Loading...

← Back to Leaderboard

Christopher Keith Polk

Institution: London School of Economics (LSE)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://personal.lse.ac.uk/POLK/

First Publication: 2001

Most Recent: 2024

RePEc ID: ppo238 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 6.05 0.00 0.00 6.05 87%
Last 10 Years 0.00 8.41 0.00 0.00 8.41 85%
All Time 2.69 27.25 0.67 0.00 30.61 96%

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 14.98

Publications (18)

Year Article Journal Tier Authors
2024 Putting the Price in Asset Pricing Journal of Finance A 2
2024 Scale or Yield? A Present-Value Identity The Review of Financial Studies A 4
2022 Ripples into waves: Trade networks, economic activity, and asset prices Journal of Financial Economics A 4
2022 Comomentum: Inferring Arbitrage Activity from Return Correlations The Review of Financial Studies A 2
2019 A tug of war: Overnight versus intraday expected returns Journal of Financial Economics A 3
2018 An intertemporal CAPM with stochastic volatility Journal of Financial Economics A 4
2014 Connected Stocks Journal of Finance A 2
2013 Hard Times Review of Asset Pricing Studies B 3
2010 Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns The Review of Financial Studies A 3
2009 The Price Is (Almost) Right Journal of Finance A 3
2009 The Stock Market and Corporate Investment: A Test of Catering Theory The Review of Financial Studies A 2
2006 Cross-sectional forecasts of the equity premium Journal of Financial Economics A 3
2005 Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis Quarterly Journal of Economics S 3
2003 The Value Spread Journal of Finance A 3
2003 The Value Spread Journal of Finance A 1
2002 Does diversification destroy value? Evidence from the industry shocks Journal of Financial Economics A 2
2001 Financial Constraints and Stock Returns. The Review of Financial Studies A 3
2001 The Diversification Discount: Cash Flows Versus Returns Journal of Finance A 2