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Christopher Polk
Titolo
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Citata da
Anno
Financial constraints and stock returns
O Lamont, C Polk, J Saaá-Requejo
The review of financial studies 14 (2), 529-554, 2001
19412001
The stock market and corporate investment: A test of catering theory
C Polk, P Sapienza
The Review of Financial Studies 22 (1), 187-217, 2008
1292*2008
The value spread
RB Cohen, C Polk, T Vuolteenaho
The Journal of Finance 58 (2), 609-641, 2003
6712003
Growth or glamour? Fundamentals and systematic risk in stock returns
JY Campbell, C Polk, T Vuolteenaho
The Review of Financial Studies 23 (1), 305-344, 2010
6022010
Does diversification destroy value? Evidence from industry shocks
OA Lamont, C Polk
Journal of Financial Economics 63 (1), 51-77, 2002
5862002
An intertemporal CAPM with stochastic volatility
JY Campbell, S Giglio, C Polk, R Turley
Journal of Financial Economics 128 (2), 207-233, 2018
5252018
Connected stocks
M Anton, C Polk
The Journal of Finance 69 (3), 1099-1127, 2014
5122014
The diversification discount: cash flows vs. returns
O Lamont, C Polk
Journal of Finance 56 (5), 1693-1721, 2001
3292001
Money illusion in the stock market: The Modigliani-Cohn hypothesis
R Cohen, C Polk, T Vuolteenaho
Quarterly Journal of Economics 120 (2), 639-668, 2005
3182005
A tug of war: Overnight versus intraday expected returns
D Lou, C Polk, S Skouras
Journal of Financial Economics 134 (1), 192-213, 2019
3102019
Cross-sectional forecasts of the equity premium
C Polk, S Thompson, T Vuolteenaho
Journal of Financial Economics 81 (1), 101-141, 2006
2982006
The price is (almost) right
RB Cohen, C Polk, T Vuolteenaho
The Journal of Finance 64 (6), 2739-2782, 2009
270*2009
Best ideas
M Anton, RB Cohen, C Polk
Available at SSRN 1364827, 2021
215*2021
Comomentum: Inferring arbitrage activity from return correlations
D Lou, C Polk
Financial Markets Group, The London School of Economics and Political Science, 2013
160*2013
Hard times
JY Campbell, S Giglio, C Polk
The Review of Asset Pricing Studies 3 (1), 95-132, 2013
1532013
The impact of industry factors in asset-pricing tests
RB Cohen, CK Polk
Kellogg Graduate School of Management working paper, 1998
115*1998
The booms and busts of beta arbitrage
S Huang, X Liu, D Lou, C Polk
Management Science 70 (8), 5367-5385, 2024
492024
Ripples into waves: Trade networks, economic activity, and asset prices
JJ Chang, H Du, D Lou, C Polk
Journal of financial economics 145 (1), 217-238, 2022
37*2022
Asset pricing with price levels
T Cho, C Polk
London School of Economics working paper, 2020
26*2020
Compustat selection bias in tests of the Sharpe-Lintner-Black CAPM
RB Cohen, C Polk
Available at SSRN 7095, 1995
241995
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20