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Robert Korajczyk
Robert Korajczyk
Professor of Finance, Northwestern University
Email verificata su northwestern.edu - Home page
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Citata da
Citata da
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Capital structure choice: macroeconomic conditions and financial constraints
RA Korajczyk, A Levy
Journal of financial economics 68 (1), 75-109, 2003
17112003
Performance measurement with the arbitrage pricing theory: A new framework for analysis
G Connor, RA Korajczyk
Journal of financial economics 15 (3), 373-394, 1986
9731986
Risk and return in an equilibrium APT: Application of a new test methodology
G Connor, RA Korajczyk
Journal of financial economics 21 (2), 255-289, 1988
9311988
Are momentum profits robust to trading costs?
RA Korajczyk, R Sadka
The Journal of Finance 59 (3), 1039-1082, 2004
8822004
Pricing the commonality across alternative measures of liquidity
RA Korajczyk, R Sadka
Journal of Financial Economics 87 (1), 45-72, 2008
7542008
The effect of information releases on the pricing and timing of equity issues
RA Korajczyk, DJ Lucas, RL McDonald
The review of financial studies 4 (4), 685-708, 1991
6561991
A test for the number of factors in an approximate factor model
G Connor, RA Korajczyk
the Journal of Finance 48 (4), 1263-1291, 1993
6121993
Assessing the market timing performance of managed portfolios
R Jagannathan, RA Korajczyk
Journal of business, 217-235, 1986
5111986
Do arbitrage pricing models explain the predictability of stock returns?
WE Ferson, RA Korajczyk
Journal of Business, 309-349, 1995
4211995
A measure of stock market integration for developed and emerging markets
RA Korajczyk
The World Bank Economic Review 10 (2), 267-289, 1996
3861996
Equity issues with time-varying asymmetric information
RA Korajczyk, DJ Lucas, RL McDonald
Journal of financial and quantitative analysis 27 (3), 397-417, 1992
3381992
An empirical investigation of international asset pricing
RA Korajczyk, CJ Viallet
The Review of Financial Studies 2 (4), 553-585, 1989
3021989
Understanding stock price behavior around the time of equity issues
R Korajczyk, DJ Lucas, RL McDonald
National Bureau of Economic Research, 1989
2711989
Predicting equity liquidity
WJ Breen, LS Hodrick, RA Korajczyk
Management Science 48 (4), 470-483, 2002
2662002
The attributes, behavior, and performance of US mutual funds
G Connor, RA Korajczyk
Review of Quantitative Finance and Accounting 1, 5-26, 1991
2611991
Intraday patterns in the cross‐section of stock returns
SL Heston, RA Korajczyk, R Sadka
The Journal of Finance 65 (4), 1369-1407, 2010
2282010
High-frequency market making to large institutional trades
RA Korajczyk, D Murphy
The Review of Financial Studies 32 (3), 1034-1067, 2019
1992019
The pricing of forward contracts for foreign exchange
RA Korajczyk
Journal of Political Economy 93 (2), 346-368, 1985
1831985
The arbitrage pricing theory and multifactor models of asset returns
G Connor, RA Korajczyk
Handbooks in operations research and management science 9, 87-144, 1995
1671995
Portfolio risk analysis
G Connor, LR Goldberg, RA Korajczyk
Princeton University Press, 2010
1552010
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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