Christopher Keith Polk : Citation Profile

Are you Christopher Keith Polk?

London School of Economics (LSE)

16

H index

17

i10 index

1869

Citations

RESEARCH PRODUCTION:

20

Articles

35

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 69
   Journals where Christopher Keith Polk has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 26 (1.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo238
   Updated: 2024-11-04    RAS profile: 2024-08-08    
   Missing citations? Add them    Incorrect content? Let us know

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)

Ball, Ray (12)

Laeven, Luc (11)

Nesta, Lionel (11)

Pedersen, Lasse (11)

Hjalmarsson, Erik (11)

Teoh, Siew Hong (10)

Malmendier, Ulrike (10)

Hilscher, Jens (10)

Cites to:

Campbell, John (65)

French, Kenneth (39)

Shleifer, Andrei (28)

Fama, Eugene (28)

Stein, Jeremy (19)

Stambaugh, Robert (14)

Vishny, Robert (14)

Shiller, Robert (13)

Mejean, Isabelle (10)

Titman, Sheridan (10)

merton, robert (9)

Main data

Where Christopher Keith Polk has published?

Journals with more than one article published# docs
Journal of Finance5
Journal of Financial Economics5
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 / C.E.P.R. Discussion Papers3
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Christopher Keith Polk (2024 and 2023)

YearTitle of citing document
2023Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012.

Full description at Econpapers || Download paper

2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

Full description at Econpapers || Download paper

2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

Full description at Econpapers || Download paper

2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

Full description at Econpapers || Download paper

2023Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Tushteva, Nikoleta ; Schoelkopf, Julius Theodor ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0739.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998.

Full description at Econpapers || Download paper

2024The real side of stock market exuberance: bubbles, output and productivity at the industry level. (2024). Queiros, Francisco. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:268-291.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Vallelado, Eleuterio ; Rodriguezsanz, Juan Antonio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Expected, unexpected, good and bad aggregate uncertainty. (2023). Uribe, Jorge ; Chuliá, Helena ; Helena, Chulia. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7.

Full description at Econpapers || Download paper

2023Households’ Response to the Wealth Effects of Inflation. (2023). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10648.

Full description at Econpapers || Download paper

2024Moral Hazard and Investment-Cash-Flow Sensitivity. (2024). Li, Rui ; Ai, Hengjie. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:ailili.

Full description at Econpapers || Download paper

2023Asset allocation and risk taking under different interest rate regimes. (2023). Kostka, Thomas ; Vassallo, Danilo ; Hermans, Lieven. In: Working Paper Series. RePEc:ecb:ecbwps:20232803.

Full description at Econpapers || Download paper

2023Aggregate earnings and market expectations in United States presidential election prediction markets. (2023). Wiesen, Taylor. In: Advances in accounting. RePEc:eee:advacc:v:60:y:2023:i:c:s088261102200058x.

Full description at Econpapers || Download paper

2023Regional financial technology and shadow banking activities of non-financial firms: Evidence from China. (2023). Que, Jiangjing ; Zhang, Qiuyue ; Qin, Xiuting. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s104900782300026x.

Full description at Econpapers || Download paper

2023Credit rating and managerial behavior in investment decision making: Evidence from the Korean market. (2023). Kim, Changki ; Thompson, Ephraim Kwashie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000059.

Full description at Econpapers || Download paper

2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

Full description at Econpapers || Download paper

2024Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Ahn, Hee-Joon ; Li, Jiaqi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746.

Full description at Econpapers || Download paper

2023Market reactions to a cross-border carbon policy: Evidence from listed Chinese companies. (2023). Huang, Nan ; Luo, LE ; Yang, Qing ; Shen, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:1:s0890838922000452.

Full description at Econpapers || Download paper

2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

Full description at Econpapers || Download paper

2023Financing constraints and share pledges: Evidence from the share pledge reform in China. (2023). Liu, Ruiming ; Shi, Yang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001808.

