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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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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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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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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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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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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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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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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