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 1 1 28 0 4 9 145
A measure of stock market integration for developed and emerging markets 0 0 0 1,268 2 6 27 2,988
An Intangibles-Adjusted Profitability Factor 0 0 1 19 0 6 17 53
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 4 14 216
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 2 12 21 867
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 5 12 284
Intraday Patterns in the Cross-section of Stock Returns 1 3 4 121 4 24 54 364
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 27 0 5 21 168
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard errors 0 0 1 12 0 8 34 79
Risk and Return in an Equilibrium APT 0 0 0 4 0 4 8 1,048
Semi-strong factors in asset returns 0 0 2 33 0 4 17 177
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 1 1 1 105 2 6 16 280
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 0 314 1 1 12 1,113
Total Working Papers 2 5 11 2,042 22 121 389 9,165
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 4 14 1,279
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 1 3 11 38
A Synthesis of Two Factor Estimation Methods 0 0 0 10 1 3 7 55
A Test for the Number of Factors in an Approximate Factor Model 1 1 2 494 2 9 26 1,158
Arbitrage Portfolios 0 0 2 37 1 1 12 122
Are You Trading Predictably? 0 0 0 0 0 2 3 3
Assessing the Market Timing Performance of Managed Portfolios 0 0 0 530 1 5 17 1,464
Capital structure choice: macroeconomic conditions and financial constraints 2 3 7 1,367 5 10 47 3,164
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 1 1 585 0 4 18 2,096
Equity Issues with Time-Varying Asymmetric Information 0 1 1 106 0 2 4 243
Equity risk premia and the pricing of foreign exchange risk 0 0 0 96 0 1 10 233
High-Frequency Market Making to Large Institutional Trades 0 0 2 38 2 10 22 114
Horizon Pricing 0 1 1 14 0 2 9 83
Intraday Patterns in the Cross‐section of Stock Returns 0 0 5 79 14 38 74 408
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 1 3 8 450
Large Sample Estimators of the Stochastic Discount Factor* 0 0 0 0 0 1 4 7
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 0 33 1 3 4 82
Nonstandard Errors 0 2 7 44 0 9 53 176
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 5 13 1,340 3 11 44 2,576
Predicting Equity Liquidity 0 0 0 25 1 2 9 140
Pricing the commonality across alternative measures of liquidity 0 1 2 426 2 3 15 1,010
Risk and return in an equilibrium APT: Application of a new test methodology 3 6 11 919 5 15 53 1,743
Semi-Strong Factors in Asset Returns* 0 0 2 5 3 5 13 22
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 0 170 0 4 14 600
The Pricing of Forward Contracts for Foreign Exchange 0 1 1 304 1 3 16 999
The common and specific components of dynamic volatility 0 0 0 114 1 4 15 330
Total Journal Articles 7 22 57 6,747 45 157 522 18,595

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 0 8 29 226
Total Books 0 0 0 0 0 8 29 226

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 6 11 33
Understanding Stock Price Behavior around the Time of Equity Issues 1 1 2 89 1 6 21 377
Total Chapters 1 1 2 92 2 12 32 410

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Statistics updated 2026-06-04