| . |
Polk, Christopher's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
14,129 |
Total
Citations
627 |
|
|
|
|
|
1.
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Silli, Bernhard
Goldman Sachs Group, Inc.
|
| Posted: |
|
23 Mar 09
|
|
Last Revised:
|
|
02 Apr 10
|
|
4,144
(766)
|
18
|
|
| |
|
| |
mutual funds, managerial skill, market efficiency
|
|
|
2.
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
1,756
(3,492)
|
|
|
| |
|
| |
Inflation illusion, CAPM, beta
|
|
|
3.
|
|
The Real Effects of Investor Sentiment
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Polk, Christopher
London School of Economics Sapienza, Paola
Northwestern University - Kellogg School of Management - Department of Finance
|
|
Posted:
|
|
30 Nov 02
|
|
Last Revised:
|
|
15 Oct 04
|
|
1,255
(6,336)
|
50
|
|
|
|
|
Polk, Christopher
London School of Economics Sapienza, Paola
Northwestern University - Kellogg School of Management - Department of Finance
|
|
305
|
50
|
|
| |
|
| |
|
|
|
|
|
|
|
Polk, Christopher
London School of Economics Sapienza, Paola
Northwestern University - Kellogg School of Management - Department of Finance
|
|
60
|
50
|
|
| |
|
| |
|
|
|
|
|
|
|
Polk, Christopher
London School of Economics Sapienza, Paola
Northwestern University - Kellogg School of Management - Department of Finance
|
|
33
|
50
|
|
| |
|
| |
Behavioural finance, investments
|
|
|
|
|
|
|
Polk, Christopher
London School of Economics Sapienza, Paola
Northwestern University - Kellogg School of Management - Department of Finance
|
|
857
|
50
|
|
| |
|
| |
|
|
|
|
|
|
4.
|
|
Does Diversification Destroy Value? Evidence From Industry Shocks
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics
|
|
Posted:
|
|
24 Jul 00
|
|
Last Revised:
|
|
02 May 11
|
|
1,124
(7,613)
|
69
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics
|
|
13
|
69
|
|
| |
|
| |
|
|
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics
|
|
1,111
|
69
|
|
| |
|
| |
|
|
|
|
|
|
5.
|
|
Financial Constraints and Stock Returns
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Saa-Requejo, Jesus
Vega Asset Management LLC
|
|
Posted:
|
|
27 Aug 98
|
|
Last Revised:
|
|
18 Apr 08
|
|
1,062
(8,406)
|
146
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Saa-Requejo, Jesus
Vega Asset Management LLC
|
|
38
|
146
|
|
| |
|
| |
|
|
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Saa-Requejo, Jesus
Vega Asset Management LLC
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Saa-Requejo, Jesus
Vega Asset Management LLC
|
|
1,024
|
146
|
|
| |
|
| |
|
|
|
|
|
|
6.
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
927
(10,415)
|
11
|
|
| |
|
| |
stock prices, present value, book-to-market, variance decomposition, capital asset pricing model, beta, expected returns, return on equity
|
|
|
7.
|
|
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Campbell, John Y.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
Posted:
|
|
06 Jul 05
|
|
Last Revised:
|
|
16 Aug 10
|
|
891
(11,074)
|
62
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
0
|
|
|
| |
|
| |
G12, G14, N22
|
|
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
827
|
61
|
|
| |
|
| |
|
|
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
64
|
61
|
|
| |
|
| |
|
|
|
|
|
|
8.
|
|
New Forecasts of the Equity Premium
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Polk, Christopher
London School of Economics Thompson, Samuel Brodsky
Arrowstreet Capital, L.P. Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
Posted:
|
|
19 Apr 04
|
|
Last Revised:
|
|
10 Jan 05
|
|
749
(14,460)
|
54
|
|
|
|
|
Polk, Christopher
London School of Economics Thompson, Samuel Brodsky
Arrowstreet Capital, L.P. Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
43
|
54
|
|
| |
|
| |
|
|
|
|
|
|
|
Polk, Christopher
London School of Economics Thompson, Samuel Brodsky
Arrowstreet Capital, L.P. Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
706
|
54
|
|
| |
|
| |
risk premium, beta, bias, size, conditional test
|
|
|
|
|
|
9.
|
|
The Diversification Discount: Cash Flows vs. Returns
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics
|
|
Posted:
|
|
09 Jan 00
|
|
Last Revised:
|
|
14 Oct 10
|
|
730
(15,003)
|
57
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics
|
|
32
|
57
|
|
| |
|
| |
|
|
|
|
|
|
|
Lamont, Owen A.
Harvard University - Department of Economics Polk, Christopher
London School of Economics
|
|
698
|
57
|
|
| |
|
| |
|
|
|
|
|
|
10.
|
|
The Price is (Almost) Right
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
Posted:
|
|
08 Dec 03
|
|
Last Revised:
|
|
08 Sep 10
|
|
584
(20,656)
|
33
|
|
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
543
|
33
|
|
| |
|
| |
stock prices, present value, book-to-market, variance decomposition, capital asset pricing model, beta, expected returns, return on equity
|
|
|
|
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
41
|
33
|
|
| |
|
| |
|
|
|
|
|
|
11.
|
|
Hard Times
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics
|
|
Posted:
|
|
26 Jul 10
|
|
Last Revised:
|
|
22 Sep 12
|
|
454
(28,914)
|
9
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics
|
|
113
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics
|
| Posted: |
|
20 Mar 11
|
|
Last Revised:
|
|
24 Dec 11
|
|
301
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics
|
|
40
|
9
|
|
| |
|
| |
|
|
|
|
|
|
12.
|
|
An Intertemporal CAPM with Stochastic Volatility
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics Turley, Robert
Harvard University
|
|
Posted:
|
|
15 Mar 12
|
|
Last Revised:
|
|
20 Nov 12
|
|
279
(52,311)
|
6
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics Turley, Robert
Harvard University
|
|
3
|
6
|
|
| |
|
| |
|
|
|
|
|
|
|
Campbell, John Y.
Harvard University - Department of Economics Giglio, Stefano
University of Chicago - Booth School of Business Polk, Christopher
London School of Economics Turley, Robert
Harvard University
|
|
276
|
6
|
|
| |
|
| |
ICAPM, time-varying expected returns, stochastic volatility, value premium
|
|
|
|
|
|
13.
|
|
The Value Spread
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
Posted:
|
|
20 Apr 01
|
|
Last Revised:
|
|
21 Oct 10
|
|
98
(136,920)
|
79
|
|
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
98
|
79
|
|
| |
|
| |
|
|
|
|
|
|
14.
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics Vuolteenaho, Tuomo
Arrowstreet Capital, LP
|
|
76
(161,072)
|
33
|
|
| |
|
| |
|
|
|
15.
|
|
|
Polk, Christopher
London School of Economics Sapienza, Paola
Northwestern University - Kellogg School of Management - Department of Finance
|
|
|
|
|
| |
|
| |
G14, G31
|
|
|
16.
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics
|
|
|
|
|
| |
|
| |
|
|
|
17.
|
|
|
Cohen, Randolph B.
Harvard Business School - Finance Unit Polk, Christopher
London School of Economics
|
|
|
|
|
| |
|
| |
|
|
