Robert Korajczyk : Citation Profile

Northwestern University

20

H index

23

i10 index

2534

Citations

RESEARCH PRODUCTION:

26

Articles

19

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   39 years (1985 - 2024). See details.
   Cites by year: 64
   Journals where Robert Korajczyk has often published
   Relations with other researchers
   Recent citing documents: 212.    Total self citations: 10 (0.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko2
   Updated: 2026-05-16    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Söderlind, Paul (8)

Brownlees, Christian (8)

Renault, Thomas (8)

Prokopczuk, Marcel (8)

Frijns, Bart (8)

Rinne, Kalle (8)

FERROUHI, EL MEHDI (8)

Liew, Chee (8)

Menkveld, Albert (8)

Sojli, Elvira (8)

Palan, Stefan (8)

Tonks, Ian (8)

Füllbrunn, Sascha (8)

Pastor, Lubos (8)

Scaillet, Olivier (8)

Park, Andreas (8)

Hurlin, Christophe (8)

Schwarz, Marco (8)

Taylor, Nick (8)

Alexeev, Vitali (8)

Ødegaard, Bernt (8)

Frömmel, Michael (8)

Degryse, Hans (8)

Harris, Jeffrey (8)

Bos, Charles (8)

Caporin, Massimiliano (8)

Smales, Lee (8)

Davies, Ryan (8)

Johannesson, Magnus (8)

Dimpfl, Thomas (8)

Talavera, Oleksandr (8)

LINTON, OLIVER (8)

Stefanova, Denitsa (8)

Wolff, Christian (8)

Deev, Oleg (8)

Foucault, Thierry (8)

Lof, Matthijs (8)

Nielsson, Ulf (8)

Ferrara, Gerardo (8)

Gehrig, Thomas (8)

Reitz, Stefan (8)

Dumitrescu, Ariadna (8)

Sarno, Lucio (8)

Moinas, Sophie (8)

Schuerhoff, Norman (8)

Dreber, Anna (8)

Bohorquez Correa, Santiago (7)

Hambuckers, Julien (7)

Aloosh, Arash (7)

Neszveda, Gabor (7)

Shui, Jessica (7)

Schenk-Hoppé, Klaus (7)

Tang, Yuehua (7)

Roesch, Dominik (7)

Koetter, Michael (7)

van Kervel, Vincent (6)

Gil-Bazo, Javier (6)

Holzmeister, Felix (6)

Zhang, S. Sarah (6)

Xia, Shuo (6)

Vilkov, Grigory (6)

Ranaldo, Angelo (6)

Shachar, Or (6)

Chernov, Mikhail (6)

Jurkatis, Simon (6)

Xiu, Dacheng (6)

Wilhelmsson, Anders (6)

Roy, Saurabh (6)

Gerritsen, Dirk (6)

Pasquariello, Paolo (6)

Walther, Thomas (5)

Hautsch, Nikolaus (5)

Horenstein, Alex (5)

Verousis, Thanos (5)

Huang, Wenqian (5)

CAPELLE-BLANCARD, Gunther (5)

Deku, Solomon (5)

Jalkh, Naji (5)

Eugster, Nicolas (5)

Colliard, Jean-Edouard (4)

Ait-Sahalia, Yacine (4)

Wong, Wing-Keung (4)

Güçbilmez, Ufuk (4)

Mihet, Roxana (3)

Chow, Nikolai Sheung-Chi (3)

Abudy, Menachem (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

Heath, Davidson (2)

Kearney, Fearghal (2)

Bjønnes, Geir (2)

Lopez-Lira, Alejandro (2)

Rakowski, David (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Bouri, Elie (2)

Patton, Andrew (2)

Adrian, Tobias (2)

Pelizzon, Loriana (2)

Hasse, Jean-Baptiste (2)

Theissen, Erik (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Putnins, Talis (2)

Regis, Luca (2)

PASCUAL, ROBERTO (2)

Vogel, Sebastian (2)

Hjalmarsson, Erik (2)

Kassner, Bernhard (2)

Patel, Vinay (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)

Barigozzi, Matteo (24)

Hallin, Marc (23)

Swanson, Norman (23)

Kapetanios, George (19)

Jagannathan, Ravi (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)

Roll, Richard (12)

Bollerslev, Tim (12)

Lo, Andrew (11)

Harvey, Campbell (10)

Jagannathan, Ravi (9)

Main data

Where Robert Korajczyk has published?

