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 1 4 6 141
A measure of stock market integration for developed and emerging markets 0 0 0 1,268 2 15 24 2,982
An Intangibles-Adjusted Profitability Factor 0 0 1 19 2 8 11 47
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 7 11 212
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 0 5 9 855
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 5 8 279
Intraday Patterns in the Cross-section of Stock Returns 0 0 1 118 5 17 31 340
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard errors 0 0 1 12 2 11 28 71
Risk and Return in an Equilibrium APT 0 0 0 4 0 4 4 1,044
Semi-strong factors in asset returns 0 1 2 33 1 9 14 173
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 5 5 803
The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence 0 0 0 104 2 7 10 274
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 1 314 1 9 12 1,112
Total Working Papers 0 2 10 2,037 23 153 295 9,044
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 10 1,275
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 5 9 35
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 3 5 52
A Test for the Number of Factors in an Approximate Factor Model 0 0 1 493 2 6 19 1,149
Arbitrage Portfolios 1 1 4 37 2 7 15 121
Are You Trading Predictably? 0 0 0 0 0 1 1 1
Assessing the Market Timing Performance of Managed Portfolios 0 0 1 530 2 9 14 1,459
Capital structure choice: macroeconomic conditions and financial constraints 0 1 7 1,364 9 25 45 3,154
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 0 584 0 7 14 2,092
Equity Issues with Time-Varying Asymmetric Information 0 0 0 105 2 2 3 241
Equity risk premia and the pricing of foreign exchange risk 0 0 2 96 0 5 12 232
High-Frequency Market Making to Large Institutional Trades 1 1 2 38 2 10 12 104
Horizon Pricing 0 0 0 13 0 7 7 81
Intraday Patterns in the Cross‐section of Stock Returns 1 3 5 79 8 26 36 370
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 3 5 5 447
Large Sample Estimators of the Stochastic Discount Factor* 0 0 0 0 1 3 5 6
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 1 33 0 1 2 79
Nonstandard Errors 0 1 11 42 6 16 61 167
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 3 8 1,335 4 17 37 2,565
Predicting Equity Liquidity 0 0 0 25 0 5 8 138
Pricing the commonality across alternative measures of liquidity 1 1 2 425 3 7 14 1,007
Risk and return in an equilibrium APT: Application of a new test methodology 1 1 7 913 2 21 41 1,728
Semi-Strong Factors in Asset Returns* 0 1 2 5 3 6 10 17
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 1 170 0 6 11 596
The Pricing of Forward Contracts for Foreign Exchange 0 0 0 303 2 8 13 996
The common and specific components of dynamic volatility 0 0 1 114 3 9 13 326
Total Journal Articles 6 13 55 6,725 54 222 422 18,438

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 2 12 27 218
Total Books 0 0 0 0 2 12 27 218

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 4 5 27
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 1 88 0 9 15 371
Total Chapters 0 0 1 91 1 13 20 398

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04