Details about Christopher Polk

Access statistics for papers by Christopher Polk.

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

Short-id: ppo238

Working Papers

2016

1. The Booms and Busts of Beta Arbitrage
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2015

2. A forecast evaluation of expected equity return measures
   Bank of England working papers, Bank of England View citations (4)
3. An Intertemporal CAPM with Stochastic Volatility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (55)

2013

4. Hard Times
   Scholarly Articles, Harvard University Department of Economics View citations (15)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
   See also Journal Article in The Review of Asset Pricing Studies (2013)

2012

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

2011

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

2010

7. Connected Stocks
   FMG Discussion Papers, Financial Markets Group View citations (2)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2010) View citations (1)
   See also Journal Article in Journal of Finance (2014)
8. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
   Scholarly Articles, Harvard University Department of Economics View citations (114)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (17)
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) View citations (7)
   See also Journal Article in Review of Financial Studies (2010)

2008

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

2005

10. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (94)
    See also Journal Article in The Quarterly Journal of Economics (2005)

2004

11. New Forecasts of the Equity Premium
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
12. The Real Effects of Investor Sentiment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (6)

2003

13. The Price is (Almost) Right
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Journal Article in Journal of Finance (2009)

2001

14. The Value Spread
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)

2000

15. Does Diversification Destroy Value? Evidence From Industry Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc 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

16. The Diversification Discount: Cash Flows vs. Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (17)

1997

17. Financial Constraints and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    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

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

Journal Articles

2014

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

2013

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

2010

3. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
   Review of Financial Studies, 2010, 23, (1), 305-344 View citations (115)
   Also in Proceedings, 2005 (2005) View citations (6)
   See also Working Paper (2010)

2009

4. The Price Is (Almost) Right
   Journal of Finance, 2009, 64, (6), 2739-2782 View citations (56)
   See also Working Paper (2003)
5. The Stock Market and Corporate Investment: A Test of Catering Theory
   Review of Financial Studies, 2009, 22, (1), 187-217 View citations (159)

2006

6. Cross-sectional forecasts of the equity premium
   Journal of Financial Economics, 2006, 81, (1), 101-141 View citations (86)

2005

7. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
   The Quarterly Journal of Economics, 2005, 120, (2), 639-668 View citations (99)
   See also Working Paper (2005)
8. Stock returns and expected business conditions: half a century of direct evidence
   Proceedings, 2005 View citations (5)

2002

9. Does diversification destroy value? Evidence from the industry shocks
   Journal of Financial Economics, 2002, 63, (1), 51-77 View citations (93)
   See also Working Paper (2000)

2001

10. Financial Constraints and Stock Returns
    Review of Financial Studies, 2001, 14, (2), 529-54 View citations (426)
    See also Working Paper (1997)