LSE creators

Number of items: 30.
2026
  • Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong, Polk, Christopher (2026). Corrigendum to "Ripples into waves trade networks, economic activity, and asset prices" [Journal of Financial Economics, Volume 145, (July 2022) Pages 217-238/Article Number]. Journal of Financial Economics, 175, https://doi.org/10.1016/j.jfineco.2025.104201
    • 2024
  • Cho, Thummim, Polk, Christopher (2024). Putting the price in asset pricing. Journal of Finance, 79(6), 3943 - 3984. https://doi.org/10.1111/jofi.13391 picture_as_pdf
  • Cho, Thummim, Kremens, Lukas, Lee, Dongryeol, Polk, Christopher (2024). Scale or yield? A present-value identity. Review of Financial Studies, 37(3), 950 – 988. https://doi.org/10.1093/rfs/hhad068 picture_as_pdf
    • 2023
  • Huang, Shiyang, Liu, Xin, Lou, Dong, Polk, Christopher (2023). The booms and busts of beta arbitrage. Management Science, https://doi.org/10.1287/mnsc.2023.4929 picture_as_pdf
  • Cho, Thummim, Polk, Christopher, Kremens, Lukas, Lee, Dongryeol (2023). Replication Code for "Scale or Yield? A Present-Value Identity". [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/ay6d6h
    • 2022
  • Lou, Dong, Polk, Christopher (2022). Comomentum: inferring arbitrage activity from return correlations. Review of Financial Studies, 35(7), 3272 - 3302. https://doi.org/10.1093/rfs/hhab117 picture_as_pdf
  • Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong, Polk, Christopher (2022). Ripples into waves: trade networks, economic activity, and asset prices. Journal of Financial Economics, 145(1), 217 - 238. https://doi.org/10.1016/j.jfineco.2021.08.005 picture_as_pdf
    • 2019
  • Lou, Dong, Polk, Christopher, Skouras, Spyros (2019). A tug of war: overnight versus intraday expected returns. Journal of Financial Economics, 134(1), 192-213. https://doi.org/10.1016/j.jfineco.2019.03.011
    • 2018
  • Campbell, John Y., Giglio, Stefano, Polk, Christopher, Turley, Robert (2018). An Intertemporal CAPM with stochastic volatility. Journal of Financial Economics, 128(2), 207-233. https://doi.org/10.1016/j.jfineco.2018.02.011
    • 2015
  • Lou, Dong, Polk, Christopher, Skouras, Spyros (2015). A tug of war: overnight versus intraday expected returns. (Financial Markets Group Discussion Papers 744). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • 2014
  • Lou, Dong, Polk, Christopher, Huang, Shiyang (2014). The booms and busts of beta arbitrage. (Financial Markets Group Discussion Papers 743). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Anton, Miguel, Polk, Christopher (2014). Connected stocks. Journal of Finance, 69(3), 1099 - 1127. https://doi.org/10.1111/jofi.12149
    • 2013
  • Lou, Dong, Polk, Christopher (2013). Comomentum: inferring arbitrage activity from return correlations. (Financial Markets Group Discussion Papers 721). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Campbell, John Y., Giglio, Stefano, Polk, Christopher (2013). Hard times. Review of Asset Pricing Studies, 3(1), 95-132. https://doi.org/10.1093/rapstu/ras026
  • Polk, Christopher, Campbell, John Y. (2013). Nobel 2013 economics: predicting asset prices. Nature, 504(7478), p. 97. https://doi.org/10.1038/504097a
    • 2012
  • Campbell, John Y., Giglio, Stefano, Polk, Christopher (2012). An intertemporal CAPM with stochastic volatility. National Bureau of Economic Research.
    • 2011
  • Campbell, John Y., Giglio, Stefano, Polk, Christopher (2011). Hard times. (AFA 2012 Chicago Meetings Paper). SSRN.
  • 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. (Financial Markets Group Discussion Papers 671). Financial Markets Group, The London School of Economics and Political Science.
    • 2010
  • Cvijanovic, Dragana, Favilukis, Jack, Polk, Christopher (2010). New in town: demographics, immigration, and the price of real estate. Department of Finance, London School of Economics and Political Science.
  • Anton, Miguel, Polk, Christopher (2010). Connected stocks. (Financial Markets Group Discussion Papers 651). Financial Markets Group, The London School of Economics and Political Science.
  • Campbell, John Y., Polk, Christopher, Vuolteenaho, Tuomo (2010). Growth or glamour?: fundamentals and systematic risk in stock returns. Review of Financial Studies, 23(1), 305-344. https://doi.org/10.1093/rfs/hhp029
    • 2009
  • Cohen, Randolph B., Polk, Christopher, Vuolteenaho, Tuomo (2009). The price is (almost) right. Journal of Finance, 64(6), 2739-2782. https://doi.org/10.1111/j.1540-6261.2009.01516.x
  • Polk, Christopher, Sapienza, Paola (2009). The stock market and corporate investment: a test of catering theory. Review of Financial Studies, 22(1), 187-217. https://doi.org/10.1093/rfs/hhn030
    • 2008
  • Silli, Bernhard, Cohen, Randolph B, Polk, Christopher (2008). Best ideas. (Financial Markets Group Discussion Papers 624). Financial Markets Group, The London School of Economics and Political Science.
    • 2006
  • Polk, Christopher, Thompson, Samuel, Vuolteenaho, T (2006). Cross-sectional forecasts of the equity premium. Journal of Financial Economics, 81(1), 101-141. https://doi.org/10.1016/j.jfineco.2005.03.013
    • 2005
  • Cohen, Randolph B, Polk, Christopher, Vuolteenaho, Tuomo (2005). Money illusion in the stock market: The Modigliani-Cohn hypothesis. Quarterly Journal of Economics, 120(2), 639-668. https://doi.org/10.1162/0033553053970133
    • 2003
  • Cohen, Randolph B., Polk, Christopher, Vuolteenaho, Tuomo (2003). The value spread. Journal of Finance, 58(2), 609-642. https://doi.org/10.1111/1540-6261.00539
    • 2002
  • Lamont, Owen A., Polk, Christopher (2002). Does diversification destroy value? Evidence from the industry shocks. Journal of Financial Economics, 63(1), 51-77. https://doi.org/10.1016/S0304-405X(01)00089-7
    • 2001
  • Lamont, Owen A., Polk, Christopher (2001). The diversification discount. Journal of Finance, 56(5), 1693-1721. https://doi.org/10.1111/0022-1082.00386
  • Lamont, Owen A., Polk, Christopher, Saá-Requejo, Jesús (2001). Financial constraints and stock returns. Review of Financial Studies, 14(2), 529-554. https://doi.org/10.1093/rfs/14.2.529