Items where Author is "Polk, Christopher"

Article

Cho, Thummim, Kremens, Lukas, Lee, Dongryeol and Polk, Christopher (2024) Scale or yield? A present-value identity. Review of Financial Studies, 37 (3). 950 – 988. ISSN 0893-9454

Cho, Thummim and Polk, Christopher (2023) Putting the price in asset pricing. Journal of Finance. ISSN 0022-1082 (In Press)

Huang, Shiyang, Liu, Xin, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2023) The booms and busts of beta arbitrage. Management Science. ISSN 0025-1909

Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2022) Comomentum: inferring arbitrage activity from return correlations. Review of Financial Studies, 35 (7). 3272 - 3302. ISSN 0893-9454

Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2022) Ripples into waves: trade networks, economic activity, and asset prices. Journal of Financial Economics, 145 (1). 217 - 238. ISSN 0304-405X

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher and Skouras, Spyros (2019) A tug of war: overnight versus intraday expected returns. Journal of Financial Economics, 134 (1). pp. 192-213. ISSN 0304-405X

Campbell, John Y., Giglio, Stefano, Polk, Christopher and Turley, Robert (2018) An Intertemporal CAPM with stochastic volatility. Journal of Financial Economics, 128 (2). pp. 207-233. ISSN 0304-405X

Anton, Miguel and Polk, Christopher (2014) Connected stocks. Journal of Finance, 69 (3). 1099 - 1127. ISSN 0022-1082

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2013) Hard times. Review of Asset Pricing Studies, 3 (1). pp. 95-132. ISSN 2045-9920

Polk, Christopher and Campbell, John Y. (2013) Nobel 2013 economics: predicting asset prices. Nature, 504 (7478). p. 97. ISSN 0028-0836

Campbell, John Y., Polk, Christopher and Vuolteenaho, Tuomo (2010) Growth or glamour?: fundamentals and systematic risk in stock returns. Review of Financial Studies, 23 (1). pp. 305-344. ISSN 0893-9454

Cohen, Randolph B., Polk, Christopher and Vuolteenaho, Tuomo (2009) The price is (almost) right. Journal of Finance, 64 (6). pp. 2739-2782. ISSN 1540-6261

Polk, Christopher and Sapienza, Paola (2009) The stock market and corporate investment: a test of catering theory. Review of Financial Studies, 22 (1). pp. 187-217. ISSN 0893-9454

Polk, Christopher, Thompson, Samuel and Vuolteenaho, T (2006) Cross-sectional forecasts of the equity premium. Journal of Financial Economics, 81 (1). pp. 101-141. ISSN 0304-405X

Cohen, Randolph B, Polk, Christopher and Vuolteenaho, Tuomo (2005) Money illusion in the stock market: The Modigliani-Cohn hypothesis. Quarterly Journal of Economics, 120 (2). pp. 639-668. ISSN 0033-5533

Cohen, Randolph B., Polk, Christopher and Vuolteenaho, Tuomo (2003) The value spread. Journal of Finance, 58 (2). pp. 609-642. ISSN 0022-1082

Lamont, Owen A. and Polk, Christopher (2002) Does diversification destroy value? Evidence from the industry shocks. Journal of Financial Economics, 63 (1). pp. 51-77. ISSN 0304-405X

Lamont, Owen A. and Polk, Christopher (2001) The diversification discount. Journal of Finance, 56 (5). pp. 1693-1721. ISSN 0022-1082

Lamont, Owen A., Polk, Christopher and Saá-Requejo, Jesús (2001) Financial constraints and stock returns. Review of Financial Studies, 14 (2). pp. 529-554. ISSN 0893-9454

Monograph

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher and Skouras, Spyros (2015) A tug of war: overnight versus intraday expected returns. Financial Markets Group Discussion Papers (744). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher and Huang, Shiyang (2014) The booms and busts of beta arbitrage. Financial Markets Group Discussion Papers (743). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2013) Comomentum: inferring arbitrage activity from return correlations. Financial Markets Group Discussion Papers (721). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2012) An intertemporal CAPM with stochastic volatility. . National Bureau of Economic Research.

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2011) Hard times. AFA 2012 Chicago Meetings Paper. SSRN.

Kang, Johnny, Pekkala, Tapio, Polk, Christopher and Ribeiro, Ruy (2011) Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year. Financial Markets Group Discussion Papers (671). Financial Markets Group, The London School of Economics and Political Science, London, UK. ISBN 09568549671

Cvijanovic, Dragana, Favilukis, Jack and Polk, Christopher (2010) New in town: demographics, immigration, and the price of real estate. . Department of Finance, London School of Economics and Political Science, London, UK.

Anton, Miguel and Polk, Christopher (2010) Connected stocks. Financial Markets Group Discussion Papers (651). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Silli, Bernhard, Cohen, Randolph B and Polk, Christopher (2008) Best ideas. Financial Markets Group Discussion Papers (624). Financial Markets Group, The London School of Economics and Political Science, London, UK.