S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Robert A. Korajczyk · Study
Home
/
Author
Robert A. Korajczyk
32 works
· latest 2020
· 4 institutions
cluster: provisional
ORCID 0000-0003-2436-2324
Works
32 shown
Arbitrage Portfolios
Review of Financial Studies
·
2020
·
3 authors
111
citations
High-Frequency Market Making to Large Institutional Trades
Review of Financial Studies
·
2018
·
2 authors
·
Open access
186
citations
Horizon Pricing
Journal of Financial and Quantitative Analysis
·
2016
·
4 authors
95
citations
Portfolio Risk Analysis
Princeton University Press eBooks
·
2010
·
3 authors
·
book
127
citations
Intraday Patterns in the Cross‐section of Stock Returns
The Journal of Finance
·
2010
·
3 authors
·
Open access
195
citations
Factor Models in Portfolio and Asset Pricing Theory
Springer eBooks
·
2009
·
2 authors
·
chapter
36
citations
Estimating Pervasive Economic Factors with Missing Observations
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
40
citations
Pricing the commonality across alternative measures of liquidity
Journal of Financial Economics
·
2007
·
2 authors
·
Open access
585
citations
The common and specific components of dynamic volatility
Journal of Econometrics
·
2005
·
3 authors
·
Open access
72
citations
Are Momentum Profits Robust to Trading Costs?
The Journal of Finance
·
2004
·
2 authors
571
citations
Capital structure choice: macroeconomic conditions and financial constraints
Journal of Financial Economics
·
2003
·
2 authors
·
Open access
1,102
citations
Predicting Equity Liquidity
Management Science
·
2002
·
3 authors
·
Open access
189
citations
Are Momentum Profits Robust to Trading Costs?
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
61
citations
A Measure of Stock Market Integration for Developed and Emerging Markets
World Bank policy research working paper
·
1999
·
1 author
·
report
51
citations
Asset pricing and portfolio performance: Models, strategy, and performance metrics
·
1999
·
1 author
·
book
40
citations
A Measure of Stock Market Integration for Developed and Emerging Markets
The World Bank Economic Review
·
1996
·
1 author
160
citations
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?
The Journal of Business
·
1995
·
2 authors
·
Open access
343
citations
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
SSRN Electronic Journal
·
1993
·
2 authors
·
preprint
·
Open access
84
citations
A Test for the Number of Factors in an Approximate Factor Model
The Journal of Finance
·
1993
·
2 authors
·
Open access
475
citations
Equity risk premia and the pricing of foreign exchange risk
Journal of International Economics
·
1992
·
2 authors
·
Open access
74
citations
Equity Issues with Time-Varying Asymmetric Information
Journal of Financial and Quantitative Analysis
·
1992
·
3 authors
194
citations
The Effect of Information Releases on the Pricing and Timing of Equity Issues
Review of Financial Studies
·
1991
·
3 authors
425
citations
The attributes, behavior, and performance of U.S. mutual funds
Review of Quantitative Finance and Accounting
·
1991
·
2 authors
·
Open access
144
citations
Understanding Stock Price Behavior around the Time of Equity Issues
National Bureau of Economic Research
·
1989
·
3 authors
·
report
·
Open access
50
citations
An Empirical Investigation of International Asset Pricing
Review of Financial Studies
·
1989
·
2 authors
·
Open access
212
citations
An Intertemporal Equilibrium Beta Pricing Model
Review of Financial Studies
·
1989
·
2 authors
78
citations
Risk and return in an equilibrium APT
Journal of Financial Economics
·
1988
·
2 authors
535
citations
Risk and Return in an Equilibrium APT: Application of a New Test Methodology
Maynooth University ePrints and eTheses Archive (Maynooth University)
·
1988
·
2 authors
·
Open access
156
citations
Performance measurement with the arbitrage pricing theory
Journal of Financial Economics
·
1986
·
2 authors
715
citations
Assessing the Market Training Performance of Managed Portfolios
The Journal of Business
·
1986
·
2 authors
356
citations
The Pricing of Forward Contracts for Foreign Exchange
Journal of Political Economy
·
1985
·
1 author
·
Open access
136
citations
Asymmetric Information, Corporate Finance, and Investment
RePEc: Research Papers in Economics
·
3 authors
·
book
128
citations