Christopher Polk : Citation Profile


Are you Christopher Polk?

London School of Economics (LSE)

13

H index

14

i10 index

926

Citations

RESEARCH PRODUCTION:

12

Articles

28

Papers

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 48
   Journals where Christopher Polk has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 15 (1.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo238
   Updated: 2019-10-06    RAS profile: 2018-01-04    
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Relations with other researchers


Works with:

Campbell, John (3)

Giglio, Stefano (2)

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

Is cited by:

Zhang, Lu (17)

Hirshleifer, David (17)

Campbell, John (12)

Malmendier, Ulrike (10)

Hjalmarsson, Erik (9)

Schiavo, Stefano (8)

Musso, Patrick (8)

Laeven, Luc (7)

Carreira, Carlos (7)

Jiang, Danling (7)

Baker, Malcolm (7)

Cites to:

Campbell, John (47)

French, Kenneth (29)

Fama, Eugene (25)

Shleifer, Andrei (25)

Stein, Jeremy (18)

Stambaugh, Robert (15)

Vishny, Robert (14)

Zingales, Luigi (9)

Servaes, Henri (8)

Shiller, Robert (8)

merton, robert (8)

Main data


Where Christopher Polk has published?


Journals with more than one article published# docs
Journal of Finance3
Review of Financial Studies3
Journal of Financial Economics2
Proceedings2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Christopher Polk (2018 and 2017)


YearTitle of citing document
2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:5-22.

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2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:5-22.

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2018Acquisitions of Financially Constrained Targets. (2018). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:868-877.

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2017Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2018Internal capital markets in Italian business groups: evidence from the financial crisis. (2018). Santioni, Raffaele ; Supino, Ilaria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_421_18.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

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2017Firm life cycle, corporate risk-taking and investor sentiment. (2017). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:465-497.

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2017Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns. (2017). Kirby, Chris ; Cordis, Adriana S. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1019-1042.

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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2018Market share growth and stock returns. (2018). Chowdhury, Jaideep ; Celiker, Umut ; Sonaer, Gokhan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:97-129.

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2017Innovation†Related Diversification and Firm Value. (2017). Rong, Zhao ; Xiao, Sheng . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:475-518.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2018Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2018The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount. (2018). Bielstein, Patrick ; Kaserer, Christoph ; Fischer, Mario. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:650-679.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2018Aggregate demand deficiency, labor unions, and long‐run stagnation. (2018). Murota, Ryuichiro . In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:868-888.

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2017Does a long-term orientation create value? Evidence from a regression discontinuity. (2017). Flammer, Caroline ; Bansal, Pratima. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:9:p:1827-1847.

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2017The financial system and productive investment: new survey evidence. (2017). Saleheen, Jumana ; Levina, Iren ; Tatomir, Srdan ; Melolinna, Marko. In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0212.

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2017Financial Constraints: Do They Matter to Allocate R&D Subsidies?. (2017). Carreira, Carlos ; Filipe, Silva. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:17:y:2017:i:4:p:26:n:1.

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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2018The Effect of Intra-Group Loans on the Cash Flow Sensitivity of Cash: Evidence from Chile. (2018). Pombo, Carlos ; Jara Bertin, Mauricio ; Pinto-Gutierrez, Cristian ; Jara-Bertin, Mauricio. In: DOCUMENTOS CEDE. RePEc:col:000089:015993.

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2017Monetary Policy and Asset Valuation. (2017). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12275.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017CAPM-Based Company (Mis)valuations. (2017). thesmar, david ; Otto, Clemens ; Olivier, Jacques ; Dessaint, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12526.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018The (Self-) Funding of Intangibles. (2018). Döttling, Robin ; Perotti, Enrico C ; Ladika, Tomislav ; Dottling, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12618.

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2018Monetary Policy and Asset Valuation. (2018). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12671.

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2017Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2018Sentiment and sign predictability of stock returns. (2018). Pönkä, Harri ; Pnk, Harri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00948.

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2018Identifying Financial Constraints from Production Data. (2018). Verschelde, Marijn ; Mulier, Klaas ; De Rock, Bram ; Cherchye, Laurens ; Ferrando, Annalisa. In: Working Papers ECARES. RePEc:eca:wpaper:2013/277994.

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2017The Impacts of Overinvestment and Financial Constraints on Seasoned Equity Offering Long-Run Performance. (2017). Lu, Pei-Shan ; Hsieh, Meng Sung ; Young, Weiju. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-26.

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2018Measures of Financial Constraints in Kenya. (2018). Kirui, Benard Kipyegon. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-28.

