Financial constraints and stock returns O Lamont, C Polk, J Saaá-Requejo The review of financial studies 14 (2), 529-554, 2001 | 1626 | 2001 |
The stock market and corporate investment: A test of catering theory C Polk, P Sapienza The Review of Financial Studies 22 (1), 187-217, 2008 | 1178* | 2008 |
The value spread RB Cohen, C Polk, T Vuolteenaho The Journal of Finance 58 (2), 609-641, 2003 | 615 | 2003 |
Does diversification destroy value? Evidence from industry shocks OA Lamont, C Polk Journal of Financial Economics 63 (1), 51-77, 2002 | 560 | 2002 |
Growth or glamour? Fundamentals and systematic risk in stock returns JY Campbell, C Polk, T Vuolteenaho The Review of Financial Studies 23 (1), 305-344, 2010 | 552 | 2010 |
An intertemporal CAPM with stochastic volatility JY Campbell, S Giglio, C Polk, R Turley Journal of Financial Economics 128 (2), 207-233, 2018 | 460 | 2018 |
Connected stocks M Anton, C Polk The Journal of Finance 69 (3), 1099-1127, 2014 | 437 | 2014 |
The diversification discount: cash flows vs. returns O Lamont, C Polk Journal of Finance 56 (5), 1693-1721, 2001 | 316 | 2001 |
Money illusion in the stock market: The Modigliani-Cohn hypothesis R Cohen, C Polk, T Vuolteenaho Quarterly Journal of Economics 120 (2), 639-668, 2005 | 292 | 2005 |
Cross-sectional forecasts of the equity premium C Polk, S Thompson, T Vuolteenaho Journal of Financial Economics 81 (1), 101-141, 2006 | 287 | 2006 |
The price is (almost) right RB Cohen, C Polk, T Vuolteenaho The Journal of Finance 64 (6), 2739-2782, 2009 | 240* | 2009 |
A tug of war: Overnight versus intraday expected returns D Lou, C Polk, S Skouras Journal of Financial Economics 134 (1), 192-213, 2019 | 216 | 2019 |
Best ideas RB Cohen, C Polk, B Silli AFA 2011 Denver Meetings Paper, 2009 | 178 | 2009 |
Hard times JY Campbell, S Giglio, C Polk The Review of Asset Pricing Studies 3 (1), 95-132, 2013 | 145 | 2013 |
Comomentum: Inferring arbitrage activity from return correlations D Lou, C Polk AFA 2013 San Diego Meetings Paper, 2012 | 135* | 2012 |
The impact of industry factors in asset-pricing tests RB Cohen, CK Polk Kellogg Graduate School of Management working paper, 1998 | 109* | 1998 |
The booms and busts of beta arbitrage S Huang, D Lou, C Polk CEPR Discussion Paper No. DP11531, 2016 | 46 | 2016 |
Compustat selection bias in tests of the Sharpe-Lintner-Black CAPM RB Cohen, C Polk Available at SSRN 7095, 1995 | 26 | 1995 |
Ripples into waves: Trade networks, economic activity, and asset prices JJ Chang, H Du, D Lou, C Polk Journal of financial economics 145 (1), 217-238, 2022 | 21* | 2022 |
Best ideas M Anton, RB Cohen, C Polk Available at SSRN 1364827, 2021 | 17 | 2021 |