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 3 5 9 145
A measure of stock market integration for developed and emerging markets 0 0 0 1,268 3 6 26 2,986
An Intangibles-Adjusted Profitability Factor 0 0 1 19 5 8 17 53
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 4 4 14 216
Are Momentum Profits Robust to Trading Costs? 0 0 0 58 4 10 19 865
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 4 5 12 283
Intraday Patterns in the Cross-section of Stock Returns 1 2 3 120 14 25 50 360
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard errors 0 0 1 12 3 10 35 79
Risk and Return in an Equilibrium APT 0 0 0 4 2 4 8 1,048
Semi-strong factors in asset returns 0 0 2 33 3 5 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 0 0 0 104 4 6 14 278
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 0 314 0 1 11 1,112
Total Working Papers 1 3 10 2,040 65 122 373 9,143
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 2 4 14 1,279
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 2 2 11 37
A Synthesis of Two Factor Estimation Methods 0 0 0 10 2 2 6 54
A Test for the Number of Factors in an Approximate Factor Model 0 0 1 493 4 9 24 1,156
Arbitrage Portfolios 0 1 4 37 0 2 13 121
Are You Trading Predictably? 0 0 0 0 2 2 3 3
Assessing the Market Timing Performance of Managed Portfolios 0 0 0 530 3 6 17 1,463
Capital structure choice: macroeconomic conditions and financial constraints 0 1 7 1,365 3 14 45 3,159
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 1 1 1 585 3 4 18 2,096
Equity Issues with Time-Varying Asymmetric Information 1 1 1 106 2 4 5 243
Equity risk premia and the pricing of foreign exchange risk 0 0 0 96 1 1 10 233
High-Frequency Market Making to Large Institutional Trades 0 1 2 38 4 10 20 112
Horizon Pricing 1 1 1 14 2 2 9 83
Intraday Patterns in the Cross‐section of Stock Returns 0 1 5 79 6 32 60 394
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance 0 0 0 0 2 5 7 449
Large Sample Estimators of the Stochastic Discount Factor* 0 0 0 0 1 2 6 7
Market Liquidity: Asset Pricing, Risk, and Crises 0 0 1 33 2 2 4 81
Nonstandard Errors 0 2 8 44 4 15 58 176
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 5 12 1,339 2 12 43 2,573
Predicting Equity Liquidity 0 0 0 25 1 1 9 139
Pricing the commonality across alternative measures of liquidity 0 2 2 426 0 4 13 1,008
Risk and return in an equilibrium APT: Application of a new test methodology 0 4 9 916 3 12 49 1,738
Semi-Strong Factors in Asset Returns* 0 0 2 5 2 5 11 19
The Effect of Information Releases on the Pricing and Timing of Equity Issues 0 0 0 170 4 4 14 600
The Pricing of Forward Contracts for Foreign Exchange 0 1 1 304 1 4 15 998
The common and specific components of dynamic volatility 0 0 0 114 2 6 15 329
Total Journal Articles 3 21 57 6,740 60 166 499 18,550

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 5 10 31 226
Total Books 0 0 0 0 5 10 31 226

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 5 6 10 32
Understanding Stock Price Behavior around the Time of Equity Issues 0 0 1 88 3 5 20 376
Total Chapters 0 0 1 91 8 11 30 408

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Statistics updated 2026-05-06