Christopher Keith Polk : Citation Profile

London School of Economics (LSE)

16

H index

19

i10 index

2161

Citations

RESEARCH PRODUCTION:

23

Articles

39

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 80
   Journals where Christopher Keith Polk has often published
   Relations with other researchers
   Recent citing documents: 218.    Total self citations: 26 (1.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo238
   Updated: 2026-09-26    RAS profile: 2026-09-13    
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Relations with other researchers

Works with:

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

Is cited by:

Zhang, Lu (22)

Hirshleifer, David (18)

Campbell, John (17)

Weber, Michael (12)

Ball, Ray (12)

Hjalmarsson, Erik (11)

Pedersen, Lasse (11)

Hilscher, Jens (11)

Nesta, Lionel (11)

Laeven, Luc (11)

Bianchi, Francesco (10)

Cites to:

Campbell, John (64)

French, Kenneth (39)

Shleifer, Andrei (30)

Fama, Eugene (29)

Stein, Jeremy (24)

Vishny, Robert (15)

Stambaugh, Robert (14)

Shiller, Robert (14)

Titman, Sheridan (11)

Mejean, Isabelle (10)

Levchenko, Andrei (9)

Main data

Where Christopher Keith Polk has published?

Journals with more than one article published# docs
Journal of Finance6
Journal of Financial Economics6
The Review of Financial Studies5
Proceedings2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc12
CEPR Discussion Papers / Centre for Economic Policy Research3
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Christopher Keith Polk (2026 and 2025)

YearTitle of citing document
2024Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416.

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2025Does Overnight News Explain Overnight Returns?. (2025). Glasserman, Paul ; Krstovski, Kriste ; Mamaysky, Harry ; Laliberte, Paul. In: Papers. RePEc:arx:papers:2507.04481.

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2025Environmental Performance, Financial Constraint and Tax Avoidance Practices: Insights from FTSE All-Share Companies. (2025). Khrennikova, Polina ; Sastroredjo, Probowo Erawan ; Ausloos, Marcel. In: Papers. RePEc:arx:papers:2509.08450.

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2025Switching between states and the COVID-19 turbulence. (2025). Aarab, Ilias. In: Papers. RePEc:arx:papers:2512.20477.

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2026Warp speed price moves: Jumps after earnings announcements. (2026). Veliyev, Bezirgen ; Christensen, Kim ; Timmermann, Allan. In: Papers. RePEc:arx:papers:2601.08962.

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2026Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality. (2026). Lee, Chorok. In: Papers. RePEc:arx:papers:2601.10732.

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2026Split-Session Cluster GARCH for Overnight and Intraday Returns: The Role of Tail Heterogeneity. (2026). Hansen, Peter Reinhard ; Chen, Xinxian ; Tong, Chen. In: Papers. RePEc:arx:papers:2607.03669.

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2026Robustness or Crowding: Experimental Design for Trading Strategy Capacity. (2026). Noguer, Miquel ; Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2608.08405.

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2026The Markets Conditioning Representation: Equilibrium, Crowding, and Convention Multiplicity. (2026). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2608.18299.

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2025Female directors on the sensitivity of investment to growth opportunities. (2025). Ouyang, Wenjing ; Szewczyk, Samuel H ; Miles, Jeffrey. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:713-752.

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2025Dissecting the lottery‐like anomaly: Evidence from China. (2025). Xiong, Zhitao ; Hu, YI ; Gu, Ming. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:883-911.

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2026Systematic Risk Factors in Chinas Stock Market: A High‐Frequency PCA Approach. (2026). Zhou, Chunyang ; Zhu, Shunwei. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:602-620.

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2025Multiple Memberships in Regional Trade Agreements and Intraregional Trade Dynamics in Sub‐Saharan Africa. (2025). , Jayamohan ; Chigeto, Amsalu Dachito. In: African Development Review. RePEc:bla:afrdev:v:37:y:2025:i:2:n:e70013.

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2026Nonfundamental‐Driven Price Shocks and Corporate Climate Risk Disclosure. (2026). Bao, Shangyan ; Lian, Yuanqiang ; Shen, Hong ; Wang, HU. In: Australian Accounting Review. RePEc:bla:ausact:v:36:y:2026:i:1:p:26-51.