Full description at Econpapers || Download paper

2023Corporate diversification, investment efficiency and the business cycle11This work is supported by Shenzhen Humanities & Social Sciences Key Research Bases.. (2023). Wang, Yolanda Yulong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119923000020.

Full description at Econpapers || Download paper

2024Geographic proximity and trade credit: Evidence from a quasi-natural experiment. (2024). Liu, LI ; Xiong, Jiacai ; Ouyang, Caiyue ; Yao, Jun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001840.

Full description at Econpapers || Download paper

2023Power of competition: Unraveling the impact of Chinas fair competition review system implementation on firm innovation. (2023). Si, Deng-Kui ; Zhang, Yepeng ; Wang, Shuhan ; Xiao, Zumian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1561-1581.

Full description at Econpapers || Download paper

2024How does military-civilian integration development influence corporate financial constraints in China? Evidence based on quasi-natural experiments. (2024). Zhu, Huaiqi ; Chen, BO ; Chang, Shiwei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1273-1289.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and green innovation: Evidence from China. (2023). Sensoy, Ahmet ; Xie, Xiaochen ; Liao, Jing ; Wang, Chunfeng ; Cui, Xin. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003418.

Full description at Econpapers || Download paper

2023Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior. (2023). Mrad, Senda ; Hamza, Taher ; Barka, Zeineb. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002791.

Full description at Econpapers || Download paper

2023Does the implementation of green credit policy improve the ESG performance of enterprises? Evidence from a quasi-natural experiment in China. (2023). Yao, Xin ; Miao, Qin ; Lei, NI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002900.

Full description at Econpapers || Download paper

2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

Full description at Econpapers || Download paper

2023SMEs’ behavior under financial constraints: An empirical investigation on the legal environment and the substitution effect with tax arrears. (2023). Ippoliti, Roberto ; Falavigna, Greta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000268.

Full description at Econpapers || Download paper

2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

Full description at Econpapers || Download paper

2024Female board members, financial constraints, and internal control quality: New insights following COSOs 2013 framework. (2024). Elsayed, Mohamed ; Qin, Xuezhi ; Ebaya, Ahmad. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300472x.

Full description at Econpapers || Download paper

2023Global bank complexity and financial fragility around the world. (2023). Doan, Thang ; Anh, Thi Hoang. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001194.

Full description at Econpapers || Download paper

2023Coreversal: The booms and busts of arbitrage activities in China. (2023). Zheng, Weinan ; Shen, Luyao ; Qiu, Zhigang ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:51-65.

Full description at Econpapers || Download paper

2023Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

Full description at Econpapers || Download paper

2024Horizontal mergers and heterogeneous firm investments: evidence from the United States. (2024). Li, Dongxu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001317.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

Full description at Econpapers || Download paper

2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

Full description at Econpapers || Download paper

2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

Full description at Econpapers || Download paper

2023Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583.

Full description at Econpapers || Download paper

2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

Full description at Econpapers || Download paper

2023The impact of human resource practices on corporate investment efficiency. (2023). Avgoustaki, Argyro ; Anagnostopoulou, Seraina C. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001254.

Full description at Econpapers || Download paper

2023Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001461.

Full description at Econpapers || Download paper

2023Oil price uncertainty, workplace misconduct, and cash holding. (2023). Amin, Md Ruhul ; Mazumder, Sharif ; Rahman, Md Showaib. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002739.

Full description at Econpapers || Download paper

2023Effect of cash flow risk on corporate failures, and the moderating role of earnings management and abnormal compensation. (2023). Kannothra, Chacko George ; Bu, Ziwen ; Gupta, Jairaj ; Li, Xia. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002788.

Full description at Econpapers || Download paper

2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

Full description at Econpapers || Download paper

2023How does energy finance promote energy transition? Evidence from Shanghai crude oil futures. (2023). Wang, Jiaxin ; Huang, Xiang ; Long, Houyin. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003939.

