Christopher Polk

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0008-0133-6709

London School of Economics and Political Science

Publications

• Corrigendum to “Ripples into waves: Trade networks, economic activity, and asset prices” [Journal of Financial Economics, Volume 145, (July 2022) Pages 217–238/Article Number] — Journal of Financial Economics 2026 (name-matched, not ORCID-linked)
• Putting the Price in Asset Pricing — The Journal of Finance 2024
• The Booms and Busts of Beta Arbitrage — Management Science 2024
• Scale or Yield? A Present-Value Identity — The Review of Financial Studies 2024
• Comomentum: Inferring Arbitrage Activity from Return Correlations — The Review of Financial Studies 2022
• Ripples into waves: Trade networks, economic activity, and asset prices — Journal of Financial Economics 2022
• A tug of war: Overnight versus intraday expected returns — Journal of Financial Economics 2019
• An intertemporal CAPM with stochastic volatility — Journal of Financial Economics 2018
• Connected Stocks — The Journal of Finance 2014
• Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns — The Review of Financial Studies 2010
• The Stock Market and Corporate Investment: A Test of Catering Theory — The Review of Financial Studies 2009
• The Price Is (Almost) Right — The Journal of Finance 2009
• Cross-sectional forecasts of the equity premium — Journal of Financial Economics 2006
• Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis — The Quarterly Journal of Economics 2005
• The Value Spread — The Journal of Finance 2003
• Does diversification destroy value? Evidence from the industry shocks — Journal of Financial Economics 2002
• The Diversification Discount: Cash Flows Versus Returns — The Journal of Finance 2001
• Financial Constraints and Stock Returns — The Review of Financial Studies 2001