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2017How Does Being Public Affect Firm Investment? Further Evidence from China. (2017). zhao, jingwen ; Xiao, Min ; You, Jiaxing. In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:1:p:1-21.

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2017Target ownership plans and earnings management. (2017). Brown, Kareen ; Kennedy, Duane ; Chen, Changling. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:87-101.

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2018In search of beta. (2018). Tharyan, Rajesh ; Hua, Shan ; Gregory, Alan. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:425-441.

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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2017Asymmetric foreign exchange cash flow exposure: A firm-level analysis. (2017). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:48-72.

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2017The equity-financing channel, the catering channel, and corporate investment: International evidence. (2017). Kusnadi, Yuanto ; John, K C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:236-252.

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2018Excess cash, trading continuity, and liquidity risk. (2018). Huang, Winifred ; Mazouz, Khelifa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:275-291.

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2018(How) do credit market conditions affect firms post-hedging outcomes? Evidence from bank lending standards and firms currency exposure. (2018). Bergbrant, Mikael C ; Hunter, Delroy M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:203-222.

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2018Multiple large shareholders and corporate investment: Evidence from China. (2018). Jiang, Fuxiu ; Zhu, Bing ; Wang, Xue ; Cai, Wenjing . In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:66-83.

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2019To what extent does corporate liquidity affect M&A decisions, method of payment and performance? Evidence from China. (2019). Guo, Jie ; Guariglia, Alessandra ; Yang, Junhong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:128-152.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2017The peer-firm effect on firm’s investment decisions. (2017). Park, Kwangho ; Yang, Taeyong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:178-199.

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2017Diversification discount and investor sentiment. (2017). Nejadmalayeri, Ali ; Harper, Joel T ; Iyer, Subramanian Rama. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:218-236.

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2017Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Yao, Jiawei ; Xue, Lingzhou. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:292-306.

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2017Determinants of the capital structure of Chinese non-listed enterprises: Is TFP efficient?. (2017). Zhang, Dongyang ; Liu, Deqiang . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:179-202.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2017Housing boom, real estate diversification, and capital structure: Evidence from China. (2017). Rong, Zhao ; Huang, Jialin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:74-95.

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2017Do short sellers exploit industry information?. (2017). Zhang, Weina ; Huszar, Zsuzsa R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:118-139.

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2017A comparison of alternative cash flow and discount rate news proxies. (2017). Khimich, Natalya . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:31-52.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2018Equity premium predictions with many predictors: A risk-based explanation of the size and value factors. (2018). Stivers, Adam . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:126-140.

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2018Investment and profitability versus value and momentum: The price of residual risk. (2018). Li, Yuming. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:1-10.

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2018The role of firm investment in momentum and reversal. (2018). Mortal, Sandra C ; Schill, Michael J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:255-278.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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2019Corporate investment efficiency: The role of financial development in firms with financing constraints and agency issues in OECD non-financial firms. (2019). Li, Matthew C ; Naeem, Kashif. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:53-68.

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2018Global cash flow sensitivities. (2018). Doring, Simon ; Meier, Iwan ; Janzen, Malte ; Drobetz, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:16-22.

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2018Performance pay and catering incentives. (2018). Marcet, Francisco. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:12-22.

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2018Inflation and equity mutual fund flows. (2018). Krishnamurthy, Srinivasan ; Warr, Richard S ; Pelletier, Denis. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:52-69.

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2017Economic stability under alternative banking systems: Theory and policy. (2017). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:107-118.

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2018Investor sentiment and advertising expenditure. (2018). Mian, Mujtaba G ; Gul, Ferdinand A ; Sharma, Piyush. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:35:y:2018:i:4:p:611-627.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2017Pricing and usage: An empirical analysis of lines of credit. (2017). Duran, Miguel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:219-234.

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2018Government ownership, financial constraint, corruption, and corporate performance: International evidence. (2018). Haider, Zulfiquer Ali ; Zhang, Ying ; Wang, Yefeng ; Liu, Mingzhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:76-93.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Scope for renegotiation in private debt contracts. (2018). Nikolaev, Valeri V. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:2:p:270-301.

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2018Financing acquisitions with earnouts. (2018). Bates, Thomas W ; Wang, Yolanda Yulong ; Neyland, Jordan B. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:374-395.

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2019A new measure of financial constraints applicable to private and public firms. (2019). Breitkopf, Nikolas ; Elsas, Ralf ; Schauer, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:270-295.