Full description at Econpapers || Download paper

2024Maturity mismatched investment, digital financial inclusion, and digital orientation: Evidence from China. (2024). Lin, Yu-En ; Yang, Zhonghai ; Xu, Meng. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004738.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Micro Mechanisms Driving Chinas Clean Energy Flourish: Business Expansion and Financing. (2024). Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000395.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Organizational capital and firm risk – Testing the outside option. (2023). Via, Tony M ; Cook, Douglas O. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005232.

Full description at Econpapers || Download paper

2023Does administrative monopoly regulation affect corporate financialization? From the perspective of vertical industrial chain competition in China. (2023). You, Liang ; Du, Lizhen ; Gao, Yubin ; Xu, Nuo. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000223.

Full description at Econpapers || Download paper

2023When do they trade? Heterogeneous investors in China. (2023). Jiang, Ying ; Huang, Wei ; Qiu, Jiayan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001034.

Full description at Econpapers || Download paper

2023How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526.

Full description at Econpapers || Download paper

2023Does customer concentration affect corporate risk-taking? Evidence from China. (2023). Wang, Fei ; Ni, Jian ; Cao, Xiyang ; Xu, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006694.

Full description at Econpapers || Download paper

2023“Conniving” or “controlling”: How does banking competition impact private enterprise violations?. (2023). Fang, Zhengshuai ; Song, Tonghu ; Zhang, Yue ; Chen, XI. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009339.

Full description at Econpapers || Download paper

2023The international integration of the term structure of expected market risk premia. (2023). Vaello-Sebastia, Antoni ; Serrano, Pedro ; Rubio, Gonzalo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010504.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Social credit system construction and corporate debt dilemmas. (2024). Zhang, YI ; Wu, Lingling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012278.

Full description at Econpapers || Download paper

2024Promoters share pledging and investment–The role of financial constraints. (2024). Bhaduri, Saumitra ; Jose, Amal. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001090.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Female directors, ESG performance and enterprise financialization. (2024). Li, Shanshan ; Huang, Yujie. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002964.

Full description at Econpapers || Download paper

2024Individual investors’ dividend taxes and managerial myopia. (2024). Zhang, Wenyu ; Cheng, Xiaoke ; Gao, Yuan ; Shen, Haomin. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324003003.

Full description at Econpapers || Download paper

2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593.

Full description at Econpapers || Download paper

2023Newspapers tone and the overnight-intraday stock return anomaly. (2023). Schreiber, Ben Z ; Saadon, Yossi. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000368.

Full description at Econpapers || Download paper

2023Corporate social responsibility misconduct and formation of board interlocks. (2023). Yao, Daifei ; Xiang, YI ; Tsang, Albert ; Wang, Yujie. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000621.

Full description at Econpapers || Download paper

2023Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x.

Full description at Econpapers || Download paper

2023Equity misvaluation and debt markets. (2023). Morris, Marc ; Crabtree, Aaron ; Bao, May Xiaoyan ; Wan, Huishan. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000972.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and the inhibitory effect of firms green technology innovation. (2024). Ma, Xiaowei ; Dai, Mengsi ; Zhou, Xiaoxiao ; Zhao, Xin ; Shahzad, Umer ; Charles, Vincent. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000322.

Full description at Econpapers || Download paper

2023FinTech and financing constraints of enterprises: Evidence from China. (2023). Wang, Cizhi ; Liu, Xuexin ; Fang, Hanqing ; Guo, Junyan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001858.

Full description at Econpapers || Download paper

2023Local product market competition and investment home bias. (2023). Almaghrabi, Khadija S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001142.

Full description at Econpapers || Download paper

2023The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

Full description at Econpapers || Download paper

2024The misuse of regression-based x-Scores as dependent variables. (2024). Basu, Sudipta ; Byzalov, Dmitri. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000678.

Full description at Econpapers || Download paper

2023Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260.

