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 0 3 136
A measure of stock market integration for developed and emerging markets 0 0 1 1,268 0 0 7 2,961
An Intangibles-Adjusted Profitability Factor 0 1 1 19 0 3 3 39
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 2 5 205
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 0 1 3 847
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 1 3 273
Intraday Patterns in the Cross-section of Stock Returns 0 0 0 117 0 3 7 314
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 2 44 2 6 34 446
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard errors 1 1 2 12 4 9 28 56
Risk and Return in an Equilibrium APT 0 0 0 4 0 0 3 1,040
Semi-strong factors in asset returns 0 1 1 32 0 1 6 161
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 2 2 2 266
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 1 314 0 0 1 1,101
Total Working Papers 1 3 12 2,034 19 42 172 8,834
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 0 2 1,265
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 2 4 29
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 1 3 49
A Test for the Number of Factors in an Approximate Factor Model 0 0 2 493 0 3 12 1,138
Arbitrage Portfolios 0 1 3 36 0 3 9 113
Are You Trading Predictably? 0 0 0 0 0 0 0 0
Assessing the Market Timing Performance of Managed Portfolios 0 0 1 530 1 1 6 1,448
Capital structure choice: macroeconomic conditions and financial constraints 0 1 7 1,362 2 7 31 3,125
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 584 0 1 5 2,079
Equity Issues with Time-Varying Asymmetric Information 0 0 0 105 0 0 3 239
Equity risk premia and the pricing of foreign exchange risk 0 0 2 96 0 2 6 225
High-Frequency Market Making to Large Institutional Trades 1 1 1 37 1 2 3 94
Horizon Pricing 0 0 0 13 0 0 0 74
Intraday Patterns in the Cross‐section of Stock Returns 1 2 2 76 2 7 9 341
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 0 3 3
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 1 33 0 0 1 78
Nonstandard Errors 1 1 23 39 4 11 88 138
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 2 9 1,330 2 4 28 2,538
Predicting Equity Liquidity 0 0 1 25 1 1 5 133
Pricing the commonality across alternative measures of liquidity 0 0 1 424 0 1 12 998
Risk and return in an equilibrium APT: Application of a new test methodology 0 3 13 911 3 8 30 1,700
Semi-Strong Factors in Asset Returns* 0 1 2 4 0 1 5 10
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 2 170 0 0 3 586
The Pricing of Forward Contracts for Foreign Exchange 0 0 0 303 0 2 3 986
The common and specific components of dynamic volatility 0 0 1 114 0 0 4 315
Total Journal Articles 4 12 72 6,706 16 57 275 18,146


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 2 27 201
Total Books 0 0 0 0 1 2 27 201


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 88 3 5 11 361
Total Chapters 1 1 3 91 3 5 12 383


Statistics updated 2025-10-06