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Christopher Polk

This is information that was supplied by Christopher Polk in registering through RePEc. If you are Christopher Polk, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Christopher
Middle Name:
Last Name:Polk
Suffix:
RePEc Short-ID:ppo238
[This author has chosen not to make the email address public]
http://personal.lse.ac.uk/POLK/
London, United Kingdom
http://www.lse.ac.uk/collections/finance/

: +44 (020) 7405 7686

Houghton Street, London WC2A 2AE
RePEc:edi:fdlseuk (more details at EDIRC)
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  1. Huang, Shiyang & Lou, Dong & Polk, Christopher, 2016. "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers 11531, C.E.P.R. Discussion Papers.
  2. Chin, Michael & Polk, Christopher, 2015. "A forecast evaluation of expected equity return measures," Bank of England working papers 520, Bank of England.
  3. Dragana Cvijanovic & Jack Favilukis & Christopher Polk, 2012. "New in Town: Demographics, Immigration, and the Price of Real Estate," Working Papers hal-00686122, HAL.
  4. John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley, 2012. "An Intertemporal CAPM with Stochastic Volatility," NBER Working Papers 18411, National Bureau of Economic Research, Inc.
  5. JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro, 2011. "Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year," FMG Discussion Papers dp671, Financial Markets Group.
  6. Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy, 2011. "Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year," LSE Research Online Documents on Economics 43096, London School of Economics and Political Science, LSE Library.
  7. John Y. Campbell & Stefano Giglio & Christopher Polk, 2010. "Hard Times," NBER Working Papers 16222, National Bureau of Economic Research, Inc.
    • Campbell, John Y. & Giglio, Stefano & Polk, Christopher, 2013. "Hard Times," Scholarly Articles 12172786, Harvard University Department of Economics.
  8. Miguel Anton, & Christopher Polk, 2010. "Connected Stocks," FMG Discussion Papers dp651, Financial Markets Group.
  9. Anton, Miguel & Polk, Christopher, 2010. "Connected stocks," LSE Research Online Documents on Economics 43098, London School of Economics and Political Science, LSE Library.
  10. Silli, Bernhard & Cohen, Randolph B & Polk, Christopher, 2008. "Best ideas," LSE Research Online Documents on Economics 24471, London School of Economics and Political Science, LSE Library.
  11. John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Harvard Institute of Economic Research Working Papers 2082, Harvard - Institute of Economic Research.
  12. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," NBER Working Papers 11018, National Bureau of Economic Research, Inc.
  13. Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004. "New Forecasts of the Equity Premium," NBER Working Papers 10406, National Bureau of Economic Research, Inc.
  14. Christopher Polk & Paola Sapienza, 2004. "The Real Effects of Investor Sentiment," NBER Working Papers 10563, National Bureau of Economic Research, Inc.
  15. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Price is (Almost) Right," NBER Working Papers 10131, National Bureau of Economic Research, Inc.
  16. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001. "The Value Spread," NBER Working Papers 8242, National Bureau of Economic Research, Inc.
  17. Owen Lamont & Christopher Polk, 1999. "The Diversification Discount: Cash Flows vs. Returns," NBER Working Papers 7396, National Bureau of Economic Research, Inc.
  18. Owen Lamont & Christopher Polk & Jesus Saa-Requejo, 1997. "Financial Constraints and Stock Returns," NBER Working Papers 6210, National Bureau of Economic Research, Inc.
  19. Dong Lou & Christopher Polk, "undated". "Inferring Arbitrage Activity from Return Correlations," FMG Discussion Papers dp721, Financial Markets Group.
  20. Owen A. Lamont & Christopher Polk, "undated". "Does Diversification Destroy Value? Evidence from Industry Shocks."," CRSP working papers 521, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  1. Miguel Antón & Christopher Polk, 2014. "Connected Stocks," Journal of Finance, American Finance Association, vol. 69(3), pages 1099-1127, June.
  2. John Y. Campbell & Stefano Giglio & Christopher Polk, 2013. "Hard Times," Review of Asset Pricing Studies, Oxford University Press, vol. 3(1), pages 95-132.
  3. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009. "The Price Is (Almost) Right," Journal of Finance, American Finance Association, vol. 64(6), pages 2739-2782, December.
  4. Christopher Polk & Paola Sapienza, 2009. "The Stock Market and Corporate Investment: A Test of Catering Theory," Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 187-217, January.
  5. Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo, 2006. "Cross-sectional forecasts of the equity premium," Journal of Financial Economics, Elsevier, vol. 81(1), pages 101-141, July.
  6. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, Oxford University Press, vol. 120(2), pages 639-668.
  7. John Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or glamour? fundamentals and systemic risk in stock returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  8. Francis X. Diebold & Sean D. Campbell, 2005. "Stock returns and expected business conditions: half a century of direct evidence," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  9. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-642, April.
  10. Lamont, Owen A. & Polk, Christopher, 2002. "Does diversification destroy value? Evidence from the industry shocks," Journal of Financial Economics, Elsevier, vol. 63(1), pages 51-77, January.
  11. Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus, 2001. "Financial Constraints and Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 14(2), pages 529-554.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (6) 2004-06-07 2005-01-16 2012-04-10 2012-09-30 2015-01-31 2015-07-04. Author is listed
  2. NEP-CFN: Corporate Finance (4) 1999-11-08 2000-07-27 2003-07-13 2003-12-07
  3. NEP-RMG: Risk Management (4) 2005-01-16 2005-06-05 2015-07-04 2016-10-02
  4. NEP-FIN: Finance (3) 2004-06-07 2004-06-22 2005-06-05
  5. NEP-BEC: Business Economics (2) 2005-06-05 2016-10-02
  6. NEP-ACC: Accounting & Auditing (1) 2012-04-10
  7. NEP-FOR: Forecasting (1) 2015-01-31
  8. NEP-IFN: International Finance (1) 2015-07-04
  9. NEP-IND: Industrial Organization (1) 2000-07-27
  10. NEP-MAC: Macroeconomics (1) 2014-07-28
  11. NEP-ORE: Operations Research (1) 2015-07-04
  12. NEP-PBE: Public Economics (1) 2012-04-10
  13. NEP-TID: Technology & Industrial Dynamics (1) 2000-07-27
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