Full description at Econpapers || Download paper

2023Enhancement in a firms information environment via options trading and the efficiency of corporate investment. (2023). Tsekrekos, Andrianos E ; Trigeorgis, Lenos ; Anagnostopoulou, Seraina C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000341.

Full description at Econpapers || Download paper

2023Do stock-level experienced returns influence security selection?. (2023). Mitali, Shema ; Antoniou, Constantinos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s037842662300225x.

Full description at Econpapers || Download paper

2024How effectively do green bonds help the environment?. (2024). Elbannan, Mona ; Loffler, Gunter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002376.

Full description at Econpapers || Download paper

2024Credit default swaps and corporate ESG performance. (2024). Zhu, LU ; Zhao, Ran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002741.

Full description at Econpapers || Download paper

2024The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints. (2024). Raddatz, Claudio ; Marcet, Francisco ; Braun, Matias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000189.

Full description at Econpapers || Download paper

2024Bargaining power and trade credit: The heterogeneous effect of credit contractions. (2024). Yang, EI ; Xu, Qiyu ; Wang, Wenya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000293.

Full description at Econpapers || Download paper

2023Drivers of corporate environmental and social responsibility practices: A comparison of two moderated mediation models. (2023). Abkar, Vesna ; Mili, Patricia ; Ater, Barbara. In: Journal of Business Research. RePEc:eee:jbrese:v:159:y:2023:i:c:s0148296323000103.

Full description at Econpapers || Download paper

2023Board gender diversity and investment inefficiency. (2023). Yu, Chang. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000637.

Full description at Econpapers || Download paper

2023Dynamic asset (mis)pricing: Build-up versus resolution anomalies. (2023). OPP, CHRISTIAN ; Tamoni, Andrea ; Boons, Martijn ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:406-431.

Full description at Econpapers || Download paper

2023Heterogeneous liquidity providers and night-minus-day return predictability. (2023). Qin, Zhongling ; Malliaris, Steven ; Lu, Zhongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:175-200.

Full description at Econpapers || Download paper

2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

Full description at Econpapers || Download paper

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]		article66
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]		article59
2003The Price is (Almost) Right.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2014Connected Stocks In: Journal of Finance.
[Full Text][Citation analysis]		article13
2010Connected stocks.(2010) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		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]		paper145
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		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: 145		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2016The Booms and Busts of Beta Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
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: 4		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: 4		paper
2003The Real Effects of Investor Sentiment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2004The Real Effects of Investor Sentiment.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2019A tug of war: Overnight versus intraday expected returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article65
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: 65		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: 65		paper
2022Ripples into waves: Trade networks, economic activity, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
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: 4		paper
2002Does diversification destroy value? Evidence from the industry shocks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article106
2000Does Diversification Destroy Value? Evidence From Industry Shocks.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
Does Diversification Destroy Value? Evidence from Industry Shocks..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2006Cross-sectional forecasts of the equity premium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article87
2022Comomentum: inferring arbitrage activity from return correlations In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
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: 2		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: 2		article
2024Putting the price in asset pricing In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
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
2005Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings.
[Full Text][Citation analysis]		article130
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: 130		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: 130		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: 130		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: 130		article
2005Stock returns and expected business conditions: half a century of direct evidence In: Proceedings.
[Full Text][Citation analysis]		article91
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.
[Full Text][Citation analysis]
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]		paper112
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: 112		article
2023What Drives Booms and Busts in Value? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1997Financial Constraints and Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper498
2001Financial Constraints and Stock Returns..(2001) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 498		article
Financial Constraints and Stock Returns..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 498		paper
1999The Diversification Discount: Cash Flows vs. Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
The Diversification Discount: Cash Flows vs. Returns..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2009The Stock Market and Corporate Investment: A Test of Catering Theory In: The Review of Financial Studies.
[Full Text][Citation analysis]		article177
2024Scale or Yield? A Present-Value Identity In: The Review of Financial Studies.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team