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 |
5 |
7 |
1,270 |
| A Performance Comparison of Large-n Factor Estimators |
0 |
0 |
0 |
7 |
1 |
2 |
6 |
31 |
| A Synthesis of Two Factor Estimation Methods |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
49 |
| A Test for the Number of Factors in an Approximate Factor Model |
0 |
0 |
2 |
493 |
2 |
7 |
18 |
1,145 |
| Arbitrage Portfolios |
0 |
0 |
3 |
36 |
2 |
3 |
11 |
116 |
| Are You Trading Predictably? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Assessing the Market Timing Performance of Managed Portfolios |
0 |
0 |
1 |
530 |
3 |
5 |
10 |
1,453 |
| Capital structure choice: macroeconomic conditions and financial constraints |
0 |
1 |
6 |
1,363 |
9 |
13 |
30 |
3,138 |
| Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? |
0 |
0 |
0 |
584 |
1 |
7 |
11 |
2,086 |
| Equity Issues with Time-Varying Asymmetric Information |
0 |
0 |
0 |
105 |
0 |
0 |
2 |
239 |
| Equity risk premia and the pricing of foreign exchange risk |
0 |
0 |
2 |
96 |
1 |
3 |
8 |
228 |
| High-Frequency Market Making to Large Institutional Trades |
0 |
0 |
1 |
37 |
2 |
2 |
5 |
96 |
| Horizon Pricing |
0 |
0 |
0 |
13 |
2 |
2 |
2 |
76 |
| Intraday Patterns in the Cross‐section of Stock Returns |
1 |
1 |
3 |
77 |
7 |
10 |
18 |
351 |
| 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 |
2 |
3 |
| Market Liquidity: Asset Pricing, Risk, and Crises |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
78 |
| Nonstandard Errors |
1 |
3 |
16 |
42 |
5 |
18 |
65 |
156 |
| Performance measurement with the arbitrage pricing theory: A new framework for analysis |
1 |
3 |
7 |
1,333 |
6 |
16 |
27 |
2,554 |
| Predicting Equity Liquidity |
0 |
0 |
0 |
25 |
1 |
1 |
5 |
134 |
| Pricing the commonality across alternative measures of liquidity |
0 |
0 |
1 |
424 |
2 |
4 |
14 |
1,002 |
| Risk and return in an equilibrium APT: Application of a new test methodology |
0 |
1 |
7 |
912 |
8 |
15 |
35 |
1,715 |
| Semi-Strong Factors in Asset Returns* |
1 |
1 |
2 |
5 |
2 |
3 |
6 |
13 |
| The Effect of Information Releases on the Pricing and Timing of Equity Issues |
0 |
0 |
1 |
170 |
0 |
4 |
5 |
590 |
| The Pricing of Forward Contracts for Foreign Exchange |
0 |
0 |
0 |
303 |
1 |
3 |
6 |
989 |
| The common and specific components of dynamic volatility |
0 |
0 |
1 |
114 |
2 |
4 |
7 |
319 |
| Total Journal Articles |
4 |
10 |
54 |
6,716 |
57 |
127 |
304 |
18,273 |
| 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 |
5 |
10 |
23 |
211 |
| Total Books |
0 |
0 |
0 |
0 |
5 |
10 |
23 |
211 |
|
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