Charles Clarke

University of Kentucky - Finance

Assistant Professor

Gatton School of Business and Economics

Department of Finance and Quantitative Methods

Lexington, KY 40506

United States

http://https://sites.google.com/site/charlievclarke/

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 24,095

SSRN RANKINGS

Top 24,095

in Total Papers Downloads

3,624

SSRN CITATIONS

9

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

The Level, Slope and Curve Factor Model for Stocks

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 19 Nov 2014 Last Revised: 21 Mar 2021
Charles Clarke
University of Kentucky - Finance
Downloads 2,961 (7,332)
Citation 8

Abstract:

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Empirical Asset Pricing, Factor Models

2.

Characteristics and the Cross-Section of Covariances

Number of pages: 75 Posted: 22 Mar 2018 Last Revised: 13 Apr 2022
Charles Clarke and Matthew Linn
University of Kentucky - Finance and Isenberg School of Management, University of Massachusetts
Downloads 373 (134,396)

Abstract:

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Empricial Asset Pricing, Cross-Section of Stocks, Covariance Estimation, Arbitrage Pricing Theory, Factor Models

3.

Testing Asset Pricing Models on Individual Stocks

Number of pages: 52 Posted: 17 Mar 2021 Last Revised: 03 Jan 2023
Charles Clarke and Morteza Momeni Shahraki
University of Kentucky - Finance and University of Kentucky - Finance
Downloads 290 (175,949)

Abstract:

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Empirical Asset Pricing