Robert Korajczyk : Citation Profile

Northwestern University

19

H index

22

i10 index

2392

Citations

RESEARCH PRODUCTION:

26

Articles

17

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   39 years (1985 - 2024). See details.
   Cites by year: 61
   Journals where Robert Korajczyk has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 10 (0.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko2
   Updated: 2025-03-22    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Schwarz, Marco (6)

Pasquariello, Paolo (6)

Füllbrunn, Sascha (6)

Xia, Shuo (6)

Wilhelmsson, Anders (6)

Scaillet, Olivier (6)

Frömmel, Michael (6)

Nielsson, Ulf (6)

Wolff, Christian (6)

Holzmeister, Felix (6)

Sojli, Elvira (6)

Xiu, Dacheng (6)

Hurlin, Christophe (6)

Pastor, Lubos (6)

LINTON, OLIVER (6)

Brownlees, Christian (6)

Ferrara, Gerardo (6)

Ødegaard, Bernt (6)

Bos, Charles (6)

Stefanova, Denitsa (6)

Gerritsen, Dirk (6)

Foucault, Thierry (6)

Harris, Jeffrey (6)

Gehrig, Thomas (6)

Park, Andreas (6)

Talavera, Oleksandr (6)

Sarno, Lucio (6)

Zhang, S. Sarah (6)

Dreber, Anna (6)

Smales, Lee (6)

Shachar, Or (6)

Rinne, Kalle (6)

Lof, Matthijs (6)

Reitz, Stefan (6)

Jurkatis, Simon (6)

Chernov, Mikhail (6)

Alexeev, Vitali (6)

Deev, Oleg (6)

Palan, Stefan (6)

FERROUHI, EL MEHDI (6)

Liew, Chee (6)

Johannesson, Magnus (6)

Renault, Thomas (5)

Schuerhoff, Norman (5)

Huang, Wenqian (5)

Davies, Ryan (5)

Neszveda, Gabor (5)

Schenk-Hoppé, Klaus (5)

Walther, Thomas (5)

Frijns, Bart (5)

Horenstein, Alex (5)

Koetter, Michael (5)

CAPELLE-BLANCARD, Gunther (5)

Vilkov, Grigory (5)

Ranaldo, Angelo (5)

Eugster, Nicolas (5)

Deku, Solomon (5)

Hautsch, Nikolaus (5)

Dimpfl, Thomas (5)

Menkveld, Albert (5)

Verousis, Thanos (5)

Bohorquez Correa, Santiago (5)

Caporin, Massimiliano (5)

Jalkh, Naji (5)

Güçbilmez, Ufuk (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Colliard, Jean-Edouard (4)

Ait-Sahalia, Yacine (4)

Gil-Bazo, Javier (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Roy, Saurabh (3)

Taylor, Nick (3)

Degryse, Hans (3)

Mihet, Roxana (3)

Patel, Vinay (2)

Theissen, Erik (2)

Dumitrescu, Ariadna (2)

Roy, Saurabh (2)

Adrian, Tobias (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Kassner, Bernhard (2)

Moinas, Sophie (2)

Putnins, Talis (2)

Hjalmarsson, Erik (2)

Vogel, Sebastian (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Tonks, Ian (2)

Heath, Davidson (2)

Bjønnes, Geir (2)

Abudy, Menachem (2)

Patton, Andrew (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Söderlind, Paul (2)

Zhou, Chen (2)

PASCUAL, ROBERTO (2)

Chow, Nikolai Sheung-Chi (2)

Lopez-Lira, Alejandro (2)

Regis, Luca (2)

Rakowski, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Korajczyk.

Is cited by:

LINTON, OLIVER (36)

Bai, Jushan (26)

Swanson, Norman (23)

Hallin, Marc (23)

Barigozzi, Matteo (23)

Jagannathan, Ravi (19)

Kapetanios, George (19)

Pesaran, Mohammad (17)

Ferson, Wayne (17)

Forni, Mario (16)

Scaillet, Olivier (15)

Cites to:

Campbell, John (27)

Connor, Gregory (25)

Fama, Eugene (17)

Keim, Donald (14)

Stambaugh, Robert (13)

French, Kenneth (13)

Bollerslev, Tim (12)

Roll, Richard (12)

Lo, Andrew (11)

Jagannathan, Ravi (9)

Watson, Mark (9)

Main data

Production by document typebookchapterarticlepaper198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Robert Korajczyk has published?

Journals with more than one article published# docs
Journal of Financial Economics4
The Review of Financial Studies4
Journal of Finance3
Journal of Financial and Quantitative Analysis3
Journal of Financial Econometrics2
The Journal of Business2

Working Papers Series with more than one paper published# docs
Research Program in Finance Working Papers / University of California at Berkeley4
NBER Working Papers / National Bureau of Economic Research, Inc3
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth2

Recent works citing Robert Korajczyk (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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2024Mean Field Game of High-Frequency Anticipatory Trading. (2024). Xu, Ziyi ; Wang, Meng ; Cheng, Xue. In: Papers. RePEc:arx:papers:2404.18200.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2025Growing the Efficient Frontier on Panel Trees. (2025). He, Jingyu ; Feng, Guanhao ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024The Decline of Secured Debt. (2024). Rajan, Raghuram ; Kumar, Nitish ; Benmelech, Efraim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:35-93.

