Robert A. Korajczyk

Finance · 1986–2018

A researcher in the Science corpus: 6 papers; trusts 12 researchers and is trusted by 74 researchers here, as inferred from the citation graph.

Subfields

Whom Robert A. Korajczyk trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tarun Chordia
  2. Mark L. Mitchell
  3. Richard Roll
  4. Gary Chamberlain
  5. Narasimhan Jegadeesh
  6. Joel Hasbrouck
  7. Eugene F. Fama
  8. Todd C. Pulvino
  9. Avanidhar Subrahmanyam
  10. Peter Hoffmann

Who trusts Robert A. Korajczyk overall

  1. Jushan Bai
  2. Murray Z. Frank
  3. Harjoat S. Bhamra
  4. Mark T. Leary
  5. Sydney C. Ludvigson
  6. Alexei V. Ovtchinnikov
  7. Karin Jõeveer
  8. Diana Bonfim
  9. James H. Stock
  10. Serena Ng

Papers from Robert A. Korajczyk's perspective

Ordered by how strongly the researchers Robert A. Korajczyk trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Evidence of Predictable Behavior of Security Returns
  2. Generalized autoregressive conditional heteroskedasticity
  3. Characteristics of Risk and Return in Risk Arbitrage
  4. A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
  5. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  6. Judgment Under Uncertainty: Heuristics and Biases.
  7. Winter Blues: A SAD Stock Market Cycle
  8. Strategic trading in a dynamic noisy market
  9. Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds
  10. Order Imbalance, Liquidity, and Market Returns

Their papers