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 0 27 0 1 3 135
A measure of stock market integration for developed and emerging markets 0 0 2 1,268 1 3 8 2,958
An Intangibles-Adjusted Profitability Factor 0 0 2 18 0 0 6 36
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 1 2 201
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 1 2 5 846
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 1 2 271
Intraday Patterns in the Cross-section of Stock Returns 0 0 0 117 0 2 4 309
Non-Standard Errors 0 1 4 27 4 16 81 143
Non-Standard Errors 0 0 1 42 6 12 56 432
Nonstandard Errors 0 2 2 2 0 11 14 14
Nonstandard errors 0 1 11 11 4 11 43 43
Risk and Return in an Equilibrium APT 0 0 0 4 0 1 12 1,040
Semi-strong factors in asset returns 0 0 3 31 0 3 8 159
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 0 0 798
The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence 0 0 0 104 0 0 2 264
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 0 313 0 0 3 1,100
Total Working Papers 0 4 25 2,027 17 64 249 8,749
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 6 1,265
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 1 1 1 26
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 1 1 47
A Test for the Number of Factors in an Approximate Factor Model 0 1 4 492 1 4 14 1,130
Arbitrage Portfolios 0 0 2 33 1 1 9 106
Are You Trading Predictably? 0 0 0 0 0 0 0 0
Assessing the Market Timing Performance of Managed Portfolios 0 0 0 529 1 2 9 1,445
Capital structure choice: macroeconomic conditions and financial constraints 0 0 22 1,357 1 3 66 3,109
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 1 1 584 0 4 6 2,078
Equity Issues with Time-Varying Asymmetric Information 0 0 1 105 0 1 5 238
Equity risk premia and the pricing of foreign exchange risk 0 0 0 94 0 0 2 220
High-Frequency Market Making to Large Institutional Trades 0 0 5 36 1 1 8 92
Horizon Pricing 0 0 1 13 0 0 4 74
Intraday Patterns in the Cross‐section of Stock Returns 0 0 2 74 0 1 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 1 1 1
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 1 32 0 0 2 77
Nonstandard Errors 2 7 31 31 8 24 106 106
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 1 10 1,327 1 5 31 2,528
Predicting Equity Liquidity 0 0 1 25 0 1 2 130
Pricing the commonality across alternative measures of liquidity 0 0 8 423 2 5 21 993
Risk and return in an equilibrium APT: Application of a new test methodology 1 3 17 906 5 9 34 1,687
Semi-Strong Factors in Asset Returns* 0 0 3 3 0 0 7 7
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 1 169 0 0 3 585
The Pricing of Forward Contracts for Foreign Exchange 0 0 1 303 0 0 3 983
The common and specific components of dynamic volatility 0 0 0 113 0 2 2 313
Total Journal Articles 4 13 111 6,670 23 68 350 18,016


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 5 40 191
Total Books 0 0 0 0 1 5 40 191


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 1 3 0 0 1 22
Understanding Stock Price Behavior around the Time of Equity Issues 1 1 2 87 1 3 15 356
Total Chapters 1 1 3 90 1 3 16 378


Statistics updated 2025-03-03