Christopher Keith Polk
Names
| first: |
Christopher |
| middle: |
Keith |
| last: |
Polk |
Identifer
Contact
Affiliations
-
London School of Economics (LSE)
/ Finance Department
Research profile
author of:
- The Diversification Discount: Cash Flows Versus Returns (RePEc:bla:jfinan:v:56:y:2001:i:5:p:1693-1721)
by Owen A. Lamont & Christopher Polk - The Value Spread (RePEc:bla:jfinan:v:58:y:2003:i:2:p:609-641)
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - Unknown item RePEc:bla:jfinan:v:58:y:2003:i:2:p:609-642 (article)
- The Price Is (Almost) Right (RePEc:bla:jfinan:v:64:y:2009:i:6:p:2739-2782)
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - Connected Stocks (RePEc:bla:jfinan:v:69:y:2014:i:3:p:1099-1127)
by Miguel Antón & Christopher Polk - Putting the Price in Asset Pricing (RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984)
by Thummim Cho & Christopher Polk - A forecast evaluation of expected equity return measures (RePEc:boe:boeewp:0520)
by Chin, Michael & Polk, Christopher - An Intertemporal CAPM with Stochastic Volatility (RePEc:cpr:ceprdp:10681)
by Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert - The Booms and Busts of Beta Arbitrage (RePEc:cpr:ceprdp:11531)
by Polk, Christopher & Lou, Dong & Huang, Shiyang - The Real Effects of Investor Sentiment (RePEc:cpr:ceprdp:3826)
by Sapienza, Paola & Polk, Christopher - An intertemporal CAPM with stochastic volatility (RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert - A tug of war: Overnight versus intraday expected returns (RePEc:eee:jfinec:v:134:y:2019:i:1:p:192-213)
by Lou, Dong & Polk, Christopher & Skouras, Spyros - Ripples into waves: Trade networks, economic activity, and asset prices (RePEc:eee:jfinec:v:145:y:2022:i:1:p:217-238)
by Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher - Does diversification destroy value? Evidence from the industry shocks (RePEc:eee:jfinec:v:63:y:2002:i:1:p:51-77)
by Lamont, Owen A. & Polk, Christopher - Cross-sectional forecasts of the equity premium (RePEc:eee:jfinec:v:81:y:2006:i:1:p:101-141)
by Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo - Comomentum: inferring arbitrage activity from return correlations (RePEc:ehl:lserod:109318)
by Lou, Dong & Polk, Christopher - Ripples into waves: trade networks, economic activity, and asset prices (RePEc:ehl:lserod:110838)
by Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher - A tug of war: overnight versus intraday expected returns (RePEc:ehl:lserod:119010)
by Lou, Dong & Polk, Christopher & Skouras, Spyros - The booms and busts of beta arbitrage (RePEc:ehl:lserod:119019)
by Lou, Dong & Polk, Christopher & Huang, Shiyang - Comomentum: inferring arbitrage activity from return correlations (RePEc:ehl:lserod:119033)
by Lou, Dong & Polk, Christopher - Putting the price in asset pricing (RePEc:ehl:lserod:120805)
by Cho, Thummim & Polk, Christopher - The booms and busts of beta arbitrage (RePEc:ehl:lserod:120807)
by Huang, Shiyang & Liu, Xin & Lou, Dong & Polk, Christopher - Best ideas (RePEc:ehl:lserod:24471)
by Silli, Bernhard & Cohen, Randolph B & Polk, Christopher - Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year (RePEc:ehl:lserod:43096)
by Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy - Connected stocks (RePEc:ehl:lserod:43098)
by Anton, Miguel & Polk, Christopher - An Intertemporal CAPM with stochastic volatility (RePEc:ehl:lserod:69634)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert - A tug of war: overnight versus intraday expected returns (RePEc:ehl:lserod:87481)
by Lou, Dong & Polk, Christopher & Skouras, Spyros - Growth or glamour? fundamentals and systemic risk in stock returns (RePEc:fip:fedgpr:y:2005:x:28)
by John Campbell & Christopher Polk & Tuomo Vuolteenaho - Stock returns and expected business conditions: half a century of direct evidence (RePEc:fip:fedgpr:y:2005:x:29)