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

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
Post-Print / HAL2
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth2

Recent works citing Robert Korajczyk (2025 and 2024)

YearTitle of citing document
2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

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

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2024The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper. (2024). Xu, Ziyi ; Cheng, Xue. In: Papers. RePEc:arx:papers:2304.13985.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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

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

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2024High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789.

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

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

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973.

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2024Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis. (2024). Wang, Cong. In: Papers. RePEc:arx:papers:2408.09271.

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2024Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players. (2024). Chen, Yufan ; Zhang, Ruixun ; Xu, Renyuan ; Wu, Lan. In: Papers. RePEc:arx:papers:2408.09505.

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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). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions. (2025). Yang, Steve ; Chen, Zhi ; Li, Yang. In: Papers. RePEc:arx:papers:2505.05784.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Fan, Qingliang ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2506.19586.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Large-dimensional Factor Analysis with Weighted PCA. (2025). Yuan, Ming ; Lyu, Zhongyuan. In: Papers. RePEc:arx:papers:2508.15675.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance. (2025). Li, Yang ; Chen, Zhi. In: Papers. RePEc:arx:papers:2510.15883.

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2025Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics. (2025). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2511.03076.

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2025LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline. (2025). Soleimani, Masoud. In: Papers. RePEc:arx:papers:2512.07867.

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2026Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

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2026Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction. (2026). Garrone, Roberto. In: Papers. RePEc:arx:papers:2601.05924.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026Do designated market makers provide liquidity during downward extreme price movements?. (2026). Bellia, Mario ; Reno, Roberto ; Pelizzon, Loriana ; Kolokolov, Aleksey ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.01817.

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2026Emergence of Statistical Financial Factors by a Diffusion Process. (2026). Ramos, Jaime Joel ; Negrete, Jose. In: Papers. RePEc:arx:papers:2604.12197.

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2024A Study on the Performance of Japanese ETFs. (2024). Rompotis, Gerasimos G. In: Economic Analysis Letters. RePEc:bba:j00004:v:3:y:2024:i:3:p:46-63:d:359.

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2025An Instrumented Principal Component Analysis Factor Model for Chinese Equity Options Returns. (2025). Li, Xiaoqiong ; Liang, Jianfeng ; Zhou, Heyang ; Yang, Haisheng ; Liu, Yanchu. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:5:p:4370-4390.

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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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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2562.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Janeway Institute Working Papers. RePEc:cam:camjip:2524.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Herns, Ystein ; Rodriguez, Abel ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Westheide, Christian ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Feyman, Yevgeniy ; Weinberg, Stephen E ; Gilpin, Gregory ; Peukert, Christian ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Prakash, Manab ; Karney, Daniel ; Falken, Grace ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Chen, Weiwei ; Reimao, Maira ; Woahid, S M ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Baker, Bradley ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Pitknen, Visa ; Mogge, Lukas ; Goldhaber, Dan ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; Herman, Clment ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Prtner, Claus C ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Sanogo, Vassiki ; McCarthy, Ian M ; Zanoli, Raffaele ; Kronenberg, Christoph ; Gayaker, Savas ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Wang, Yue ; Bjoerkheim, Markus ; Arenas, Andreu ; Klotzbcher, Valentin ; Tatan, Hseyin ; Burli, Pralhad H ; Imtiaz, Saad M ; Holzmeister, Felix ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Waters, Tom ; Schaak, Henning ; Farquharson, Christine ; Lee, Ryan ; French, Evaewero ; Roeckert, Julian. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2024Identification of matrix-valued factor models. (2024). Cheung, Ying Lun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00461.

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2025Balance sheet strength in the oil and gas industry: Saving for a rainy day or making hay while the sun shines. (2025). Ma, Yan ; Anderson, Mark ; Park, Han-Up. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s088261102500001x.

