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Christopher Polk
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Financial constraints and stock returns
O Lamont, C Polk, J Saaá-Requejo
The review of financial studies 14 (2), 529-554, 2001
17752001
The stock market and corporate investment: A test of catering theory
C Polk, P Sapienza
The Review of Financial Studies 22 (1), 187-217, 2008
1249*2008
The value spread
RB Cohen, C Polk, T Vuolteenaho
The Journal of Finance 58 (2), 609-641, 2003
6602003
Does diversification destroy value? Evidence from industry shocks
OA Lamont, C Polk
Journal of Financial Economics 63 (1), 51-77, 2002
5792002
Growth or glamour? Fundamentals and systematic risk in stock returns
JY Campbell, C Polk, T Vuolteenaho
The Review of Financial Studies 23 (1), 305-344, 2010
5752010
An intertemporal CAPM with stochastic volatility
JY Campbell, S Giglio, C Polk, R Turley
Journal of Financial Economics 128 (2), 207-233, 2018
4972018
Connected stocks
M Anton, C Polk
The Journal of Finance 69 (3), 1099-1127, 2014
4782014
The diversification discount: cash flows vs. returns
O Lamont, C Polk
Journal of Finance 56 (5), 1693-1721, 2001
3232001
Money illusion in the stock market: The Modigliani-Cohn hypothesis
R Cohen, C Polk, T Vuolteenaho
Quarterly Journal of Economics 120 (2), 639-668, 2005
3092005
Cross-sectional forecasts of the equity premium
C Polk, S Thompson, T Vuolteenaho
Journal of Financial Economics 81 (1), 101-141, 2006
2922006
A tug of war: Overnight versus intraday expected returns
D Lou, C Polk, S Skouras
Journal of Financial Economics 134 (1), 192-213, 2019
2672019
The price is (almost) right
RB Cohen, C Polk, T Vuolteenaho
The Journal of Finance 64 (6), 2739-2782, 2009
256*2009
Best ideas
RB Cohen, C Polk, B Silli
AFA 2011 Denver Meetings Paper, 2009
1802009
Comomentum: Inferring arbitrage activity from return correlations
D Lou, C Polk
AFA 2013 San Diego Meetings Paper, 2012
148*2012
Hard times
JY Campbell, S Giglio, C Polk
The Review of Asset Pricing Studies 3 (1), 95-132, 2013
1472013
The impact of industry factors in asset-pricing tests
RB Cohen, CK Polk
Kellogg Graduate School of Management working paper, 1998
113*1998
The booms and busts of beta arbitrage
S Huang, X Liu, D Lou, C Polk
Management Science, 2023
482023
Ripples into waves: Trade networks, economic activity, and asset prices
JJ Chang, H Du, D Lou, C Polk
Journal of financial economics 145 (1), 217-238, 2022
32*2022
Compustat selection bias in tests of the Sharpe-Lintner-Black CAPM
RB Cohen, C Polk
Available at SSRN 7095, 1995
261995
Asset pricing with price levels
T Cho, C Polk
London School of Economics working paper, 2020
24*2020
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Articles 1–20