G. Rajan

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