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2025Does the presence of GC in the top management team affect debt financing choices?. (2025). Hossain, Md Safayat ; Rahman, Mahmud. In: Advances in accounting. RePEc:eee:advacc:v:69:y:2025:i:c:s0882611025000392.

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2025The impact of macroeconomic fluctuations on cash holdings of listed companies in China. (2025). Ye, Chuanzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001514.

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2025Dynamics of carbon risk, cost of debt and leverage adjustments. (2025). Tiwari, Aviral ; Singh, Shivendu Pratap ; Fernando, Ruwani ; Duppati, Geeta ; Cumming, Douglas. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:2:s0890838924000842.

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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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2025Rating on a behavioral curve. (2025). Bhattacharya, Utpal ; Zhang, YU ; Shon, Janghoon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001706.

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2025Understanding stock price behavior around external financing. (2025). Yao, Yaqiong ; Martin, Spencer J ; Cao, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001925.

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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 ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2025The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891.

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2025Granular information and sectoral movements. (2025). Jiang, Hao ; Li, Sophia Zhengzi ; Yuan, Peixuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002100.

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2025Supply chain risk and capital structure decisions. (2025). Nguyen, Quang Minh Nhi ; Do, Trung K. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s026499932500344x.

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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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2025Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Spanning latent and observable factors. (2025). Gagliardini, P ; Ghysels, E ; Rubin, M ; Andreou, E. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000897.

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2025Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132.

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2025Cross-sectional dependence in idiosyncratic volatility. (2025). Kalnina, Ilze ; Tewou, Kokouvi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000570.

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2025High dimensional factor analysis with weak factors. (2025). Yuan, Ming ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500140x.

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2025Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations. (2025). Wang, Yazhen ; Shin, Minseok ; Fan, Jianqing ; Kim, Donggyu. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001836.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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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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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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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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2024Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?. (2024). Veld, Chris ; Shemesh, Joshua ; Dutordoir, Marie ; Wang, Qing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000926.

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2025Tick size and firm financing decisions: Evidence from a natural experiment. (2025). Chen, Yangyang ; Yang, Xin ; Ofosu, Emmanuel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000738.

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2025Investing in the batteries and vehicles of the future: A view through the stock market. (2025). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000398.

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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). Shen, Dehua ; Zhu, Zhaobo ; 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). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. 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 ; Cao, Hung ; Phan, Hieu V. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Institutional consensus after earnings announcements: Information or crowding?. (2024). Klein, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002874.

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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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2025Impact of supply chain pressures on financial leverage. (2025). Saadaoui, Jamel ; Ginn, William. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008159.

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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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2025Public debt and corporate debt: Is there a crowding out effect in Brazil?. (2025). Kayo, Eduardo Kazuo ; Hoerlle, Carlos Stahlhoefer. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000236.

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2025Does ESG explain stock returns? Evidence from Chinese stock markets. (2025). , Keith ; Yu, BO ; Shang, Zili. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004775.

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2025Characteristics-based reversals: Exploiting the gap between predicted and realized returns. (2025). Ko, Seongdeok. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013388.

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2024Business seasonality and stock liquidity. (2024). Marks, Joseph M ; Shang, Chenguang. 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). Lin, Tse-Chun ; Deng, Mengdie ; Zhou, Jiayu. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2024Asymmetry and the Cross-section of Option Returns. (2024). Wu, KE ; Wang, Jianqiu ; Zhou, Dexin ; Yang, Sijie. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000508.

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2025Do designated market makers provide liquidity during downward extreme price movements?. (2025). Bellia, Mario ; Ren, Roberto ; Pelizzon, Loriana ; Christensen, Kim ; Kolokolov, Aleksey. In: Journal of Financial Markets. RePEc:eee:finmar:v:76:y:2025:i:c:s138641812500028x.

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2024Limits of arbitrage and their impact on market efficiency: Evidence from China. (2024). Chen, Jian ; Khan, Ali ; Haboub, Ahmad. 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 ; Cai, Jun ; Yang, Huan ; Marcus, Alan J. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000930.