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2025Accumulate or Diversify Ecological Innovation Assets? The Effect of Ecological Innovation Asset Depth and Breadth on Firm Financial Performance. (2025). Zacharias, Nicolas A ; Gropengiesserarlt, Louisa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:4:p:4001-4029.

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2025Echoes of insecurity: The detrimental effect of crime on corporate employment. (2025). Peng, Zhang ; Shi, Xinzheng ; Yu, Junyan. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:2:p:237-269.

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2025Economic policy uncertainty and institutional portfolio investment. (2025). Hao, Qing ; Li, Andi. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:2:p:271-304.

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2025High‐beta stock valuation around macroeconomic announcements. (2025). Chen, Jingjing ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:95-120.

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2025Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China. (2025). Li, Youwei ; Gao, YA ; Xiong, Xiong ; Han, Xing ; Vigne, Samuel A. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:2:p:623-652.

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2025ETFs and the price volatility of underlying bonds. (2025). Volkov, Nikanor ; Kaprielyan, Margarita ; Agapova, Anna. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:3:p:667-700.

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2025The bright side of cross ownership: Evidence from the corporate resilience to COVID‐19 crisis in China. (2025). Chen, Yihui ; Wei, Haoyuan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e12468.

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2025Risk‐averse or altruistic? Board chairs early‐life experience and debt maturity. (2025). Chang, Yunching ; Chen, Yong ; Huang, Guanying. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70004.

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2025Dividend cuts and a firms investment opportunity set. (2025). Das, Somnath ; Dhole, Sandip. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:1:p:91-126.

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2025Interest rate liberalization and corporate innovation: Evidence from natural experiments in China. (2025). Ke, Yun ; Quan, Xiaofeng ; Ding, Wenhong ; Yu, Shuangli. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:2:p:1152-1182.

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2025Government affiliation, analyst behavior and the economic consequences. (2025). Lan, Tianqi ; Jia, Ning ; Xiaoteng, MA ; Wang, Dan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:2:p:1183-1211.

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2026How Do Misvalued Firms Deploy Internal Cash Flow?. (2026). Kwok, Wing Chun ; Chang, Xin ; Yao, Jiaquan ; Wong, George ; Li, Tao. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:53:y:2026:i:2:p:921-944.

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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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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024Crisis averted: Cross‐market reallocation during the great trade collapse. (2024). Oglend, Atle ; Asche, Frank ; Straume, Hansmartin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:2855-2870.

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2025Does Corporate ESG Performance Enhance Sustained Green Innovation? Empirical Evidence from China. (2025). Yongdong, Shi ; Jingyi, LI ; Zeshuai, Wei ; Guiliang, Wang ; Jianxiang, Wang ; Xueqing, Wang. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:18:n:1002.

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2026How Do Money and Tax Illusion Impact Long-Term Investments? An Experiment. (2026). Drger, Lena ; Blaufus, Kay ; Schneider, Judith C ; Milde, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12799.

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2025Leading safely: The impact of generalist CEOs on workplace safety. (2025). Pham, Mia Hang ; Nguyen, Harvey ; Molchanov, Alexander ; Zhang, Tony Xiaochi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000371.

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2025Information sharing and loan outcome: Evidence from CEO/CFO-bank links. (2025). Wang, Yujie ; Xiang, YI ; Tong, Jamie Yixing ; Zhang, Feida Frank. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:6:s0890838925001362.

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2026Firm connection and equity return predictability – Graph-based machine learning methods. (2026). Liu, Xiaoquan ; Huang, Wenli ; Meng, Qingxin ; Wu, Mian. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838924002002.

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2025Fading virtue, flourishing profits: Corporate social responsibility in the presence of competitor constraints. (2025). Zhu, Xiaoyang ; Wang, Xiaoqiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001688.

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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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2026Long-term debt and the efficiency of crisis-contingent policies: Taming overborrowing externalities. (2026). Xu, Sichuang ; Ma, Long. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:184:y:2026:i:c:s0165188925002192.