by Sean D. Campbell & Francis X. Diebold - FMG Discussion Papers (RePEc:fmg:fmgdps)
from Financial Markets Group as editor - Connected Stocks (RePEc:fmg:fmgdps:dp651)
by Miguel Anton, & Christopher Polk - Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year (RePEc:fmg:fmgdps:dp671)
by JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro - Inferring Arbitrage Activity from Return Correlations (RePEc:fmg:fmgdps:dp721)
by Dong Lou & Christopher Polk - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:fth:harver:2082)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - New in Town: Demographics, Immigration, and the Price of Real Estate (RePEc:hal:wpaper:hal-00686122)
by Dragana Cvijanovic & Jack Favilukis & Christopher Polk - Hard Times (RePEc:hrv:faseco:12172786)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:hrv:faseco:9887622)
by Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y. - The Booms and Busts of Beta Arbitrage (RePEc:inm:ormnsc:v:70:y:2024:i:8:p:5367-5385)
by Shiyang Huang & Xin Liu & Dong Lou & Christopher Polk - Predicting asset prices (RePEc:nat:nature:v:504:y:2013:i:7478:d:10.1038_504097a)
by Christopher Polk & John Y. Campbell - The Price is (Almost) Right (RePEc:nbr:nberwo:10131)
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - New Forecasts of the Equity Premium (RePEc:nbr:nberwo:10406)
by Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho - The Real Effects of Investor Sentiment (RePEc:nbr:nberwo:10563)
by Christopher Polk & Paola Sapienza - Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis (RePEc:nbr:nberwo:11018)
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:nbr:nberwo:11389)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - Hard Times (RePEc:nbr:nberwo:16222)
by John Y. Campbell & Stefano Giglio & Christopher Polk - An Intertemporal CAPM with Stochastic Volatility (RePEc:nbr:nberwo:18411)
by John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley - What Drives Booms and Busts in Value? (RePEc:nbr:nberwo:31859)
by John Y. Campbell & Stefano Giglio & Christopher Polk - Financial Constraints and Stock Returns (RePEc:nbr:nberwo:6210)
by Owen Lamont & Christopher Polk & Jesus Saa-Requejo - The Diversification Discount: Cash Flows vs. Returns (RePEc:nbr:nberwo:7396)
by Owen Lamont & Christopher Polk - Does Diversification Destroy Value? Evidence From Industry Shocks (RePEc:nbr:nberwo:7803)
by Owen Lamont & Christopher Polk - The Value Spread (RePEc:nbr:nberwo:8242)
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis (RePEc:oup:qjecon:v:120:y:2005:i:2:p:639-668.)
by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho - Hard Times (RePEc:oup:rasset:v:3:y:2013:i:1:p:95-132.)
by John Y. Campbell & Stefano Giglio & Christopher Polk - Financial Constraints and Stock Returns (RePEc:oup:rfinst:v:14:y:2001:i:2:p:529-54)
by Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus - The Stock Market and Corporate Investment: A Test of Catering Theory (RePEc:oup:rfinst:v:22:y:2009:i:1:p:187-217)
by Christopher Polk & Paola Sapienza - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:oup:rfinst:v:23:y:2010:i:1:p:305-344)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - Comomentum: Inferring Arbitrage Activity from Return Correlations (RePEc:oup:rfinst:v:35:y:2022:i:7:p:3272-3302.)
by Dong Lou & Christopher Polk - Scale or Yield? A Present-Value Identity (RePEc:oup:rfinst:v:37:y:2024:i:3:p:950-988.)
by Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk - Financial Constraints and Stock Returns." (RePEc:wop:chispw:451)
by Owen Lamont & Christopher Polk & Jesus Saa-Requejo - The Diversification Discount: Cash Flows vs. Returns." (RePEc:wop:chispw:504)
by Owen Lamont & Christopher Polk - Does Diversification Destroy Value? Evidence from Industry Shocks." (RePEc:wop:chispw:521)
by Owen A. Lamont & Christopher Polk