1. A Performance Comparison of Large-n Factor Estimators. (29th May 2017) Authors: Chen, Zhuo; Connor, Gregory; Korajczyk, Robert A Journal: Review of asset pricing studies Issue: Volume 8:Number 1(2018:Jun.) Page Start: 153 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Arbitrage Portfolios. (7th September 2020) Authors: Kim, Soohun; Korajczyk, Robert A; Neuhierl, Andreas Editors: Jiang, Wei Journal: Review of financial studies Issue: Volume 34:Number 6(2021) Page Start: 2813 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. High-Frequency Market Making to Large Institutional Trades. (21st July 2018) Authors: Korajczyk, Robert A; Murphy, Dermot Journal: Review of financial studies Issue: Volume 32:Number 3(2019) Page Start: 1034 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