Robert Korajczyk

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

ORCID: 0000-0003-2436-2324

Northwestern University

Publications

• Nonstandard Errors — The Journal of Finance 2024
• Arbitrage Portfolios — The Review of Financial Studies 2021
• High-Frequency Market Making to Large Institutional Trades — The Review of Financial Studies 2019
• Horizon Pricing — Journal of Financial and Quantitative Analysis 2016
• A Synthesis of Two Factor Estimation Methods — Journal of Financial and Quantitative Analysis 2015
• Intraday Patterns in the Cross-section of Stock Returns — The Journal of Finance 2010
• Pricing the commonality across alternative measures of liquidity — Journal of Financial Economics 2008
• Are Momentum Profits Robust to Trading Costs? — The Journal of Finance 2004
• Capital structure choice: macroeconomic conditions and financial constraints — Journal of Financial Economics 2003
• Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance — The Review of Financial Studies 2002
• Predicting Equity Liquidity — Management Science 2002
• A Test for the Number of Factors in an Approximate Factor Model — The Journal of Finance 1993
• Equity Issues with Time-Varying Asymmetric Information — Journal of Financial and Quantitative Analysis 1992
• The Effect of Information Releases on the Pricing and Timing of Equity Issues — The Review of Financial Studies 1991
• An Intertemporal Equilibrium Beta Pricing Model — The Review of Financial Studies 1989
• An Empirical Investigation of International Asset Pricing — The Review of Financial Studies 1989
• Risk and return in an equilibrium APT — Journal of Financial Economics 1988
• Performance measurement with the arbitrage pricing theory — Journal of Financial Economics 1986
• The Pricing of Forward Contracts for Foreign Exchange — Journal of Political Economy 1985