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The pricing of forward contracts for foreign exchange

Korajczyk, Robert A. - In: Journal of political economy 93 (1985) 2, pp. 346-368

Persistent link: https://www.econbiz.de/10002244642

Equity risk premia and the pricing of foreign exchange risk

Korajczyk, Robert A.; Viallet, Claude J. - In: Journal of International Economics 33 (1992) 3-4, pp. 199-219

Persistent link: https://www.econbiz.de/10005527510

Performance measurement with the arbitrage pricing theory : A new framework for analysis

Connor, Gregory; Korajczyk, Robert A. - In: Journal of Financial Economics 15 (1986) 3, pp. 373-394

Persistent link: https://www.econbiz.de/10005477988

Capital structure choice: macroeconomic conditions and financial constraints

Korajczyk, Robert A.; Levy, Amnon - In: Journal of Financial Economics 68 (2003) 1, pp. 75-109

Persistent link: https://www.econbiz.de/10005478200

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/10005478224

A Performance Comparison of Large-n Factor Estimators

Connor, Gregory; Chen, Zhuo; Korajczyk, Robert A. - Department of Economics, National University of Ireland - 2014

This paper uses simulations to evaluate the performance of various methods for estimating factor returns in an approximate factor model when the cross-sectional sample (n) is large relative to the time-series sample (T). We study the performance of the estimators under a variety of alternative...

Persistent link: https://www.econbiz.de/10010961596

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

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

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

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