CRSP working papers
From Center for Research in Security Prices, Graduate School of Business, University of Chicago
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- 532: Investing in Equity Mutual Funds
- Lubos Pastor and Robert Stambaugh
- 531: Liquidity Risk and Expected Stock Returns
- Lubos Pastor and Robert Stambaugh
- 530: Newly Listed Firms: Fundamentals, Survival Rates, and Returns
- Eugene Fama and Kenneth French
- 529: Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”
- Pietro Veronesi
- 528: Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs
- Owen Lamont and Richard Thaler
- 527: Mutual Fund Performance and Seemingly Unrelated Assets.”
- Lubos Pastor and Robert Stambaugh
- 526: The Great Reversals: The Politics of Financial Development in the 20th Century
- Raghuram Rajan and Luigi Zingales
- 525: The Influence of the Financial Revolution on the Nature of Firms
- Raghuram Rajan and Luigi Zingales
- 524: The Private Equity Premium Puzzle
- Tobias J. Moskowitz and Annette Vissing-Jorgensen
- 523: Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice
- Steven Davis and Paul Willen
- 522: The Equity Premium."
- Eugene Fama, F. and Kenneth French
- 521: Does Diversification Destroy Value? Evidence from Industry Shocks."
- Owen Lamont and Christopher Polk
- 520: Labor Income and Predictable Stock Returns
- Tano Santos and Pietro Veronesi
- 519: The Equity Premium and Structural Breaks
- Lubos Pastor and Robert Stambaugh
- 518: Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications."
- Douglas Diamond and Raghuram Rajan
- 517: Brokerage, Intermediation, and Agency: The Financing and Pricing of Commercial Properties
- Mark J. Garmaise and Tobias J. Moskowitz
- 516: Evaluating and Investing in Equity Mutual Funds
- Lubos Pastor and Robert Stambaugh
- 515: In Search of New Foundations
- Luigi Zingales
- 514: Competition Among Exchanges
- Tano Santos and Jose Scheinkman
- 513: Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts
- Steven Kaplan and Per Stromberg
- 512: Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms
- Randall S. Kroszner and Philip E. Strahan
- 511: The Role of Social Capital in Financial Development
- Luigi Guiso, Paola Sapienza and Luigi Zingales
- 510: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
- A. Craig MacKINLAY and Lubos Pastor
- 509: Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."
- Eugene Fama and Kenneth French
- 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
- Pietro Veronesi and Francis Yared
- 507: Confronting Information Asymmetries: Evidence from Real Estate Markets
- Mark J. Garmaise and Tobias J. Moskowitz
- 506: Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”
- Eugene Fama and Kenneth French
- 505: Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
- Alon Brav, George Constantinides and Christopher Geczy
- 504: The Diversification Discount: Cash Flows vs. Returns."
- Owen Lamont and Christopher Polk
- 503: The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
- Mark Grinblatt and Tobias J. Moskowitz
- 502: The Geography of Investment: Informed Trading and Asset Prices."
- Joshua D. Coval and Tobias J. Moskowitz
- 501: Home Bias at Home: Local Equity Preference in Domestic Portfolios
- Joshua D. Coval and Tobias J. Moskowitz
- 500: An Analysis of
- Tobias J. Moskowitz
- 499: Organization Design
- Milton Harris and Artur Raviv
- 498: Portfolio Selection and Asset Pricing Models
- Lubos Pastor
- 497: Comparing Asset Pricing Models: An Investment Perspective
- Lubos Pastor and Robert Stambaugh
- 496: What Determines Firm Size?
- Krishna Kumar, Raghuram Rajan and Luigi Zingales
- 495: Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."
- George Constantinides and Thaleia Zariphopoulou
- 494: Prospect Theory and Asset Prices
- Nicholas Barberis, Ming Huang and Tano Santos
- 493: Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations
- Randall S. Kroszner
- 492: Is the Financial System Politically Independent? Perspectives on the Political Economy of Banking and Financial Regulation
- Randall S. Kroszner
- 491: Portfolio Advice for a Multifactor World
- John Cochrane
- 490: New Facts in Finance
- John Cochrane
- 489: Economic Tracking Portfolios."
- Owen Lamont
- 488: Investment Plans and Stock Returns."
- Owen Lamont
- 487: The Governance of the New Enterprise
- Raghuram Rajan and Luigi Zingales
- 486: Which Capitalism? Lessons from the East Asian Crisis
- Raghuram Rajan and Luigi Zingales
- 485: Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
- Alexander David and Pietro Veronesi
- 484: Information Acquisition in Financial Markets
- Gadi Barlevy and Pietro Veronesi
- 483: Rational Panics and Stock Market Crashes
- Gadi Barlevy and Pietro Veronesi