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 1 1 3 1 2 2 13
A tug of war: overnight versus intraday expected returns 0 0 1 20 1 1 11 68
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 0 0 9 132
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 1 5 382
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 3 144
Best ideas 0 0 1 42 2 3 15 120
Comomentum: inferring arbitrage activity from return correlations 0 0 0 2 0 1 4 7
Comomentum: inferring arbitrage activity from return correlations 0 0 0 1 0 0 2 5
Connected Stocks 0 0 0 73 0 1 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 0 2 1,427
Does Diversification Destroy Value? Evidence from Industry Shocks." 0 0 0 103 0 0 2 579
Financial Constraints and Stock Returns 1 2 4 435 2 4 21 1,595
Financial Constraints and Stock Returns." 0 0 0 67 0 0 4 471
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 1 1 28 0 1 3 148
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 230 0 1 7 885
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 235 0 1 5 799
Hard Times 0 0 0 23 0 1 8 161
Hard Times 0 0 0 78 0 0 1 365
Inferring Arbitrage Activity from Return Correlations 0 0 0 88 0 1 4 362
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis 0 0 1 398 1 1 11 1,364
New Forecasts of the Equity Premium 0 0 0 143 0 0 3 404
New in Town: Demographics, Immigration, and the Price of Real Estate 0 0 0 0 0 1 5 61
Putting the price in asset pricing 1 1 2 3 2 2 5 9
Ripples into waves: trade networks, economic activity, and asset prices 0 0 0 6 0 1 5 12
Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year 0 0 0 5 0 1 1 42
Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year 0 0 0 50 0 0 0 123
The Booms and Busts of Beta Arbitrage 0 0 0 62 0 0 1 216
The Diversification Discount: Cash Flows vs. Returns 0 0 0 327 0 0 1 1,334
The Diversification Discount: Cash Flows vs. Returns." 0 0 0 64 0 0 2 454
The Price is (Almost) Right 0 0 0 200 2 2 6 649
The Real Effects of Investor Sentiment 0 0 0 190 0 4 7 795
The Real Effects of Investor Sentiment 0 0 1 281 0 2 9 900
The Value Spread 0 0 2 214 1 1 8 791
The booms and busts of beta arbitrage 0 0 0 0 0 0 2 5
The booms and busts of beta arbitrage 0 0 0 1 0 0 1 7
What Drives Booms and Busts in Value? 3 3 4 25 5 7 14 36
Total Working Papers 5 8 22 4,250 17 40 194 15,411


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 2 6 63 4 7 17 277
An intertemporal CAPM with stochastic volatility 1 1 1 56 1 1 6 296
Comomentum: Inferring Arbitrage Activity from Return Correlations 0 1 2 19 1 3 11 74
Connected Stocks 0 0 1 53 1 3 14 275
Cross-sectional forecasts of the equity premium 0 0 4 134 0 1 11 394
Does diversification destroy value? Evidence from the industry shocks 0 0 1 106 1 3 5 321
Financial Constraints and Stock Returns 0 0 0 0 1 6 40 1,116
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 103 0 3 15 530
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 0 3 9 327
Hard Times 0 0 0 5 1 1 5 83
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis 0 0 1 47 2 4 13 1,145
Predicting asset prices 0 0 0 3 0 0 2 9
Putting the Price in Asset Pricing 0 0 1 1 4 6 14 14
Ripples into waves: Trade networks, economic activity, and asset prices 0 2 5 17 2 6 25 98
Scale or Yield? A Present-Value Identity 1 2 4 4 2 4 10 14
Stock returns and expected business conditions: half a century of direct evidence 0 0 0 23 0 1 2 143
The Booms and Busts of Beta Arbitrage 0 1 2 2 0 2 13 13
The Diversification Discount: Cash Flows Versus Returns 0 0 1 28 0 0 3 154
The Price Is (Almost) Right 0 0 1 74 1 3 11 457
The Stock Market and Corporate Investment: A Test of Catering Theory 0 1 6 144 2 7 33 627
The Value Spread 0 0 2 9 0 2 10 50
Total Journal Articles 2 10 40 929 23 66 269 6,417
1 registered items for which data could not be found


Statistics updated 2025-06-06