Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Financial Constraints and Stock Returns
2001946 citationsOwen Lamont, Christopher Polk et al.Review of Financial Studiesprofile →
The Stock Market and Corporate Investment: A Test of Catering Theory
2008551 citationsChristopher Polk, Paola SapienzaReview of Financial Studiesprofile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
hero ref
Countries citing papers authored by Christopher Polk
Since
Specialization
Citations
This map shows the geographic impact of Christopher Polk's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Christopher Polk with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Christopher Polk more than expected).
Fields of papers citing papers by Christopher Polk
This network shows the impact of papers produced by Christopher Polk. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Christopher Polk. The network helps show where Christopher Polk may publish in the future.
Co-authorship network of co-authors of Christopher Polk
This figure shows the co-authorship network connecting the top 25 collaborators of Christopher Polk.
A scholar is included among the top collaborators of Christopher Polk based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Christopher Polk. Christopher Polk is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Huang, Shiyang, Xin Liu, Dong Lou, & Christopher Polk. (2023). The Booms and Busts of Beta Arbitrage. Management Science. 70(8). 5367–5385.3 indexed citations
Campbell, John Y., Stefano Giglio, Christopher Polk, & Robert Turley. (2018). An intertemporal CAPM with stochastic volatility. Journal of Financial Economics. 128(2). 207–233.169 indexed citations
Campbell, John Y., Christopher Polk, & Tuomo Vuolteenaho. (2010). Appendix for "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns". Review of Financial Studies. 23(1).2 indexed citations
7.
Polk, Christopher & Paola Sapienza. (2009). The Stock Market and Corporate Investment: A Test of Catering Theory. London School of Economics and Political Science Research Online (London School of Economics and Political Science).85 indexed citations
Polk, Christopher, Samuel B. Thompson, & Tuomo Vuolteenaho. (2004). New Forecasts of the Equity Premium. National Bureau of Economic Research.5 indexed citations
12.
Polk, Christopher, Samuel B. Thompson, & Tuomo Vuolteenaho. (2004). New Forecasts of the Equity Premium. SSRN Electronic Journal.1 indexed citations
13.
Campbell, John Y., Christopher Polk, & Tuomo Vuolteenaho. (2003). Growth or Glamour. SSRN Electronic Journal.28 indexed citations
14.
Cohen, Randolph B., Christopher Polk, & Tuomo Vuolteenaho. (2001). The Value Spread. SSRN Electronic Journal.53 indexed citations
15.
Lamont, Owen, et al.. (2001). Financial Constraints and Stock Returns. Review of Financial Studies. 14(2). 529–554.946 indexed citations breakdown →
16.
Lamont, Owen & Christopher Polk. (2001). The diversification discount. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 124(1). 77–93.62 indexed citations
Cohen, Randolph B. & Christopher Polk. (1996). An Investigation of the Impact of Industry Factors in Asset-Pricing Tests. SSRN Electronic Journal.33 indexed citations
20.
Cohen, Randolph B. & Christopher Polk. (1995). COMPUSTAT Selection Bias in Tests of the Sharpe-Lintner-Black CAPM. SSRN Electronic Journal.4 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.