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2024Does economic state matter for leverage adjustments? An India–China comparison. (2024). Singh, Shveta ; Kashiramka, Smita ; Bajaj, Yukti. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:2:p:492-518.

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2024Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233.

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2024Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268.

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2025Industry return prediction via interpretable deep learning. (2025). Sermpinis, Georgios ; Iannino, Maria Chiara ; Psaradellis, Ioannis ; Zografopoulos, Lazaros. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:257-268.

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2024The zero-debt puzzle in BRICS countries: Disentangling the financial flexibility and financial constraints hypotheses. (2024). San Martin, Pablo ; Saona, Paolo ; San-Martin, Pablo ; Vallelado, Eleuterio. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400058x.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs. (2024). Ramanna, Vishwanatha Saragur ; Singhal, Ankit ; Sharma, Aarti. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005124.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

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2024Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Phan, Hieu V ; Cao, Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966.

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2024Performance of active portfolio managers when the benchmark is not observable. (2024). Chavez-Bedoya, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003995.

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2024Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress. (2024). Baek, Seungho ; Glambosky, Mina. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010905.

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2024Environmental, social and governance performance and equity mispricing: Does embedded information mediation matter?. (2024). Yang, Zhonghai ; Li, Yingmei ; Song, Pingting ; Xu, Meng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009528.

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2024Business seasonality and stock liquidity. (2024). Shang, Chenguang ; Marks, Joseph M. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000678.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2024Limits of arbitrage and their impact on market efficiency: Evidence from China. (2024). Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001114.

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2024Credit market conditions, expected return proxies, and bank stock returns. (2024). Huang, Lin ; Marcus, Alan J ; Cai, Jun ; Yang, Huan. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000930.

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2024Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853.

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2024Firm-level political risk and equity issuance. (2024). Hasan, Shehub Bin ; Kabir, Muhammad ; Haque, Anamul ; Rahman, Dewan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000106.

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2024Family firm, financial constraint, and environmental preparedness: An international study. (2024). Wang, Yuan ; Haider, Zulfiquer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000453.

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2024Financial sector development and microcredit to small firms. (2024). Soumare, Issouf ; Kanga, Dsir ; Tchuigoua, Hubert Tchakoute. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s104244312400129x.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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2024What difference do new factor models make in portfolio allocation?. (2024). Jiang, Fuwei ; Huang, Dashan ; Fabozzi, Frank J ; Wang, Jiexun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2024Electricity shortfalls and financial leverage of listed firms in Pakistan. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Rasool, Yasir ; Naveed, Hafiz Muhammad ; Haris, Muhammad ; Akhtar, Muhammad. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178724000122.

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2024Climate change exposure and stock liquidity commonality: International evidence. (2024). Liu, Ziqiang ; Gao, Xin ; Xu, Weidong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001914.

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2024Motives for environmental and social engagement and stock liquidity: The moderating role of sustainability committees. (2024). Dias, Roshanthi ; Jubb, Christine ; Nguyen, Phuc Minh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002531.

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2024Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hajiyev, Aghamehman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243.

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2024On the conditional performance of the IVOL anomaly. (2024). Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:337-350.

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2024Do financing constraints affect the financial integrity of firms?. (2024). Houcine, Asma ; Marashdeh, Hazem ; Mertzanis, Charilaos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:220-240.

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2024Local stock liquidity and local factors: Fresh evidence from US firms across states. (2024). Apergis, Nicholas ; Dastidar, Sayantan Ghosh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002386.

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2024Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). , Keith ; Qin, Zhenjiang ; Yu, BO ; Dong, Liang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394.

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2024Commonality in liquidity and corporate default risk - Evidence from China. (2024). Zan, Bingyan ; Li, Jintian ; He, Feng ; Fu, Yumei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734.

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2025Debt distribution and ESG performance: Evidence from Chinese listed companies. (2025). Zhang, Yue. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003829.

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2025Bank Fintech and firm leverage adjustment speed: Evidence from China. (2025). Hu, Jikong ; Liu, Haiming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004069.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2024Predicting ETF liquidity. (2024). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Pham, Son D. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

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2024Macroeconomic Factors and Initial Public Offerings in Brazil. (2024). Barbosa, Cristiano Mendonaa ; de Camargos, Marcos Antaonio ; de Lima, Daniel Penido. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1452-1469.

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2024Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data. (2024). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202415.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420.

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2024Identifying factors via automatic debiased machine learning. (2024). Wang, Zhuo ; Maasoumi, Esfandiar ; Wu, KE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:438-461.

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2024Panel treatment effects measurement: Factor or linear projection modelling?. (2024). Hsiao, Cheng ; Zhou, Qiankun. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1332-1358.

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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Robert Korajczyk:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Intraday Patterns in the Cross-section of Stock Returns In: Papers.
[Full Text][Citation analysis]		paper70
2010Intraday Patterns in the Cross‐section of Stock Returns.(2010) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
1993 A Test for the Number of Factors in an Approximate Factor Model. In: Journal of Finance.
[Full Text][Citation analysis]		article255
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article12
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1992Equity Issues with Time-Varying Asymmetric Information In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article46
2015A Synthesis of Two Factor Estimation Methods In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2016Horizon Pricing In: Journal of Financial and Quantitative Analysis.
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