Robert Korajczyk

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Identifer

Contact

Affiliations

• Northwestern University / Kellogg Graduate School of Management / Department of Finance
  • EDIRC entry
  • location:

Research profile

author of:

• Intraday Patterns in the Cross-section of Stock Returns (RePEc:arx:papers:1005.3535)
  by Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka
• A Test for the Number of Factors in an Approximate Factor Model (RePEc:bla:jfinan:v:48:y:1993:i:4:p:1263-91)
  by Connor, Gregory & Korajczyk, Robert A
• Intraday Patterns in the Cross‐section of Stock Returns (RePEc:bla:jfinan:v:65:y:2010:i:4:p:1369-1407)
  by Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka
• Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy
• Equity Issues with Time-Varying Asymmetric Information (RePEc:cup:jfinqa:v:27:y:1992:i:03:p:397-417_00)
  by Korajczyk, Robert A. & Lucas, Deborah J. & McDonald, Robert L.
• A Synthesis of Two Factor Estimation Methods (RePEc:cup:jfinqa:v:50:y:2015:i:04:p:825-842_00)
  by Connor, Gregory & Korajczyk, Robert A. & Uhlaner, Robert T.
• Horizon Pricing (RePEc:cup:jfinqa:v:51:y:2016:i:06:p:1769-1793_00)
  by Kamara, Avraham & Korajczyk, Robert A. & Lou, Xiaoxia & Sadka, Ronnie
• The common and specific components of dynamic volatility (RePEc:eee:econom:v:132:y:2006:i:1:p:231-255)
  by Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver
• Equity risk premia and the pricing of foreign exchange risk (RePEc:eee:inecon:v:33:y:1992:i:3-4:p:199-219)
  by Korajczyk, Robert A. & Viallet, Claude J.
• Performance measurement with the arbitrage pricing theory : A new framework for analysis (RePEc:eee:jfinec:v:15:y:1986:i:3:p:373-394)
  by Connor, Gregory & Korajczyk, Robert A.
• Risk and return in an equilibrium APT : Application of a new test methodology (RePEc:eee:jfinec:v:21:y:1988:i:2:p:255-289)
  by Connor, Gregory & Korajczyk, Robert A.
• Capital structure choice: macroeconomic conditions and financial constraints (RePEc:eee:jfinec:v:68:y:2003:i:1:p:75-109)
  by Korajczyk, Robert A. & Levy, Amnon
• Pricing the commonality across alternative measures of liquidity (RePEc:eee:jfinec:v:87:y:2008:i:1:p:45-72)
  by Korajczyk, Robert A. & Sadka, Ronnie
• Nonstandard errors (RePEc:ehl:lserod:123002)
  by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac
• Unknown item RePEc:grz:wpsses:2021-08 (paper)
• Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
  by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena
• Predicting Equity Liquidity (RePEc:inm:ormnsc:v:48:y:2002:i:4:p:470-483)
  by William J. Breen & Laurie Simon Hodrick & Robert A. Korajczyk
• Non-Standard Errors (RePEc:inn:wpaper:2021-31)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi
• A Performance Comparison of Large-n Factor Estimators (RePEc:may:mayecw:n255-14.pdf)
  by Gregory Connor & Zhuo Chen & Robert A. Korajczyk
• Semi-strong factors in asset returns (RePEc:may:mayecw:n294-19.pdf)
  by Gregory Connor & Robert A. Korajczyk
• Understanding Stock Price Behavior around the Time of Equity Issues (RePEc:nbr:nberch:11475)
  by Robert A. Korajczyk & Deborah Lucas & Robert L. McDonald
• The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence (RePEc:nbr:nberwo:2727)
  by Robert A. Korajczyk & Deborah Lucas & Robert McDonald
• An Intangibles-Adjusted Profitability Factor (RePEc:nbr:nberwo:31068)
  by Ravi Jagannathan & Robert Korajczyk & Kai Wang
• Understanding Stock Price Behavior around the Time of Equity Issues (RePEc:nbr:nberwo:3170)
  by Robert A. Korajczyk & Deborah J. Lucas & Robert L. McDonald
• Semi-Strong Factors in Asset Returns (RePEc:oup:jfinec:v:22:y:2024:i:1:p:70-93.)
  by Gregory Connor & Robert A Korajczyk
• A Performance Comparison of Large-n Factor Estimators (RePEc:oup:rasset:v:8:y:2018:i:1:p:153-182.)
  by Zhuo Chen & Gregory Connor & Robert A Korajczyk
• Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance (RePEc:oup:rfinst:v:15:y:2002:i:2:p:353-362)
  by John Heaton & Robert Korajczyk
• High-Frequency Market Making to Large Institutional Trades (RePEc:oup:rfinst:v:32:y:2019:i:3:p:1034-1067.)
  by Robert A Korajczyk & Dermot Murphy
• Arbitrage Portfolios (RePEc:oup:rfinst:v:34:y:2021:i:6:p:2813-2856.)
  by Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor
• The Effect of Information Releases on the Pricing and Timing of Equity Issues (RePEc:oup:rfinst:v:4:y:1991:i:4:p:685-708)
  by Korajczyk, Robert A & Lucas, Deborah J & McDonald, Robert L
• A Measure of Stock Market Integration for Developed and Emerging Markets (RePEc:oup:wbecrv:v:10:y:1996:i:2:p:267-89)
  by Korajczyk, Robert A
• Introduction (RePEc:pup:chapts:9224-1)
  by Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk
• Portfolio Risk Analysis (RePEc:pup:pbooks:9224)
  by Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk
• Market Liquidity: Asset Pricing, Risk, and Crises (RePEc:taf:quantf:v:14:y:2014:i:2:p:211-212)
  by Robert Korajczyk
• Are You Trading Predictably? (RePEc:taf:ufajxx:v:67:y:2011:i:2:p:36-44)
  by Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka & Lewis D. Thorson
• Estimating Pervasive Economic Factors with Missing Observations (RePEc:ucb:calbrf:173)
  by Gregory Connor and Robert A. Korajczyk.
• Risk and Return in an Equilibrium APT (RePEc:ucb:calbrf:174)
  by Gregory Connor and Robert Korajczyk.
• An Intertemporal Equilibrium Beta Pricing Model (RePEc:ucb:calbrf:176)
  by Gregory Connor and Robert Korajczyk.
• The Attributes, Behavior and Performance of U.S. Mutual Funds (RePEc:ucb:calbrf:181)
  by Gregory Connor and Robert A. Korajczyk.
• Assessing the Market Timing Performance of Managed Portfolios (RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:217-35)
  by Jagannathan, Ravi & Korajczyk, Robert A
• Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? (RePEc:ucp:jnlbus:v:68:y:1995:i:3:p:309-49)
  by Ferson, Wayne E & Korajczyk, Robert A
• The Pricing of Forward Contracts for Foreign Exchange (RePEc:ucp:jpolec:v:93:y:1985:i:2:p:346-68)
  by Korajczyk, Robert A
• A measure of stock market integration for developed and emerging markets (RePEc:wbk:wbrwps:1482)
  by Korajczyk, Robert A.
• Are Momentum Profits Robust to Trading Costs? (RePEc:wpa:wuwpfi:0308004)
  by Robert A. Korajczyk & Ronnie Sadka