Christopher Polk

Names

Identifer

Contact

Affiliations

• London School of Economics (LSE) / Finance Department
  • EDIRC entry
  • location:

Research profile

author of:

• The Price Is (Almost) Right
  Journal of Finance, American Finance Association (2009)
  by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-article, bla:jfinan:v:64:y:2009:i:6:p:2739-2782)
• Connected Stocks
  Journal of Finance, American Finance Association (2014)
  by Miguel Antón & Christopher Polk
  (ReDIF-article, bla:jfinan:v:69:y:2014:i:3:p:1099-1127)
• A forecast evaluation of expected equity return measures
  Bank of England working papers, Bank of England (2015)
  by Chin, Michael & Polk, Christopher
  (ReDIF-paper, boe:boeewp:0520)
• An Intertemporal CAPM with Stochastic Volatility
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert
  (ReDIF-paper, cpr:ceprdp:10681)
• The Booms and Busts of Beta Arbitrage
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
  by Polk, Christopher & Lou, Dong & Huang, Shiyang
  (ReDIF-paper, cpr:ceprdp:11531)
• The Real Effects of Investor Sentiment
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
  by Sapienza, Paola & Polk, Christopher
  (ReDIF-paper, cpr:ceprdp:3826)
• Does diversification destroy value? Evidence from the industry shocks
  Journal of Financial Economics, Elsevier (2002)
  by Lamont, Owen A. & Polk, Christopher
  (ReDIF-article, eee:jfinec:v:63:y:2002:i:1:p:51-77)
• Cross-sectional forecasts of the equity premium
  Journal of Financial Economics, Elsevier (2006)
  by Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo
  (ReDIF-article, eee:jfinec:v:81:y:2006:i:1:p:101-141)
• Best ideas
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008)
  by Silli, Bernhard & Cohen, Randolph B & Polk, Christopher
  (ReDIF-paper, ehl:lserod:24471)
• Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
  by Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy
  (ReDIF-paper, ehl:lserod:43096)
• Connected stocks
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010)
  by Anton, Miguel & Polk, Christopher
  (ReDIF-paper, ehl:lserod:43098)
• Growth or glamour? fundamentals and systemic risk in stock returns
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by John Campbell & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-article, fip:fedgpr:y:2005:x:28)
• Stock returns and expected business conditions: half a century of direct evidence
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Sean D. Campbell & Francis X. Diebold
  (ReDIF-article, fip:fedgpr:y:2005:x:29)
• Connected Stocks
  FMG Discussion Papers, Financial Markets Group (2010)
  by Miguel Anton, & Christopher Polk
  (ReDIF-paper, fmg:fmgdps:dp651)
• Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year
  FMG Discussion Papers, Financial Markets Group (2011)
  by JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro
  (ReDIF-paper, fmg:fmgdps:dp671)
• Inferring Arbitrage Activity from Return Correlations
  FMG Discussion Papers, Financial Markets Group ()
  by Dong Lou & Christopher Polk
  (ReDIF-paper, fmg:fmgdps:dp721)
• Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
  Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
  by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-paper, fth:harver:2082)
• New in Town: Demographics, Immigration, and the Price of Real Estate
  Working Papers, HAL (2012)
  by Dragana Cvijanovic & Jack Favilukis & Christopher Polk
  (ReDIF-paper, hal:wpaper:hal-00686122)
• Hard Times
  Scholarly Articles, Harvard University Department of Economics (2013)
  by Campbell, John Y. & Giglio, Stefano & Polk, Christopher
  (ReDIF-paper, hrv:faseco:12172786)
• Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
  Scholarly Articles, Harvard University Department of Economics (2010)
  by Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y.
  (ReDIF-paper, hrv:faseco:9887622)
• The Price is (Almost) Right
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-paper, nbr:nberwo:10131)
• New Forecasts of the Equity Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho
  (ReDIF-paper, nbr:nberwo:10406)
• The Real Effects of Investor Sentiment
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Christopher Polk & Paola Sapienza
  (ReDIF-paper, nbr:nberwo:10563)
• Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-paper, nbr:nberwo:11018)
• Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-paper, nbr:nberwo:11389)
• Hard Times
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by John Y. Campbell & Stefano Giglio & Christopher Polk
  (ReDIF-paper, nbr:nberwo:16222)
• An Intertemporal CAPM with Stochastic Volatility
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley
  (ReDIF-paper, nbr:nberwo:18411)
• What Drives Booms and Busts in Value?
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by John Y. Campbell & Stefano Giglio & Christopher Polk
  (ReDIF-paper, nbr:nberwo:31859)
• Financial Constraints and Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (1997)
  by Owen Lamont & Christopher Polk & Jesus Saa-Requejo
  (ReDIF-paper, nbr:nberwo:6210)
• The Diversification Discount: Cash Flows vs. Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by Owen Lamont & Christopher Polk
  (ReDIF-paper, nbr:nberwo:7396)
• Does Diversification Destroy Value? Evidence From Industry Shocks
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by Owen Lamont & Christopher Polk
  (ReDIF-paper, nbr:nberwo:7803)
• The Value Spread
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-paper, nbr:nberwo:8242)
• Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
  The Quarterly Journal of Economics, Oxford University Press (2005)
  by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-article, oup:qjecon:v:120:y:2005:i:2:p:639-668.)
• Hard Times
  The Review of Asset Pricing Studies, Oxford University Press (2013)
  by John Y. Campbell & Stefano Giglio & Christopher Polk
  (ReDIF-article, oup:rasset:v:3:y:2013:i:1:p:95-132.)
• Financial Constraints and Stock Returns
  Review of Financial Studies, Society for Financial Studies (2001)
  by Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus
  (ReDIF-article, oup:rfinst:v:14:y:2001:i:2:p:529-54)
• The Stock Market and Corporate Investment: A Test of Catering Theory
  Review of Financial Studies, Society for Financial Studies (2009)
  by Christopher Polk & Paola Sapienza
  (ReDIF-article, oup:rfinst:v:22:y:2009:i:1:p:187-217)
• Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
  Review of Financial Studies, Society for Financial Studies (2010)
  by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho
  (ReDIF-article, oup:rfinst:v:23:y:2010:i:1:p:305-344)
• Financial Constraints and Stock Returns."
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Owen Lamont & Christopher Polk & Jesus Saa-Requejo
  (ReDIF-paper, wop:chispw:451)
• The Diversification Discount: Cash Flows vs. Returns."
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Owen Lamont & Christopher Polk
  (ReDIF-paper, wop:chispw:504)
• Does Diversification Destroy Value? Evidence from Industry Shocks."
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Owen A. Lamont & Christopher Polk
  (ReDIF-paper, wop:chispw:521)