Discussion paper DP11531 The Booms and Busts of Beta Arbitrage Dong Lou Christopher Polk 25 Sep 2016 Financial Economics G02 G12 G14 G23
Discussion paper DP10681 An Intertemporal CAPM with Stochastic Volatility John Y Campbell Christopher Polk Stefano Giglio 28 Jun 2015 Financial Economics G12 N22
Discussion paper DP3826 The Real Effects of Investor Sentiment Paola Sapienza Christopher Polk 23 Mar 2003 Financial Economics E22 G31 G32