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 23 0 2 17 111
A measure of stock market integration for developed and emerging markets 0 0 2 1,258 1 3 24 2,914
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 3 6 191
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 0 3 22 814
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 4 8 257
Intraday Patterns in the Cross-section of Stock Returns 0 0 1 105 1 6 23 255
Risk and Return in an Equilibrium APT 0 0 0 4 1 4 9 991
Semi-strong factors in asset returns 0 3 15 22 7 10 112 119
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 1 9 788
The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence 0 0 1 101 1 1 4 251
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 0 310 0 1 13 1,073
Total Working Papers 0 4 20 1,886 12 38 247 7,764


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 20 1,224
A Performance Comparison of Large-n Factor Estimators 0 0 1 3 0 1 9 16
A Synthesis of Two Factor Estimation Methods 0 0 1 10 0 1 8 40
A Test for the Number of Factors in an Approximate Factor Model 2 4 20 438 5 11 63 984
Assessing the Market Timing Performance of Managed Portfolios 0 1 7 510 1 7 26 1,384
Capital structure choice: macroeconomic conditions and financial constraints 13 41 117 1,159 19 71 214 2,555
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 3 571 0 1 14 2,031
Equity Issues with Time-Varying Asymmetric Information 1 1 4 94 1 1 14 203
Equity risk premia and the pricing of foreign exchange risk 0 0 1 93 0 1 3 214
High-Frequency Market Making to Large Institutional Trades 1 1 2 2 2 6 10 10
Horizon Pricing 0 0 0 9 0 0 11 50
Intraday Patterns in the Cross‐section of Stock Returns 0 0 1 66 0 1 21 294
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 0 1 3 439
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 2 31 0 0 3 70
Performance measurement with the arbitrage pricing theory: A new framework for analysis 2 10 51 1,204 6 21 103 2,245
Predicting Equity Liquidity 0 0 1 17 0 5 19 75
Pricing the commonality across alternative measures of liquidity 1 5 18 369 3 13 55 801
Risk and return in an equilibrium APT: Application of a new test methodology 1 7 27 820 3 14 63 1,501
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 0 163 0 0 4 552
The Pricing of Forward Contracts for Foreign Exchange 0 0 1 299 0 1 4 967
The common and specific components of dynamic volatility 0 1 1 108 1 3 9 294
Total Journal Articles 21 71 258 5,970 41 163 676 15,949


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 33 95
Total Books 0 0 0 0 1 5 33 95


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 1 0 1 5 14
Understanding Stock Price Behavior around the Time of Equity Issues 3 3 4 79 4 8 30 305
Total Chapters 3 3 4 80 4 9 35 319


Statistics updated 2020-09-04