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2025Every coin has two sides: Does bankruptcy judicial reform promote corporate innovation༟. (2025). Li, Xueyao ; Si, Haiping ; Wang, Chao ; Miao, Miao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1699-1720.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2026Recursive utility under the ICAPM: Is it relevant?. (2026). Maio, Paulo. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005610.

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2026Tariff exposure and liberation day reactions: Initial evidence from corporate filings. (2026). Han, Yue ; Hu, Wenyao ; Wang, Heng Emily. In: Economics Letters. RePEc:eee:ecolet:v:259:y:2026:i:c:s016517652500624x.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2025Factor-guided estimation of large covariance matrix function with conditional functional sparsity. (2025). Li, Dong ; Qiao, Xinghao ; Wang, Zihan. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001241.

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2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

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2025The impacts of green bonds on the green innovation: Evidence from the corporate green transformation in China. (2025). Wu, Wenfeng ; Yang, Minhua ; Ma, Linkun ; Gu, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000019.

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2025Investment under anticorruption: Evidence from the high-profile anticorruption campaign in Vietnam. (2025). Hoang, Viet ; Nguyen, Cuong. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001098.

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2026Central bank green communication and pollution premium: Evidence from China. (2026). Chen, Yiyao ; Zhang, Huajing ; Jiang, Fuwei. In: Emerging Markets Review. RePEc:eee:ememar:v:70:y:2026:i:c:s1566014125001438.

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2026Compromised employee attention: Overnight returns and labor productivity. (2026). Zou, Ruiyang ; Li, Xinqi. In: Emerging Markets Review. RePEc:eee:ememar:v:72:y:2026:i:c:s1566014126000154.

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2024Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227.

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2024Global and local information efficiency: An examination of samuelsons dictum. (2024). Xiao, Yaqing ; Zhang, Jinfan ; Yan, Hongjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000355.

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2025Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117.

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2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

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2025Default-probability-implied credit ratings for Chinese firms. (2025). Li, Xiangzhen ; Liu, Shida ; Wang, Hao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000660.

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2025Managerial job security and firm diversification. (2025). Bu, Ziwen ; Li, Suyang ; Xiao, Rongbing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000684.

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2025Insider trading and anomalies. (2025). Xu, Minghai ; Tian, Jiaxing ; Xiang, Hong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s092753982500088x.

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2025Greening up their act: Corporate carbon emissions reduction in response to political risk. (2025). Bose, Sudipta ; Dhole, Sandip ; Banerjee, Pradip ; Truong, Cameron. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006747.

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2025Corporate social responsibility signalling under external transparency demands. (2025). Poursoleyman, Ehsan ; Nazari, Jamal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001322.

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2025Is climate policy uncertainty an angel or a devil? Empirical evidence from corporate digital transformation. (2025). Wu, Tung-Ju ; Sun, Yuan ; Fan, Liwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002224.

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2025How does the cybersecurity law affect corporate investment. (2025). Zhang, QI ; Zhao, Feng ; Xu, Yao. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002728.

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2025The benefits of downside risk reduction through coinsurance. (2025). Norden, Lars ; Goedde-Menke, Michael ; Rose, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003527.

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2025Financial uncertainties drive extreme risks in China. (2025). Huang, Shupei ; Lucey, Brian M ; Wang, Xinya. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s105752192500434x.

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2025Examining high-frequency patterns in Robinhood users’ trading behavior. (2025). Aymard, Clment ; Cenesizoglu, Tolga ; Ardia, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004569.

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2025Does supply chain vertical integration reduce corporate debt financing costs?☆. (2025). Ni, Bangling ; Cheng, Xiaoke ; Zhang, Wenyu ; Sun, Qian ; Fu, Xiangfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005162.

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2025Does stock market liberalization restrain corporate misconduct: Evidence from research and development manipulation. (2025). Zhang, Zhida ; Wang, Yuetang ; Ruan, Peiheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006829.

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2025Corporate disclosure quality and financing constraints: Evidence from chinese listed companies. (2025). Cao, Zhenxiang ; Huang, Shuai ; Zhong, Shengyang ; Pan, Dongliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007082.

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2026Trolls at the gate: How Chinese “internet water armies” undermine corporate social responsibility. (2026). Tan, Zhi ; Hu, Jian ; Liu, Dekun. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009196.

