Mark Rachwalski

Emory University - Department of Finance

201 Dowman Drive

Atlanta, GA 30322

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 41,107

in Total Papers Downloads

1,337

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Momentum, Risk, and Underreaction

Number of pages: 37 Posted: 17 Jun 2012 Last Revised: 20 Jul 2012
Mark Rachwalski and Quan Wen
Emory University - Department of Finance and Georgetown University - Department of Finance
Downloads 663 (47,461)
Citation 1

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Momentum, Risk, Underreaction

2.

Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation

Review of Asset Pricing Studies, 2016, Volume 6, Issue 2, 303-328
Number of pages: 58 Posted: 12 May 2012 Last Revised: 09 Oct 2020
Mark Rachwalski and Quan Wen
Emory University - Department of Finance and Georgetown University - Department of Finance
Downloads 446 (77,917)
Citation 3

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Idiosyncratic Volatility, Idiosyncratic Risk, Cross-section, Stock Returns, Underreaction, Frictions

3.

Bonds, Aggregate Wealth, and Stock Market Risk

Number of pages: 50 Posted: 06 Nov 2011 Last Revised: 19 Aug 2013
Mark Rachwalski
Emory University - Department of Finance
Downloads 122 (274,303)

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Stock Market, Corporate Bonds, Consumption, Aggregate Wealth, Cross Section

4.

Stock Wealth, Consumption, and Return Predictability

Number of pages: 55 Posted: 13 Nov 2011 Last Revised: 19 Aug 2013
Mark Rachwalski
Emory University - Department of Finance
Downloads 106 (302,925)

Abstract:

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Consumption, Stock Wealth, Predictability, Stability, Out-of-Sample, Stock Returns