Items where Author is "Polk, Christopher"

Number of items: 28.
Article
  • Scale or yield? A present-value identity. (2024) Cho, Thummim; Kremens, Lukas; Lee, Dongryeol; Polk, Christopher picture_as_pdf
  • A tug of war: overnight versus intraday expected returns. (2019) Lou, Dong; Polk, Christopher; Skouras, Spyros
  • Connected stocks. (2014) Anton, Miguel; Polk, Christopher
  • Hard times. (2013) Campbell, John Y.; Giglio, Stefano; Polk, Christopher
  • Nobel 2013 economics: predicting asset prices. (2013) Polk, Christopher; Campbell, John Y.
  • Growth or glamour?: fundamentals and systematic risk in stock returns. (2010) Campbell, John Y.; Polk, Christopher; Vuolteenaho, Tuomo
  • The price is (almost) right. (2009) Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo
  • The stock market and corporate investment: a test of catering theory. (2009) Polk, Christopher; Sapienza, Paola
  • Cross-sectional forecasts of the equity premium. (2006) Polk, Christopher; Thompson, Samuel; Vuolteenaho, T
  • Money illusion in the stock market: The Modigliani-Cohn hypothesis. (2005) Cohen, Randolph B; Polk, Christopher; Vuolteenaho, Tuomo
  • The diversification discount. (2001) Lamont, Owen A.; Polk, Christopher
  • Comomentum:inferring arbitrage activity from return correlations. Lou, Dong; Polk, Christopher picture_as_pdf
  • Does diversification destroy value? Evidence from the industry shocks. Lamont, Owen A.; Polk, Christopher
  • Financial constraints and stock returns. Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús
  • An Intertemporal CAPM with stochastic volatility. Campbell, John Y.; Giglio, Stefano; Polk, Christopher; Turley, Robert
  • Putting the price in asset pricing. Cho, Thummim; Polk, Christopher picture_as_pdf
  • Ripples into waves:trade networks, economic activity, and asset prices. Chang, Jeffery (Jinfan); Du, Huancheng; Lou, Dong; Polk, Christopher picture_as_pdf
  • The booms and busts of beta arbitrage. Huang, Shiyang; Liu, Xin; Lou, Dong; Polk, Christopher picture_as_pdf
  • The value spread. Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo
    • Working paper
  • A tug of war:overnight versus intraday expected returns. (2015) Lou, Dong; Polk, Christopher; Skouras, Spyros picture_as_pdf
  • The booms and busts of beta arbitrage. (2014) Lou, Dong; Polk, Christopher; Huang, Shiyang picture_as_pdf
  • Comomentum:inferring arbitrage activity from return correlations. (2013) Lou, Dong; Polk, Christopher picture_as_pdf
  • An intertemporal CAPM with stochastic volatility. (2012) Campbell, John Y.; Giglio, Stefano; Polk, Christopher
  • Hard times. (2011) Campbell, John Y.; Giglio, Stefano; Polk, Christopher
  • Stock prices under pressure:how tax and interest rates drive returns at the turn of the tax year. (2011) Kang, Johnny; Pekkala, Tapio; Polk, Christopher; Ribeiro, Ruy
  • New in town: demographics, immigration, and the price of real estate. (2010) Cvijanovic, Dragana; Favilukis, Jack; Polk, Christopher
  • Connected stocks. (2010) Anton, Miguel; Polk, Christopher
  • Best ideas. (2008) Silli, Bernhard; Cohen, Randolph B; Polk, Christopher