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2026Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments. (2026). Luo, Ting ; Du, Jiangze ; Wang, Haiying ; Jiang, Chonghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009305.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024Digital inclusive finance: A lever for SME financing?. (2024). Wang, Yuting ; Bu, YA ; Du, Xin ; Liu, Shuyu ; Tang, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000474.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Does information content of a corporate social responsibility report matter for stock mispricing? Evidence from China. (2024). Zhang, Wenyu ; Sun, Qian ; Chan, Kam C ; Qin, Jie ; Xu, Guanghua ; Wu, DI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004393.

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2024Investor sentiment and M&A withdrawal: International evidence. (2024). Herve, Fabrice ; Thraya, Mohamed Firas ; Zouaoui, Mohamed ; Rouine, Ibtissem. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006604.

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2025ESG performance and corporate fraud: Evidence based on the MOE framework. (2025). Wu, Wenruo ; Gao, Jun ; Sun, Yanyang ; Liu, Suyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007397.

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2025Does R&D make stocks lottery-like?. (2025). Zhang, Lingxiao ; Gao, Yuanqi ; Luo, QI ; Li, Chuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007725.

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2025The risk management effect of bank fintech: Evidence from stock price crash risk. (2025). Liu, Yue ; Zhou, Jinlan. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000262.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2024The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Albers, Stefan ; Kestner, Lars N. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162.

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2025Financial constraints and firm efficiency: Further empirical evidence. (2025). Martins-Filho, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015538.

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2025The role of associated risk in predicting financial distress: A case study of listed agricultural companies in China. (2025). Wang, Jing ; Zhang, Wanjuan. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003885.

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2025How does cultural diversity influence corporate AI development?. (2025). Luo, Wenying ; Liu, Rong ; Su, Ruiqian. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007652.

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2025Fractal insights into overnight and intraday returns: Unraveling global market heterogeneity. (2025). Si, Yuancheng ; Nadarajah, Saralees. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325012188.

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2025Short squeeze risk and price impact. (2025). Kim, Hyeonjun ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014023.

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2025Intraday and overnight return anomalies: Evidence from 11.6 million price observations. (2025). Zirk-Sadowski, Jan ; Hryckiewicz, Aneta. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s1544612325018926.

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2025Decomposing momentum: Fundamentals versus persistent mispricing. (2025). Kim, Hyeonjun ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pf:s1544612325020069.

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2026Recency biases and the idiosyncratic volatility puzzle. (2026). Lo, Wen-Chi ; Ko, Kuan-Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:91:y:2026:i:c:s1544612325027175.

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2026Climate vulnerability and market volatility: Evidence from European firms. (2026). Dez-Esteban, Jos Mara ; Garca-Gmez, Conrado Diego ; Enriquez-Perales, Sarela. In: Finance Research Letters. RePEc:eee:finlet:v:92:y:2026:i:c:s1544612326001297.

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2024Testing the boundaries of applicability of standard Stochastic Discount Factor models. (2024). Hassan, M. Kabir ; Zhu, Yinchu ; Pezzo, Luca ; Tian, Jiayuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000536.

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2025Diversification effect in multivariate optimal risk transfer. (2025). Asimit, Vali ; Fung, Tsz Chai ; Peng, Liang ; Yang, Fang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001039.

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2025Dynamic derivative-based pension investment with stochastic volatility: A behavioral perspective. (2025). Li, Zhongfei ; Chen, Zheng ; Zeng, Yan ; Shen, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001052.

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2025Stock market liberalization and exports of small and medium-sized enterprises. (2025). Huang, Liying ; Fang, Liting ; He, Lerong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000721.

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2025Bearish bets and the press: On the relation between short interest and media tone. (2025). Mller, Sebastian ; Jacobs, Heiko ; Lauber, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125000952.

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2025Cross-market overnight time-series momentum. (2025). Chen, Xiaoyue ; Singh, Tarlok ; Li, Jinze ; Xu, Dezhong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001295.

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2024Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891.

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2025Accounting comparability between M&A bidders and targets and deal outcome. (2025). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001628.

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2025Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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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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2025Corporate investments in startups: CVC unit vs. direct investment. (2025). Kwon, Sungjoung ; Manna, Nomalia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000640.

