Robert A. Korajczyk - Concepedia

Author

Robert A. Korajczyk

Northwestern University ORCID

Also Known As

Korajczyk, Robert A., R. A. Korajczyk, ROBERT A. KORAJCZYK, Robert A Korajczyk, Robert A. Korajczyk, Robert Korajczyk

Publications

8.1K

Citations

H-Index

Concepts

All Affiliations

Northwestern University Kellogg's (Canada)London School of Economics and Political Science National Bureau of Economic Research University of California, Berkeley

About

Robert A. Korajczyk is an author at Northwestern University specializing in finance, business, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	23	31	6.2K
2	Economics	15	19	3.2K
3	Management	13	14	2.2K
4	Accounting	9	9	1.8K
5	Humanities	1	1	15

Robert A. Korajczyk

Publications

7.5K

Citations

H-Index

Page 1

	Year	Citations
Capital structure choice: macroeconomic conditions and financial constraints Robert A. Korajczyk, Amnon Levy Journal of Financial Economics EconomicsFinancial EconomicsBusinessCapital Structure ChoiceFinance	2003	1K
Performance measurement with the arbitrage pricing theory Gregory Connor, Robert A. Korajczyk Journal of Financial Economics Computational FinanceAsset PricingArbitrage Pricing TheoryDerivative PricingBusiness	1986	733
Are Momentum Profits Robust to Trading Costs? Robert A. Korajczyk, Ronnie Sadka The Journal of Finance Market MicrostructureEmpirical FinanceFinancial EconomicsAsset PricingStock Prices	2004	599
Pricing the commonality across alternative measures of liquidity Robert A. Korajczyk, Ronnie Sadka Journal of Financial Economics EconomicsAsset PricingLiquidityEconomic AnalysisBusiness	2007	539
Risk and return in an equilibrium APT Gregory Connor, Robert A. Korajczyk Journal of Financial Economics EconomicsFinancial Risk ManagementEquilibrium ProblemMarket EquilibriumRisk Management	1988	538
A Test for the Number of Factors in an Approximate Factor Model Gregory Connor, Robert A. Korajczyk The Journal of Finance Empirical FinanceFactor ModelsApproximate Factor ModelAsset AllocationParallel Analysis	1993	438
Assessing the Market Training Performance of Managed Portfolios Ravi Jagannathan, Robert A. Korajczyk The Journal of Business Reaction FunctionAsset AllocationPortfolio ManagementAsset PricingBehavioral Finance	1986	368
Capital Structure Choice: Macroeconomic Conditions and Financial Constraints Robert A. Korajczyk, Amnon Levy SSRN Electronic Journal EconomicsFinancial EconomicsBusinessCapital Structure ChoiceFinance	2002	293
Performance Measurement with The ArbitragePricing TheoryA New Framework for Analysis Gregory Connor, Robert A. Korajczyk MURAL - Maynooth University Research Archive Library (National University of Ireland, Maynooth)	1986	219
Equity Issues with Time-Varying Asymmetric Information Robert A. Korajczyk, Deborah Lucas, Robert L. McDonald Journal of Financial and Quantitative Analysis	1992	203

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