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Chen, Zhuo
13
Connor, Gregory
12
Korajczyk, Robert A.
8
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4
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3
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2
Eastwood, David B.
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Sadka, Ronnie
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Financial analysts' journal : FAJ
5
China economic review : an international journal
4
The review of financial studies
3
Journal of financial economics
2
The Chinese economy
2
The journal of finance : the journal of the American Finance Association
2
Applied economics
1
Contemporary economic policy : a journal of Western Economic Association International
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of agricultural and applied economics
1
Journal of business and psychology
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Review of regional studies : a joint publ. of the Southern Regional Science Association and the School of Business, University of Alabama in Birmingham
1
The World Bank economic review
1
The journal of business : B
1
The world economy : the leading journal on international economic relations
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Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
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A Test for the Number of Factors in an Approximate Factor Model
Connor, Gregory
;
Korajczyk, Robert A.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1263-1292
Persistent link: https://www.econbiz.de/10006603652
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2
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-256
Persistent link: https://www.econbiz.de/10007259637
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3
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance
Heaton, John
;
Korajczyk, Robert
- In:
The review of financial studies
15
(
2013
)
2
,
pp. 353-352
Persistent link: https://www.econbiz.de/10010114384
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4
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance
Heaton, John
;
Korajczyk, Robert
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 353-362
Persistent link: https://www.econbiz.de/10007038743
Saved in:
5
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?
Ferson, Wayne E.
;
Korajczyk, Robert A.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 309-350
Persistent link: https://www.econbiz.de/10007332879
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6
A Measure of Stock Market Integration for Developed and Emerging Markets
Korajczyk, Robert A.
- In:
The World Bank economic review
10
(
1996
)
2
,
pp. 267-290
Persistent link: https://www.econbiz.de/10007408908
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7
Predicting Equity Liquidity
Breen, William J.
;
Hodrick, Laurie Simon
;
Korajczyk, …
- In:
Management science : journal of the Institute for …
48
(
2002
)
4
,
pp. 470-483
Persistent link: https://www.econbiz.de/10006087321
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8
Are Momentum Profits Robust to Trading Costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10006551339
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9
Capital structure choice: macroeconomic conditions and financial constraints
Korajczyk, Robert A.
;
Levy, Amnon
- In:
Journal of financial economics
68
(
2003
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10006507431
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10
Pricing the commonality across alternative measures of liquidity
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 45-72
Persistent link: https://www.econbiz.de/10007894626
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