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Robert Korajczyk

Global rank #2714 96%

Institution: Northwestern University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.kellogg.northwestern.edu/Faculty/Directory/Korajczyk_Robert.aspx

First Publication: 1985

Most Recent: 2024

RePEc ID: pko2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.51 0.00 0.00 1.02
Last 10 Years 0.00 1.51 1.17 0.00 4.20
All Time 2.01 10.56 4.52 0.00 33.69

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 17.17

Publications (19)

Year Article Journal Tier Authors
2024 Nonstandard Errors Journal of Finance A 343
2021 Arbitrage Portfolios The Review of Financial Studies A 4
2019 High-Frequency Market Making to Large Institutional Trades The Review of Financial Studies A 2
2018 A Performance Comparison of Large-n Factor Estimators Review of Asset Pricing Studies B 3
2016 Horizon Pricing Journal of Financial and Quantitative Analysis B 4
2015 A Synthesis of Two Factor Estimation Methods Journal of Financial and Quantitative Analysis B 3
2010 Intraday Patterns in the Cross‐section of Stock Returns Journal of Finance A 3
2008 Pricing the commonality across alternative measures of liquidity Journal of Financial Economics A 2
2006 The common and specific components of dynamic volatility Journal of Econometrics A 3
2003 Capital structure choice: macroeconomic conditions and financial constraints Journal of Financial Economics A 2
2002 Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance The Review of Financial Studies A 2
1996 A Measure of Stock Market Integration for Developed and Emerging Markets. World Bank Economic Review B 1
1993 A Test for the Number of Factors in an Approximate Factor Model. Journal of Finance A 2
1992 Equity Issues with Time-Varying Asymmetric Information Journal of Financial and Quantitative Analysis B 3
1992 Equity risk premia and the pricing of foreign exchange risk Journal of International Economics A 2
1991 The Effect of Information Releases on the Pricing and Timing of Equity Issues. The Review of Financial Studies A 3
1988 Risk and return in an equilibrium APT : Application of a new test methodology Journal of Financial Economics A 2
1986 Performance measurement with the arbitrage pricing theory : A new framework for analysis Journal of Financial Economics A 2
1985 The Pricing of Forward Contracts for Foreign Exchange. Journal of Political Economy S 1