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Details about Christopher Polk

Homepage:http://personal.lse.ac.uk/POLK/
Workplace:Finance Department, London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Christopher Polk.

Last updated 2018-01-04. Update your information in the RePEc Author Service.

Short-id: ppo238


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Working Papers

2016

  1. The Booms and Busts of Beta Arbitrage
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2015

  1. A forecast evaluation of expected equity return measures
    Bank of England working papers, Bank of England Downloads View citations (3)
  2. An Intertemporal CAPM with Stochastic Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (39)

2013

  1. Hard Times
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (2)

    See also Journal Article in Review of Asset Pricing Studies (2013)

2012

  1. New in Town: Demographics, Immigration, and the Price of Real Estate
    Working Papers, HAL

2011

  1. 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 Downloads View citations (1)
    Also in FMG Discussion Papers, Financial Markets Group (2011) Downloads View citations (1)

2010

  1. Connected Stocks
    FMG Discussion Papers, Financial Markets Group Downloads View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010) Downloads View citations (1)

    See also Journal Article in Journal of Finance (2014)
  2. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (63)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (12)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) Downloads View citations (4)

    See also Journal Article in Review of Financial Studies (2010)

2008

  1. Best ideas
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads

2005

  1. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)
    See also Journal Article in The Quarterly Journal of Economics (2005)

2004

  1. New Forecasts of the Equity Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. The Real Effects of Investor Sentiment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (6)

2003

  1. The Price is (Almost) Right
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Finance (2009)

2001

  1. The Value Spread
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article in Journal of Finance (2003)

2000

  1. Does Diversification Destroy Value? Evidence From Industry Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago

    See also Journal Article in Journal of Financial Economics (2002)

1999

  1. The Diversification Discount: Cash Flows vs. Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (17)

1997

  1. Financial Constraints and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago

    See also Journal Article in Review of Financial Studies (2001)

Undated

  1. Inferring Arbitrage Activity from Return Correlations
    FMG Discussion Papers, Financial Markets Group Downloads

Journal Articles

2014

  1. Connected Stocks
    Journal of Finance, 2014, 69, (3), 1099-1127 Downloads View citations (11)
    See also Working Paper (2010)

2013

  1. Hard Times
    Review of Asset Pricing Studies, 2013, 3, (1), 95-132 Downloads View citations (7)
    See also Working Paper (2013)

2010

  1. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
    Review of Financial Studies, 2010, 23, (1), 305-344 Downloads View citations (63)
    Also in Proceedings, 2005 (2005) Downloads View citations (3)

    See also Working Paper (2010)

2009

  1. The Price Is (Almost) Right
    Journal of Finance, 2009, 64, (6), 2739-2782 Downloads View citations (30)
    See also Working Paper (2003)
  2. The Stock Market and Corporate Investment: A Test of Catering Theory
    Review of Financial Studies, 2009, 22, (1), 187-217 Downloads View citations (101)

2006

  1. Cross-sectional forecasts of the equity premium
    Journal of Financial Economics, 2006, 81, (1), 101-141 Downloads View citations (69)

2005

  1. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
    The Quarterly Journal of Economics, 2005, 120, (2), 639-668 Downloads View citations (64)
    See also Working Paper (2005)
  2. Stock returns and expected business conditions: half a century of direct evidence
    Proceedings, 2005 Downloads View citations (3)

2003

  1. The Value Spread
    Journal of Finance, 2003, 58, (2), 609-642 Downloads View citations (77)
    See also Working Paper (2001)

2002

  1. Does diversification destroy value? Evidence from the industry shocks
    Journal of Financial Economics, 2002, 63, (1), 51-77 Downloads View citations (64)
    See also Working Paper (2000)

2001

  1. Financial Constraints and Stock Returns
    Review of Financial Studies, 2001, 14, (2), 529-54 View citations (224)
    See also Working Paper (1997)
 
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