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2025Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233.

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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 ; Rahman, Dewan ; Haque, Anamul. 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). Haider, Zulfiquer ; Wang, Yuan. 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). Tchuigoua, Hubert Tchakoute ; Soumare, Issouf ; Kanga, Dsir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s104244312400129x.

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2025Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity. (2025). Weitzenfeld, Dan. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1477-1484.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. 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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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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

Works by Robert Korajczyk:

YearTitleTypeCited
2010Intraday Patterns in the Cross-section of Stock Returns In: Papers.
[Full Text][Citation analysis]		paper80
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: 80		article
1993 A Test for the Number of Factors in an Approximate Factor Model. In: Journal of Finance.
[Full Text][Citation analysis]		article261
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article28
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
1992Equity Issues with Time-Varying Asymmetric Information In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article49
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.
[Full Text][Citation analysis]		article4
2006The common and specific components of dynamic volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
1992Equity risk premia and the pricing of foreign exchange risk In: Journal of International Economics.
[Full Text][Citation analysis]		article24
1986Performance measurement with the arbitrage pricing theory : A new framework for analysis In: Journal of Financial Economics.
[Full Text][Citation analysis]		article340
1988Risk and return in an equilibrium APT : Application of a new test methodology In: Journal of Financial Economics.
[Full Text][Citation analysis]		article266
2003Capital structure choice: macroeconomic conditions and financial constraints In: Journal of Financial Economics.
[Full Text][Citation analysis]		article426
2008Pricing the commonality across alternative measures of liquidity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article246
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2002Predicting Equity Liquidity In: Management Science.
[Full Text][Citation analysis]		article61
2014A Performance Comparison of Large-n Factor Estimators In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper0
2018A Performance Comparison of Large-n Factor Estimators.(2018) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2019Semi-strong factors in asset returns In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper1
2024Semi-Strong Factors in Asset Returns*.(2024) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
1990Understanding Stock Price Behavior around the Time of Equity Issues In: NBER Chapters.
[Full Text][Citation analysis]		chapter47
1989Understanding Stock Price Behavior around the Time of Equity Issues.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
1988The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023An Intangibles-Adjusted Profitability Factor In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024Large Sample Estimators of the Stochastic Discount Factor* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2002Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance In: The Review of Financial Studies.
[Citation analysis]		article1
2019High-Frequency Market Making to Large Institutional Trades In: The Review of Financial Studies.
[Full Text][Citation analysis]		article40
2021Arbitrage Portfolios In: The Review of Financial Studies.
[Full Text][Citation analysis]		article15
1991The Effect of Information Releases on the Pricing and Timing of Equity Issues. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article125
1996A Measure of Stock Market Integration for Developed and Emerging Markets. In: The World Bank Economic Review.
[Citation analysis]		article76
1995A measure of stock market integration for developed and emerging markets.(1995) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
2010Portfolio Risk Analysis In: Economics Books.
[Citation analysis]		book30
2014Market Liquidity: Asset Pricing, Risk, and Crises In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2011Are You Trading Predictably? In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
1987Estimating Pervasive Economic Factors with Missing Observations. In: Research Program in Finance Working Papers.
[Citation analysis]		paper23
1987Risk and Return in an Equilibrium APT. In: Research Program in Finance Working Papers.
[Citation analysis]		paper14
1987An Intertemporal Equilibrium Beta Pricing Model. In: Research Program in Finance Working Papers.
[Citation analysis]		paper1
1988The Attributes, Behavior and Performance of U.S. Mutual Funds. In: Research Program in Finance Working Papers.
[Citation analysis]		paper12
1986Assessing the Market Timing Performance of Managed Portfolios. In: The Journal of Business.
[Full Text][Citation analysis]		article112
1995Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? In: The Journal of Business.
[Full Text][Citation analysis]		article160
1985The Pricing of Forward Contracts for Foreign Exchange. In: Journal of Political Economy.
[Full Text][Citation analysis]		article43
2003Are Momentum Profits Robust to Trading Costs? In: Finance.
[Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team