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 |
2 |
1,265 |
A Performance Comparison of Large-n Factor Estimators |
0 |
0 |
0 |
7 |
0 |
2 |
4 |
29 |
A Synthesis of Two Factor Estimation Methods |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
49 |
A Test for the Number of Factors in an Approximate Factor Model |
0 |
0 |
2 |
493 |
0 |
3 |
12 |
1,138 |
Arbitrage Portfolios |
0 |
1 |
3 |
36 |
0 |
3 |
9 |
113 |
Are You Trading Predictably? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Assessing the Market Timing Performance of Managed Portfolios |
0 |
0 |
1 |
530 |
1 |
1 |
6 |
1,448 |
Capital structure choice: macroeconomic conditions and financial constraints |
0 |
1 |
7 |
1,362 |
2 |
7 |
31 |
3,125 |
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? |
0 |
0 |
1 |
584 |
0 |
1 |
5 |
2,079 |
Equity Issues with Time-Varying Asymmetric Information |
0 |
0 |
0 |
105 |
0 |
0 |
3 |
239 |
Equity risk premia and the pricing of foreign exchange risk |
0 |
0 |
2 |
96 |
0 |
2 |
6 |
225 |
High-Frequency Market Making to Large Institutional Trades |
1 |
1 |
1 |
37 |
1 |
2 |
3 |
94 |
Horizon Pricing |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
74 |
Intraday Patterns in the Cross‐section of Stock Returns |
1 |
2 |
2 |
76 |
2 |
7 |
9 |
341 |
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 |
3 |
3 |
Market Liquidity: Asset Pricing, Risk, and Crises |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
78 |
Nonstandard Errors |
1 |
1 |
23 |
39 |
4 |
11 |
88 |
138 |
Performance measurement with the arbitrage pricing theory: A new framework for analysis |
1 |
2 |
9 |
1,330 |
2 |
4 |
28 |
2,538 |
Predicting Equity Liquidity |
0 |
0 |
1 |
25 |
1 |
1 |
5 |
133 |
Pricing the commonality across alternative measures of liquidity |
0 |
0 |
1 |
424 |
0 |
1 |
12 |
998 |
Risk and return in an equilibrium APT: Application of a new test methodology |
0 |
3 |
13 |
911 |
3 |
8 |
30 |
1,700 |
Semi-Strong Factors in Asset Returns* |
0 |
1 |
2 |
4 |
0 |
1 |
5 |
10 |
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 |
0 |
2 |
3 |
986 |
The common and specific components of dynamic volatility |
0 |
0 |
1 |
114 |
0 |
0 |
4 |
315 |
Total Journal Articles |
4 |
12 |
72 |
6,706 |
16 |
57 |
275 |
18,146 |
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 |
2 |
27 |
201 |
Total Books |
0 |
0 |
0 |
0 |
1 |
2 |
27 |
201 |
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