Christopher Polk

发表的论文8 篇，按出版时间

1. 1
   Corrigendum to “Ripples into waves: Trade networks, economic activity, and asset prices” [Journal of Financial Economics, Volume 145, (July 2022) Pages 217–238/Article Number]Journal of Financial Economics20250
2. 2
   Putting the Price in Asset PricingJournal of Finance202426
3. 3
   The Booms and Busts of Beta ArbitrageManagement Science202315
4. 4
   Comomentum: Inferring Arbitrage Activity from Return CorrelationsReview of Financial Studies202181
5. 5
   Ripples into waves: Trade networks, economic activity, and asset pricesJournal of Financial Economics202139
6. 6
   Scale or Yield? A Present-Value IdentityReview of Financial Studies202111
7. 7
   A tug of war: Overnight versus intraday expected returnsJournal of Financial Economics2019323
8. 8
   An intertemporal CAPM with stochastic volatilityJournal of Financial Economics2018347