Access Statistics for Robert Korajczyk
Author contact details at EconPapers.
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 |
0 |
4 |
1,265 |
| A Performance Comparison of Large-n Factor Estimators |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
27 |
| A Synthesis of Two Factor Estimation Methods |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
48 |
| A Test for the Number of Factors in an Approximate Factor Model |
0 |
1 |
3 |
493 |
1 |
4 |
13 |
1,136 |
| Arbitrage Portfolios |
1 |
3 |
3 |
36 |
2 |
4 |
8 |
112 |
| Are You Trading Predictably? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Assessing the Market Timing Performance of Managed Portfolios |
0 |
0 |
1 |
530 |
0 |
1 |
6 |
1,447 |
| Capital structure choice: macroeconomic conditions and financial constraints |
1 |
4 |
10 |
1,362 |
3 |
7 |
39 |
3,121 |
| Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? |
0 |
0 |
1 |
584 |
0 |
0 |
4 |
2,078 |
| Equity Issues with Time-Varying Asymmetric Information |
0 |
0 |
0 |
105 |
0 |
1 |
4 |
239 |
| Equity risk premia and the pricing of foreign exchange risk |
0 |
0 |
2 |
96 |
1 |
1 |
5 |
224 |
| High-Frequency Market Making to Large Institutional Trades |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
92 |
| Horizon Pricing |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
74 |
| Intraday Patterns in the Cross‐section of Stock Returns |
1 |
1 |
2 |
75 |
4 |
4 |
9 |
338 |
| Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
442 |
| Large Sample Estimators of the Stochastic Discount Factor* |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
| Market Liquidity: Asset Pricing, Risk, and Crises |
0 |
1 |
1 |
33 |
0 |
1 |
1 |
78 |
| Nonstandard Errors |
0 |
2 |
26 |
38 |
5 |
14 |
102 |
132 |
| Performance measurement with the arbitrage pricing theory: A new framework for analysis |
0 |
1 |
8 |
1,328 |
1 |
5 |
31 |
2,535 |
| Predicting Equity Liquidity |
0 |
0 |
1 |
25 |
0 |
2 |
4 |
132 |
| Pricing the commonality across alternative measures of liquidity |
0 |
0 |
4 |
424 |
1 |
3 |
15 |
998 |
| Risk and return in an equilibrium APT: Application of a new test methodology |
2 |
3 |
12 |
910 |
4 |
7 |
27 |
1,696 |
| Semi-Strong Factors in Asset Returns* |
0 |
0 |
3 |
3 |
0 |
1 |
6 |
9 |
| The Effect of Information Releases on the Pricing and Timing of Equity Issues |
0 |
0 |
2 |
170 |
0 |
0 |
3 |
586 |
| The Pricing of Forward Contracts for Foreign Exchange |
0 |
0 |
0 |
303 |
2 |
3 |
4 |
986 |
| The common and specific components of dynamic volatility |
0 |
0 |
1 |
114 |
0 |
1 |
4 |
315 |
| Total Journal Articles |
5 |
16 |
81 |
6,699 |
24 |
62 |
300 |
18,113 |
| 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 |
1 |
5 |
35 |
200 |
| Total Books |
0 |
0 |
0 |
0 |
1 |
5 |
35 |
200 |
|
|
LogEc is hosted by the
Örebro University School of Business.