| Capital structure choice: macroeconomic conditions and financial constraints RA Korajczyk, A Levy Journal of financial economics 68 (1), 75-109, 2003 | 1721 | 2003 |
| Performance measurement with the arbitrage pricing theory: A new framework for analysis G Connor, RA Korajczyk Journal of financial economics 15 (3), 373-394, 1986 | 980 | 1986 |
| Risk and return in an equilibrium APT: Application of a new test methodology G Connor, RA Korajczyk Journal of financial economics 21 (2), 255-289, 1988 | 933 | 1988 |
| Are momentum profits robust to trading costs? RA Korajczyk, R Sadka The Journal of Finance 59 (3), 1039-1082, 2004 | 890 | 2004 |
| Pricing the commonality across alternative measures of liquidity RA Korajczyk, R Sadka Journal of Financial Economics 87 (1), 45-72, 2008 | 761 | 2008 |
| The effect of information releases on the pricing and timing of equity issues RA Korajczyk, DJ Lucas, RL McDonald The review of financial studies 4 (4), 685-708, 1991 | 659 | 1991 |
| A test for the number of factors in an approximate factor model G Connor, RA Korajczyk the Journal of Finance 48 (4), 1263-1291, 1993 | 614 | 1993 |
| Assessing the market timing performance of managed portfolios R Jagannathan, RA Korajczyk Journal of business, 217-235, 1986 | 513 | 1986 |
| Do arbitrage pricing models explain the predictability of stock returns? WE Ferson, RA Korajczyk Journal of Business, 309-349, 1995 | 423 | 1995 |
| A measure of stock market integration for developed and emerging markets RA Korajczyk The World Bank Economic Review 10 (2), 267-289, 1996 | 390 | 1996 |
| Equity issues with time-varying asymmetric information RA Korajczyk, DJ Lucas, RL McDonald Journal of financial and quantitative analysis 27 (3), 397-417, 1992 | 340 | 1992 |
| An empirical investigation of international asset pricing RA Korajczyk, CJ Viallet The Review of Financial Studies 2 (4), 553-585, 1989 | 304 | 1989 |
| Understanding stock price behavior around the time of equity issues R Korajczyk, DJ Lucas, RL McDonald National Bureau of Economic Research, 1989 | 274 | 1989 |
| Predicting equity liquidity WJ Breen, LS Hodrick, RA Korajczyk Management Science 48 (4), 470-483, 2002 | 267 | 2002 |
| The attributes, behavior, and performance of US mutual funds G Connor, RA Korajczyk Review of Quantitative Finance and Accounting 1, 5-26, 1991 | 261 | 1991 |
| Intraday patterns in the cross‐section of stock returns SL Heston, RA Korajczyk, R Sadka The Journal of Finance 65 (4), 1369-1407, 2010 | 233 | 2010 |
| High-frequency market making to large institutional trades RA Korajczyk, D Murphy The Review of Financial Studies 32 (3), 1034-1067, 2019 | 202 | 2019 |
| The pricing of forward contracts for foreign exchange RA Korajczyk Journal of Political Economy 93 (2), 346-368, 1985 | 184 | 1985 |
| The arbitrage pricing theory and multifactor models of asset returns G Connor, RA Korajczyk Handbooks in operations research and management science 9, 87-144, 1995 | 167 | 1995 |
| Portfolio risk analysis G Connor, LR Goldberg, RA Korajczyk Princeton University Press, 2010 | 159 | 2010 |
Robert McDonaldProfessor of Finance, Kellogg School, Northwestern University在 northwestern.edu 的电子邮件经过验证
