CRSP working papers

From Center for Research in Security Prices, Graduate School of Business, University of Chicago
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482: Bankers on Boards: Monitoring, Financing, and Conflicts of Interest

Randall S. Kroszner and Philip E. Strahan

481: Is it Better to Forgive than to Receive? Repudiation of the Gold Indexation Clause in Long-Term Debt During the Great Depression

Randall S. Kroszner

480: Do Industries Explain Momentum?

Tobias J. Moskowitz and Mark Grinblatt

479: A Frictionless View of U.S. Inflation

John Cochrane

478: Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level

John Cochrane

477: Bureaucracy as a Mechanism to Generate Information

Walter Novaes and Luigi Zingales

476: Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking

Douglas Diamond and Raghuram Rajan

475: Uninformed Trading in the Stock Market

Gadi Barlevy and Pietro Veronesi

474: Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

Peitro Veronesi

473: Testimony of Randall S. Kroszner Before the Committee on Banking and Financial Services, U.S. House of Representatives, April 29, 1998

Randall S. Kroszner

472: On the Political Economy of Banking and Financial Regulatory Reform in Emerging Markets

Randall S. Kroszner

471: Characteristics, Covariances, and Average Returns: 1929-1997

James Davis, Eugene Fama and Kenneth French

470: Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model

Jeffrey R. Russell and Robert Engle

469: The Corporate Cost of Capital and the Return on Corporate Investment

Eugene Fama and Kenneth French

466: Efficiency and Distribution in Financial Restructuring: The Case of the Ferruzzi Group

Alessandro Penati and Luigi Zingales

465: Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services', Political Action Committees

Randall S. Kroszner and Thomas Stratmann

464: The Past and Future of Commercial Banking Viewed Through an Incomplete Contract Lens

Raghuram Rajan

463: The Cost of Diversity: The Diversification Discount and Inefficient Investment

Raghuram Rajan, Henri Servaes and Luigi Zingales

462: How Does Information Quality Affect Stock Returns?

Pietro Veronesi

461: Were the Good Old Days That Good? Changes in Managerial Stock Ownership Since the Great Depression

Clifford G. Holderness, Randall S. Kroszner and Dennis P. Sheehan

460: What Drives Deregulation? Economics and Politics of the Relaxation of Bank Branching Restrictions," previously titled

Randall S. Kroszner and Philip E. Strahan

459: Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests

Per Stromberg

458: Why do Stocks Split? The Optimal Tick Size and Preferred Price Range Hypotheses

Paul Schultz

457: Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."

George Constantinides, John B. Donaldson and Rajnish Mehra

456: Forecasting Profitability and Earnings

Eugene Fama and Kenneth French

455: Do Changes in Dividends Signal the Future or the Past?

Shlomo Benartzi, Roni Michaely and Richard Thaler

453: Managerial Decisions and Long-Term Stock Price Performance

Mark Mitchell and Erik Stafford

452: Capital Budgeting and Delegation

Milton Harris and Artur Raviv

451: Financial Constraints and Stock Returns."

Owen Lamont, Christopher Polk and Jesus Saa-Requejo

450: A Clinical Exploration of Value Creation and Destruction in Acquisitions: Organizational Design, Incentives, and Internal Capital Markets

Steven Kaplan, Mark Mitchell and Karen H. Wruck

449: Value Versus Growth: The International Evidence

Eugene Fama and Kenneth French

448: Market Efficiency, Long-Term Returns, and Behavioral Finance

Eugene Fama

447: Determining the Number of Priced State Variables in the ICAPM

Eugene Fama

430: Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets

John Cochrane and Jesús Saá-Requejo

423: The Tyranny of Inequality

Raghuram Rajan and Luigi Zingales

412: By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

John Campbell and John Cochrane

363: A Theory of Bank Capital

Douglas Diamond and Raghuram Rajan

362: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

A. Craig MacKINLAY and Lubos Pastor

361: How Does Information Quality Affect Stock Returns?

Pietro Veronesi

360: Information Acquisition in Financial Markets

Gadi Barlevy and Pietro Veronesi

359: Characteristics, Covariances, and Average Returns: 1929 to 1997

James L. Davis, Eugene Fama and Kenneth French

358: Forecasting Profitability and Earnings

Eugene Fama and Kenneth French

357: The Cost of Diversity: The Diversification Discount and Inefficient Investment

Raghuram Rajan, Henri Servaes and Luigi Zingales

356: Portfolio Selection and Asset Pricing Models

Lubos Pastor

355: The Corporate Cost of Capital and the Return on Corporate Investment

Eugene Fama and Kenneth French

354: Home Bias at Home: Local Equity Preference in Domestic Portfolios

Joshua D. Coval and Tobias J. Moskowitz

353: Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

Pietro Veronesi

352: Do Industries Explain Momentum?

Tobias J. Moskowitz and Mark Grinblatt

351: A Model of Investment Sentiment

Nicholas Barberis, Andrei Shleifer and Robert Vishny

350: The Political Economy of Banking and Financial Regulatory Reform in Emerging Markets

Randall S. Kroszner