Access Statistics for Robert Korajczyk

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Performance Comparison of Large-n Factor Estimators 0 0 1 28 0 1 10 146
A measure of stock market integration for developed and emerging markets 0 0 0 1,268 0 3 28 2,989
An Intangibles-Adjusted Profitability Factor 0 0 1 19 0 3 19 56
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 0 11 216
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 3 7 25 872
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 1 11 284
Intraday Patterns in the Cross-section of Stock Returns 0 1 4 121 7 18 65 378
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 27 0 3 20 171
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Risk and Return in an Equilibrium APT 0 0 0 4 0 0 8 1,048
Semi-strong factors in asset returns 0 0 2 33 0 0 17 177
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 0 5 803
The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence 0 1 1 105 0 3 17 281
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 0 314 0 1 12 1,113
Total Working Papers 0 2 11 2,042 17 63 402 9,206
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Measure of Stock Market Integration for Developed and Emerging Markets 0 0 0 4 0 1 15 1,280
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 1 11 38
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 1 7 55
A Test for the Number of Factors in an Approximate Factor Model 0 2 2 495 1 5 25 1,161
Arbitrage Portfolios 0 0 1 37 1 2 11 123
Are You Trading Predictably? 0 0 0 0 0 0 3 3
Assessing the Market Timing Performance of Managed Portfolios 0 0 0 530 0 1 17 1,464
Capital structure choice: macroeconomic conditions and financial constraints 2 5 8 1,370 3 13 51 3,172
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 585 1 1 19 2,097
Equity Issues with Time-Varying Asymmetric Information 0 0 1 106 0 0 4 243
Equity risk premia and the pricing of foreign exchange risk 0 0 0 96 0 0 9 233
High-Frequency Market Making to Large Institutional Trades 0 0 2 38 1 11 31 123
Horizon Pricing 0 0 1 14 2 2 11 85
Intraday Patterns in the Cross‐section of Stock Returns 2 2 6 81 18 48 104 442
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 0 1 8 450
Large Sample Estimators of the Stochastic Discount Factor* 0 0 0 0 0 0 4 7
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 0 33 0 1 4 82
Nonstandard Errors 1 2 8 46 5 9 53 185
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 2 13 1,341 1 5 43 2,578
Predicting Equity Liquidity 0 0 0 25 1 2 9 141
Pricing the commonality across alternative measures of liquidity 0 0 2 426 0 3 13 1,011
Risk and return in an equilibrium APT: Application of a new test methodology 2 6 12 922 5 12 54 1,750
Semi-Strong Factors in Asset Returns* 0 0 2 5 1 6 16 25
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 0 170 0 0 14 600
The Pricing of Forward Contracts for Foreign Exchange 0 0 1 304 1 3 15 1,001
The common and specific components of dynamic volatility 0 0 0 114 0 1 15 330
Total Journal Articles 8 19 60 6,759 41 129 566 18,679

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Portfolio Risk Analysis 0 0 0 0 2 3 29 229
Total Books 0 0 0 0 2 3 29 229

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 0 1 11 33
Understanding Stock Price Behavior around the Time of Equity Issues 0 1 2 89 0 2 21 378
Total Chapters 0 1 2 92 0 3 32 411

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Statistics updated 2026-08-07