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 measure of stock market integration for developed and emerging markets 8 19 73 1,008 17 48 151 2,300
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 0 9 146
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 2 10 62 572
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 0 12 183
Risk and Return in an Equilibrium APT 0 0 0 4 22 52 178 696
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 5 14 43 685
The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence 3 5 17 56 6 9 38 134
Understanding Stock Price Behavior around the Time of Equity Issues 8 14 48 203 15 36 149 636
Total Working Papers 19 38 138 1,334 67 169 642 5,352


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 8 20 136 922
A Test for the Number of Factors in an Approximate Factor Model 6 7 48 246 9 15 87 529
Are Momentum Profits Robust to Trading Costs? 2 4 18 91 2 5 32 181
Assessing the Market Timing Performance of Managed Portfolios 5 11 39 346 10 28 121 911
Capital structure choice: macroeconomic conditions and financial constraints 9 18 71 281 21 40 137 528
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 1 5 25 517 2 13 62 1,789
Equity Issues with Time-Varying Asymmetric Information 3 5 11 11 7 11 19 19
Equity risk premia and the pricing of foreign exchange risk 1 2 14 56 5 9 33 132
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 2 4 11 391
Performance measurement with the arbitrage pricing theory: A new framework for analysis 14 42 219 521 35 92 412 991
Pricing the commonality across alternative measures of liquidity 7 8 29 73 11 19 59 143
Risk and return in an equilibrium APT: Application of a new test methodology 13 29 119 378 20 50 179 601
The Effect of Information Releases on the Pricing and Timing of Equity Issues 2 3 22 118 7 9 54 381
The Pricing of Forward Contracts for Foreign Exchange 1 5 42 222 10 24 155 676
The common and specific components of dynamic volatility 2 3 14 41 3 4 29 90
Total Journal Articles 66 142 671 2,905 152 343 1,526 8,284


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Understanding Stock Price Behavior around the Time of Equity Issues 5 7 11 11 11 20 28 28
Total Chapters 5 7 11 11 11 20 28 28


Statistics updated 2009-11-04