
Christopher Polk
Administrative contact: Vicky Batley V.Batley@lse.ac.uk
Research Interests
Asset Pricing
Corporate Finance
Hedge Funds Macroeconomics
Administrative contact: Vicky Batley V.Batley@lse.ac.uk
Asset Pricing
Corporate Finance
Hedge Funds Macroeconomics
The Review of Financial Studies, 2021, in press
Journal of Financial Economics, 2021, in press
Journal of Financial Economics, 134 (1), 192-213.
We decompose the abnormal profits associated with well-known patterns in the cross-section of expected returns into their overnight and intraday...
Historically, low-beta stocks deliver high average returns and low risk relative to high-beta stocks, offering a potentially profitable investment...
We propose a novel measure of arbitrage activity to examine whether arbitrageurs can have a destabilizing effect in the stock market. We apply our...