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2025How prevalent are short squeezes? Evidence from the US and Europe. (2025). Haas, Marlene ; Pirovano, Matteo ; Tengulov, Angel ; Allen, Franklin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000561.

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2025Unencumbered by style: Why do funds change factor loadings, and does it help?. (2025). Hilscher, Jens ; Bai, Ting ; Scherbina, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:181:y:2025:i:c:s0378426625001645.

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

Christopher Keith Polk is editor of

Journal
FMG Discussion Papers

Works by Christopher Keith Polk:

YearTitleTypeCited
2001The Diversification Discount: Cash Flows Versus Returns In: Journal of Finance.
[Full Text][Citation analysis]		article69
2003The Value Spread In: Journal of Finance.
[Full Text][Citation analysis]		article117
2001The Value Spread.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
2003The Value Spread In: Journal of Finance.
[Full Text][Citation analysis]		article106
2009The Price Is (Almost) Right In: Journal of Finance.
[Full Text][Citation analysis]		article62
2003The Price is (Almost) Right.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2014Connected Stocks In: Journal of Finance.
[Full Text][Citation analysis]		article14
2010Connected stocks.(2010) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
.() In: .
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This paper has nother version. Agregated cites: 14		paper
2024Putting the Price in Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article5
2024Putting the price in asset pricing.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2015A forecast evaluation of expected equity return measures In: Bank of England working papers.
[Full Text][Citation analysis]		paper4
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper164
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		article
2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2016The Booms and Busts of Beta Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2014The booms and busts of beta arbitrage.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2023The booms and busts of beta arbitrage.(2023) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2024The Booms and Busts of Beta Arbitrage.(2024) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2003The Real Effects of Investor Sentiment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2004The Real Effects of Investor Sentiment.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2019A tug of war: Overnight versus intraday expected returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article110
2015A tug of war: overnight versus intraday expected returns.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2019A tug of war: overnight versus intraday expected returns.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2022Ripples into waves: Trade networks, economic activity, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article11
2026Corrigendum to “Ripples into waves: Trade networks, economic activity, and asset prices” [Journal of Financial Economics, Volume 145, (July 2022) Pages 217–238/Article Number].(2026) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2022Ripples into waves: trade networks, economic activity, and asset prices.(2022) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2002Does diversification destroy value? Evidence from the industry shocks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article117
2000Does Diversification Destroy Value? Evidence From Industry Shocks.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
Does Diversification Destroy Value? Evidence from Industry Shocks..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 117		paper
2006Cross-sectional forecasts of the equity premium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article90
2022Comomentum: inferring arbitrage activity from return correlations In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper13
2013Comomentum: inferring arbitrage activity from return correlations.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2022Comomentum: Inferring Arbitrage Activity from Return Correlations.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2024Scale or yield? A present-value identity In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2024Scale or Yield? A Present-Value Identity.(2024) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2008Best ideas In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2005Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings.
[Full Text][Citation analysis]		article138
2005Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2005Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2010Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		article
2005Stock returns and expected business conditions: half a century of direct evidence In: Proceedings.
[Full Text][Citation analysis]		article99
In: .
[Full Text][Citation analysis]		paper0
2012New in Town: Demographics, Immigration, and the Price of Real Estate In: Working Papers.
[Citation analysis]		paper0
2013Hard Times In: Scholarly Articles.
[Full Text][Citation analysis]		paper18
2010Hard Times.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2013Hard Times.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2013Predicting asset prices In: Nature.
[Full Text][Citation analysis]		article0
2004New Forecasts of the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis In: NBER Working Papers.
[Full Text][Citation analysis]		paper130
2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis.(2005) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		article
2023What Drives Booms and Busts in Value? In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
1997Financial Constraints and Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper625
2001Financial Constraints and Stock Returns..(2001) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 625		article
Financial Constraints and Stock Returns..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 625		paper
1999The Diversification Discount: Cash Flows vs. Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
The Diversification Discount: Cash Flows vs. Returns..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2009The Stock Market and Corporate Investment: A Test of Catering Theory In: The Review of Financial Studies.
[Full Text][Citation analysis]		article193

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