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 0 2 2 13
A tug of war: overnight versus intraday expected returns 0 0 1 20 0 1 11 68
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 1 5 382
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 0 0 9 132
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 3 144
Best ideas 0 0 1 42 2 4 16 122
Comomentum: inferring arbitrage activity from return correlations 0 0 0 2 1 1 5 8
Comomentum: inferring arbitrage activity from return correlations 0 0 0 1 0 0 2 5
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 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 0 2 4 435 0 3 19 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 0 1 28 0 0 3 148
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 230 1 1 8 886
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 235 0 0 5 799
Hard Times 0 0 0 78 0 0 1 365
Hard Times 0 0 0 23 0 1 8 161
Inferring Arbitrage Activity from Return Correlations 0 0 0 88 0 0 3 362
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis 0 0 1 398 1 2 11 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 1 5 61
Putting the price in asset pricing 0 1 2 3 1 3 6 10
Ripples into waves: trade networks, economic activity, and asset prices 0 0 0 6 0 1 4 12
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 0 0 50 0 0 0 123
The Booms and Busts of Beta Arbitrage 0 0 0 62 1 1 2 217
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 1 454
The Price is (Almost) Right 0 0 0 200 0 2 5 649
The Real Effects of Investor Sentiment 0 0 1 281 0 1 8 900
The Real Effects of Investor Sentiment 0 0 0 190 0 1 7 795
The Value Spread 0 0 1 214 0 1 7 791
The booms and busts of beta arbitrage 0 0 0 1 0 0 1 7
The booms and busts of beta arbitrage 0 0 0 0 1 1 3 6
What Drives Booms and Busts in Value? 1 4 5 26 2 8 16 38
Total Working Papers 1 8 22 4,251 10 36 193 15,421


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 1 5 63 0 6 16 277
An intertemporal CAPM with stochastic volatility 0 1 1 56 0 1 6 296
Comomentum: Inferring Arbitrage Activity from Return Correlations 0 0 2 19 0 1 10 74
Connected Stocks 0 0 1 53 1 2 15 276
Cross-sectional forecasts of the equity premium 0 0 4 134 1 2 11 395
Does diversification destroy value? Evidence from the industry shocks 0 0 1 106 0 2 5 321
Financial Constraints and Stock Returns 0 0 0 0 1 5 38 1,117
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 103 0 2 13 530
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 0 1 8 327
Hard Times 0 0 0 5 0 1 4 83
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis 0 0 1 47 1 5 14 1,146
Predicting asset prices 0 0 0 3 0 0 2 9
Putting the Price in Asset Pricing 0 0 1 1 4 10 18 18
Ripples into waves: Trade networks, economic activity, and asset prices 0 2 4 17 2 7 25 100
Scale or Yield? A Present-Value Identity 0 2 4 4 0 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 0 1 9 457
The Stock Market and Corporate Investment: A Test of Catering Theory 0 1 5 144 1 8 30 628
The Value Spread 0 0 2 9 0 1 10 50
Total Journal Articles 0 8 37 929 11 62 262 6,428
1 registered items for which data could not be found


Statistics updated 2025-07-04