Access Statistics for Christopher Keith Polk

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 forecast evaluation of expected equity return measures 0 0 0 61 0 0 1 106
A tug of war: overnight versus intraday expected returns 0 0 1 20 2 2 11 70
A tug of war: overnight versus intraday expected returns 0 0 1 3 0 1 3 14
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 2 2 9 134
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 4 382
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 2 144
Best ideas 0 0 1 42 0 2 15 122
Comomentum: inferring arbitrage activity from return correlations 0 3 3 4 2 18 20 23
Comomentum: inferring arbitrage activity from return correlations 1 1 1 3 4 5 9 12
Connected Stocks 0 0 0 73 0 0 3 344
Connected stocks 0 0 0 9 0 0 1 96
Does Diversification Destroy Value? Evidence From Industry Shocks 0 0 0 577 0 1 3 1,428
Does Diversification Destroy Value? Evidence from Industry Shocks." 0 0 0 103 0 0 2 579
Financial Constraints and Stock Returns 0 0 4 435 0 1 17 1,596
Financial Constraints and Stock Returns." 0 0 0 67 0 2 6 473
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 28 0 0 3 148
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 235 1 1 6 800
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 230 2 3 9 888
Hard Times 0 0 0 78 0 0 0 365
Hard Times 0 0 0 23 0 0 7 161
Inferring Arbitrage Activity from Return Correlations 0 0 0 88 1 2 5 364
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis 0 0 0 398 0 1 7 1,365
New Forecasts of the Equity Premium 0 0 0 143 0 0 2 404
New in Town: Demographics, Immigration, and the Price of Real Estate 0 0 0 0 0 0 5 61
Putting the price in asset pricing 0 0 2 3 0 1 6 10
Ripples into waves: trade networks, economic activity, and asset prices 0 0 0 6 1 1 5 13
Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year 0 0 0 5 0 0 1 42
Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year 0 1 1 51 0 1 1 124
The Booms and Busts of Beta Arbitrage 0 0 0 62 0 1 2 217
The Diversification Discount: Cash Flows vs. Returns 0 0 0 327 1 1 2 1,335
The Diversification Discount: Cash Flows vs. Returns." 0 0 0 64 0 0 1 454
The Price is (Almost) Right 0 0 0 200 1 1 5 650
The Real Effects of Investor Sentiment 1 1 2 282 1 1 7 901
The Real Effects of Investor Sentiment 0 0 0 190 0 1 8 796
The Value Spread 0 0 1 214 3 4 9 795
The booms and busts of beta arbitrage 0 0 0 0 0 1 3 6
The booms and busts of beta arbitrage 0 0 0 1 0 0 0 7
What Drives Booms and Busts in Value? 1 2 6 27 2 4 15 40
Total Working Papers 3 8 28 4,258 23 58 215 15,469


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tug of war: Overnight versus intraday expected returns 0 0 4 63 4 6 20 283
An intertemporal CAPM with stochastic volatility 0 0 1 56 2 2 7 298
Comomentum: Inferring Arbitrage Activity from Return Correlations 1 1 3 20 2 2 12 76
Connected Stocks 0 0 1 53 0 1 14 276
Cross-sectional forecasts of the equity premium 0 0 3 134 1 2 11 396
Does diversification destroy value? Evidence from the industry shocks 0 0 1 106 2 2 7 323
Financial Constraints and Stock Returns 0 0 0 0 0 3 36 1,119
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 103 1 1 13 531
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 1 1 8 328
Hard Times 0 0 0 5 0 1 5 84
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis 0 0 1 47 0 2 12 1,147
Predicting asset prices 0 0 0 3 0 0 2 9
Putting the Price in Asset Pricing 0 0 1 1 1 7 21 21
Ripples into waves: Trade networks, economic activity, and asset prices 0 0 3 17 1 5 23 103
Scale or Yield? A Present-Value Identity 0 0 4 4 1 1 11 15
Stock returns and expected business conditions: half a century of direct evidence 0 0 0 23 0 0 2 143
The Booms and Busts of Beta Arbitrage 0 0 2 2 0 2 13 15
The Diversification Discount: Cash Flows Versus Returns 0 0 1 28 0 0 2 154
The Price Is (Almost) Right 0 0 1 74 2 2 8 459
The Stock Market and Corporate Investment: A Test of Catering Theory 0 0 4 144 1 2 29 629
The Value Spread 0 0 1 9 2 3 9 53
Total Journal Articles 1 1 33 930 21 45 265 6,462
1 registered items for which data could not be found


Statistics updated 2025-09-05