NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Christopher Polk

Department of Finance
London School of Economics
Houghton St.
London WC2A 2AE
UK
Tel: +44 (0)20 7849 4917
Fax: +44 (0)20 7852 3580

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

September 2012An Intertemporal CAPM with Stochastic Volatility
with John Y. Campbell, Stefano Giglio, Robert Turley: w18411
July 2010Hard Times
with John Y. Campbell, Stefano Giglio: w16222

Published: “Hard Times”, with Stefano Giglio and Christopher Polk, Review of Asset Pricing Studies 3:95-132, June 2013.

June 2005Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
with John Y. Campbell, Tuomo Vuolteenaho: w11389

Published:

January 2005Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
with Randolph B. Cohen, Tuomo Vuolteenaho: w11018

Published: Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, MIT Press, vol. 120(2), pages 639-668, May. citation courtesy of

June 2004The Real Effects of Investor Sentiment
with Paola Sapienza: w10563
April 2004New Forecasts of the Equity Premium
with Samuel Thompson, Tuomo Vuolteenaho: w10406

Published: Polk, Christopher, Samuel Thompson and Tuojmo Vuolteenaho. "Cross-Sectional Forecasts Of The Equity Premium," Journal of Financial Economics, 2006, v81(1,Jul), 101-147.

December 2003The Price is (Almost) Right
with Randolph B. Cohen, Tuomo Vuolteenaho: w10131

Published: 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. citation courtesy of

April 2001The Value Spread
with Randolph B. Cohen, Tuomo Vuolteenaho: w8242

Published: Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-642, 04. citation courtesy of

July 2000Does Diversification Destroy Value? Evidence From Industry Shocks
with Owen Lamont: w7803

Published: Lamont, Owen A. and Christopher Polk. "Does Diversification Destroy Value? Evidence From The Industry Shocks," Journal of Financial Economics, 2002, v63(1,Jan), 51-77.

October 1999The Diversification Discount: Cash Flows vs. Returns
with Owen Lamont: w7396

Published: Lamont, Owen A. and Christopher Polk. "The Diversification Discount: Cash Flows Versus Returns," Journal of Finance, 2001, v56(5,Oct), 1693-1721.

October 1997Financial Constraints and Stock Returns
with Owen Lamont, Jesus Saa-Requejo: w6210

Published: Lamont, O., C. Polk and J. Saa-Requejo. "Financial Constraints And Stock Returns," Review of Financial Studies, 2001, v14(2,Jun), 529-554. citation courtesy of

 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us