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 |
1 |
5 |
1,265 |
| A Performance Comparison of Large-n Factor Estimators |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
26 |
| A Synthesis of Two Factor Estimation Methods |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
48 |
| A Test for the Number of Factors in an Approximate Factor Model |
0 |
0 |
2 |
492 |
1 |
3 |
12 |
1,132 |
| Arbitrage Portfolios |
0 |
0 |
1 |
33 |
1 |
3 |
8 |
108 |
| Are You Trading Predictably? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Assessing the Market Timing Performance of Managed Portfolios |
0 |
1 |
1 |
530 |
0 |
2 |
7 |
1,446 |
| Capital structure choice: macroeconomic conditions and financial constraints |
1 |
1 |
12 |
1,358 |
3 |
6 |
51 |
3,114 |
| Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? |
0 |
0 |
1 |
584 |
0 |
0 |
5 |
2,078 |
| Equity Issues with Time-Varying Asymmetric Information |
0 |
0 |
1 |
105 |
0 |
0 |
4 |
238 |
| Equity risk premia and the pricing of foreign exchange risk |
2 |
2 |
2 |
96 |
2 |
3 |
5 |
223 |
| High-Frequency Market Making to Large Institutional Trades |
0 |
0 |
1 |
36 |
0 |
1 |
3 |
92 |
| Horizon Pricing |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
74 |
| Intraday Patterns in the Cross‐section of Stock Returns |
0 |
0 |
2 |
74 |
0 |
0 |
7 |
334 |
| 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 |
0 |
1 |
1 |
| Market Liquidity: Asset Pricing, Risk, and Crises |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
77 |
| Nonstandard Errors |
5 |
7 |
36 |
36 |
8 |
20 |
118 |
118 |
| Performance measurement with the arbitrage pricing theory: A new framework for analysis |
0 |
1 |
10 |
1,327 |
2 |
3 |
32 |
2,530 |
| Predicting Equity Liquidity |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
130 |
| Pricing the commonality across alternative measures of liquidity |
1 |
1 |
9 |
424 |
2 |
4 |
20 |
995 |
| Risk and return in an equilibrium APT: Application of a new test methodology |
1 |
2 |
15 |
907 |
2 |
7 |
30 |
1,689 |
| Semi-Strong Factors in Asset Returns* |
0 |
0 |
3 |
3 |
1 |
1 |
8 |
8 |
| The Effect of Information Releases on the Pricing and Timing of Equity Issues |
1 |
1 |
2 |
170 |
1 |
1 |
4 |
586 |
| The Pricing of Forward Contracts for Foreign Exchange |
0 |
0 |
1 |
303 |
0 |
0 |
2 |
983 |
| The common and specific components of dynamic volatility |
0 |
1 |
1 |
114 |
0 |
1 |
3 |
314 |
| Total Journal Articles |
11 |
17 |
103 |
6,683 |
24 |
58 |
334 |
18,051 |
| 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 |
3 |
5 |
42 |
195 |
| Total Books |
0 |
0 |
0 |
0 |
3 |
5 |
42 |
195 |
|
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