Christopher Polk
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Financial constraints and stock returns
O Lamont, C Polk, J Saaá-Requejo
The review of financial studies 14 (2), 529-554, 2001
11752001
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
949*2008
The value spread
RB Cohen, C Polk, T Vuolteenaho
The Journal of Finance 58 (2), 609-641, 2003
5092003
Does diversification destroy value? Evidence from industry shocks
OA Lamont, C Polk
Journal of Financial Economics 63 (1), 51-77, 2002
4922002
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
439*2010
An intertemporal CAPM with stochastic volatility
JY Campbell, S Giglio, C Polk, R Turley
Journal of Financial Economics 128 (2), 207-233, 2018
3242018
Connected stocks
M Anton, C Polk
The Journal of Finance 69 (3), 1099-1127, 2014
2892014
The diversification discount: cash flows vs. returns
O Lamont, C Polk
Journal of Finance 56 (5), 1693-1721, 2001
2892001
Cross-sectional forecasts of the equity premium
C Polk, S Thompson, T Vuolteenaho
Journal of Financial Economics 81 (1), 101-141, 2006
262*2006
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
2392005
The price is (almost) right
RB Cohen, C Polk, T Vuolteenaho
The Journal of Finance 64 (6), 2739-2782, 2009
200*2009
Best ideas
RB Cohen, C Polk, B Silli
Available at SSRN 1364827, 2010
1512010
Stocks, bonds, and hedge funds
GS Amin, HM Kat
The journal of portfolio Management 29 (4), 113-120, 2003
1362003
Hard times
JY Campbell, S Giglio, C Polk
The Review of Asset Pricing Studies 3 (1), 95-132, 2013
1102013
Comomentum: Inferring arbitrage activity from return correlations
D Lou, C Polk
AFA 2013 San Diego Meetings Paper, 2012
91*2012
The impact of industry factors in asset-pricing tests
RB Cohen, CK Polk
Kellogg Graduate School of Management working paper, 1998
91*1998
A tug of war: Overnight versus intraday expected returns
D Lou, C Polk, S Skouras
Journal of Financial Economics 134 (1), 192-213, 2019
812019
The booms and busts of beta arbitrage
S Huang, D Lou, C Polk
CEPR Discussion Paper No. DP11531, 2016
362016
Nobel 2013 Chemistry: Methods for computational chemistry
W Thiel, G Hummer
Nature 504 (7478), 96-97, 2013
292013
Compustat selection bias in tests of the Sharpe-Lintner-Black CAPM
RB Cohen, C Polk
Available at SSRN 7095, 1995
251995
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20