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2019Accounts payable and firm value: International evidence. (2019). Uchida, Konari ; Nam, Hocheol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:116-137.

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2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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2017The international effect of managerial social capital on the cost of equity. (2017). Rajkovic, Tijana ; Ferris, Stephen P ; Javakhadze, David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:69-84.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2018Q-theory, mispricing, and profitability premium: Evidence from China. (2018). Jiang, Fuwei ; Tang, Guohao ; Qi, Xinlin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:135-149.

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2018Monetary stimulation, bank relationship and innovation: Evidence from China. (2018). Zheng, Gaoping ; Xu, Yongxin ; Wang, Shuxun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:237-248.

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2018Rivals’ competitive activities, capital constraints, and firm growth. (2018). Bergbrant, Mikael C ; Kelly, Patrick J ; Hunter, Delroy M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:87-108.

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2019Fama-French, CAPM, and implied cost of equity. (2019). Obrien, Thomas J ; Mishra, Dev R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:101:y:2019:i:c:p:73-85.

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2018Pricing long-lived securities in dynamic endowment economies. (2018). Tsai, Jerry ; Wachter, Jessica A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:848-878.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2017Stock liquidity and default risk. (2017). Brogaard, Jonathan ; Xia, Ying ; Li, Dan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:486-502.

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2018An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

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2018Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2019Gold, platinum, and expected stock returns. (2019). Kilic, Mete ; Huang, Darien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:50-75.

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2019Changing corporate governance norms: Evidence from dual class shares in the UK. (2019). Giannetti, Mariassunta ; Braggion, Fabio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:37:y:2019:i:c:p:15-27.

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2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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2019Does diversification help improve the performance of coal companies? Evidence from Chinas listed coal companies. (2019). Cui, Tao ; Li, Chong-Mao ; Shan, Yuli ; Lin, Han ; Nie, Rui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:88-98.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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More than 100 citations found, this list is not complete...

Works by Christopher Polk:


YearTitleTypeCited
2003The Value Spread In: Journal of Finance.
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article86
2001The Value Spread.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 86
paper
2009The Price Is (Almost) Right In: Journal of Finance.
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article32
2003The Price is (Almost) Right.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
paper
2014Connected Stocks In: Journal of Finance.
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article12
2010Connected stocks.(2010) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 12
paper
2010Connected Stocks.(2010) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 12
paper
2015A forecast evaluation of expected equity return measures In: Bank of England working papers.
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paper3
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
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paper63
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 63
paper
2016The Booms and Busts of Beta Arbitrage In: CEPR Discussion Papers.
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paper0
2003The Real Effects of Investor Sentiment In: CEPR Discussion Papers.
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paper30
2004The Real Effects of Investor Sentiment.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2002Does diversification destroy value? Evidence from the industry shocks In: Journal of Financial Economics.
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article65
2006Cross-sectional forecasts of the equity premium In: Journal of Financial Economics.
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article67
2008Best ideas In: LSE Research Online Documents on Economics.
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paper0
2011Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year In: LSE Research Online Documents on Economics.
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paper1
2011Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2005Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings.
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article74
2005Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 74
paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles.
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This paper has another version. Agregated cites: 74
paper
2005Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
article
2005Stock returns and expected business conditions: half a century of direct evidence In: Proceedings.
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article56
Inferring Arbitrage Activity from Return Correlations In: FMG Discussion Papers.
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paper0
2012New in Town: Demographics, Immigration, and the Price of Real Estate In: Working Papers.
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paper0
2013Hard Times In: Scholarly Articles.
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paper18
2010Hard Times.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2013Hard Times.(2013) In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 18
article
2004New Forecasts of the Equity Premium In: NBER Working Papers.
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paper6
2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis In: NBER Working Papers.
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paper63
2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis.(2005) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 63
article
1997Financial Constraints and Stock Returns In: NBER Working Papers.
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paper226
2001Financial Constraints and Stock Returns..(2001) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 226
article
Financial Constraints and Stock Returns..() In: CRSP working papers.
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This paper has another version. Agregated cites: 226
paper
1999The Diversification Discount: Cash Flows vs. Returns In: NBER Working Papers.
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paper19
The Diversification Discount: Cash Flows vs. Returns..() In: CRSP working papers.
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This paper has another version. Agregated cites: 19
paper
2000Does Diversification Destroy Value? Evidence From Industry Shocks In: NBER Working Papers.
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paper4
Does Diversification Destroy Value? Evidence from Industry Shocks..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009The Stock Market and Corporate Investment: A Test of Catering Theory In: Review of Financial Studies.
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article101

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