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 Performance Comparison of Large-n Factor Estimators 0 0 1 28 1 2 11 147
A measure of stock market integration for developed and emerging markets 0 0 0 1,268 0 1 28 2,989
An Intangibles-Adjusted Profitability Factor 0 0 0 19 0 3 17 56
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 0 11 216
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 3 8 28 875
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 1 12 285
Intraday Patterns in the Cross-section of Stock Returns 0 0 4 121 5 19 69 383
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard errors 1 1 2 13 2 5 32 84
Risk and Return in an Equilibrium APT 0 0 0 4 1 1 9 1,049
Semi-strong factors in asset returns 0 0 1 33 0 0 16 177
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 0 5 803
The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence 0 0 1 105 0 1 17 281
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 0 314 1 1 13 1,114
Total Working Papers 3 3 12 2,045 19 60 410 9,225
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 1 2 16 1,281
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 1 1 10 39
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 0 6 55
A Test for the Number of Factors in an Approximate Factor Model 0 1 2 495 0 3 23 1,161
Arbitrage Portfolios 0 0 1 37 1 2 11 124
Are You Trading Predictably? 1 1 1 1 1 1 4 4
Assessing the Market Timing Performance of Managed Portfolios 0 0 0 530 1 1 18 1,465
Capital structure choice: macroeconomic conditions and financial constraints 0 3 8 1,370 2 10 51 3,174
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 585 1 2 19 2,098
Equity Issues with Time-Varying Asymmetric Information 0 0 1 106 0 0 4 243
Equity risk premia and the pricing of foreign exchange risk 0 0 0 96 2 2 10 235
High-Frequency Market Making to Large Institutional Trades 1 1 3 39 3 12 33 126
Horizon Pricing 0 0 1 14 0 2 11 85
Intraday Patterns in the Cross‐section of Stock Returns 1 3 7 82 14 48 117 456
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 0 0 8 450
Large Sample Estimators of the Stochastic Discount Factor* 1 1 1 1 1 1 5 8
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 0 33 0 0 4 82
Nonstandard Errors 0 2 8 46 6 15 57 191
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 1 12 1,341 0 2 42 2,578
Predicting Equity Liquidity 0 0 0 25 1 2 10 142
Pricing the commonality across alternative measures of liquidity 0 0 2 426 1 2 14 1,012
Risk and return in an equilibrium APT: Application of a new test methodology 0 3 11 922 0 7 53 1,750
Semi-Strong Factors in Asset Returns* 0 0 1 5 1 4 16 26
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 0 170 1 1 15 601
The Pricing of Forward Contracts for Foreign Exchange 0 0 1 304 0 2 15 1,001
The common and specific components of dynamic volatility 0 0 0 114 0 0 15 330
Total Journal Articles 4 16 61 6,763 38 122 587 18,717

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 8 34 234
Total Books 0 0 0 0 5 8 34 234

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 1 1 12 34
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 2 89 1 2 21 379
Total Chapters 0 0 2 92 2 3 33 413

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Statistics updated 2026-09-10