Access Statistics for Robert F. Stambaugh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Mean-Variance Framework for Tests for Asset Pricing Models 0 0 0 0 2 12 79 225
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 6 200
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 5 16 62 525
Analyzing Investments Whose Histories Differ in Length 5 14 45 498 8 24 78 1,149
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 3 9 24 98
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 2 20
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 28
Are Stocks Really Less Volatile in the Long Run? 5 17 108 108 13 31 157 157
Are Stocks Really Less Volatile in the Long Run? 3 8 64 64 8 24 95 95
Asset Returns and Intertemporal Preferences 7 14 27 154 8 19 61 347
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 3 165
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 5 48
Bayesian Inference and Portfolio Efficiency 2 5 21 73 3 9 38 236
Bayesian Inference and Portfolio Efficiency 0 0 0 0 4 9 36 215
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 6 62
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 4 12 212
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 3 16 113
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 1 7 54
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 1 6 25 330
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 3 13 79 305
Comparing Asset Pricing Models: An Investment Perspective 0 2 12 197 2 7 24 344
Comparing Asset Pricing Models: An Investment Perspective 0 3 8 267 5 11 43 780
Comparing Asset Pricing Models: An Investment Perspective 6 10 31 358 9 23 73 664
Costs of Equity Capital and Model Mispricing 0 0 0 1 1 2 8 775
Costs of Equity Capital and Model Mispricing 0 0 0 0 2 8 65 249
Costs of Equity Capital and Model Mispricing 1 6 27 332 4 15 56 1,493
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 1 3 11 675
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 6 110
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 1 2 14 169
Estimating Conditional Expectations when Volatility Fluctuates 2 4 12 98 4 12 41 548
Evaluating and Investing in Equity Mutual Funds 0 0 10 431 0 0 24 716
Evaluating and Investing in Equity Mutual Funds 1 3 13 294 1 7 51 803
Evaluating and Investing in Equity Mutual Funds 1 2 16 367 6 18 63 727
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 3 10 59
Investing in Equity Mutual Funds 0 6 24 338 8 25 77 691
Liquidity Risk and Expected Stock Returns 5 15 62 363 12 38 169 868
Liquidity Risk and Expected Stock Returns 12 27 123 734 21 57 260 1,849
Liquidity Risk and Expected Stock Returns 7 15 77 477 13 27 143 780
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 6 15 55 306
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 6 13 49 753
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 15 61 207 507
On the Predictability of Stock Returns: An Asset-Allocation Perspective 9 12 44 477 13 23 78 1,429
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 5 7 25 369
Portfolio Inefficiency and the Cross-Section of Expected Returns 3 11 32 162 8 20 96 599
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 5 67
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 1 123
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 3 8 32 189
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 5 89
Predicting Returns in the Stock and Bond Markets 0 0 0 8 43 109 452 1,551
Predictive Regressions 19 62 178 768 52 130 377 1,837
Predictive Systems: Living with Imperfect Predictors 0 1 8 68 2 7 35 169
Predictive Systems: Living with Imperfect Predictors 0 2 12 46 5 9 50 131
Predictive Systems: Living with Imperfect Predictors 0 3 16 41 1 8 52 126
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 1 2 9 111
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 2 9 37 165
The Equity Premium and Structural Breaks 0 0 4 99 1 4 25 248
The Equity Premium and Structural Breaks 1 2 9 94 3 7 29 333
The Equity Premium and Structural Breaks 0 1 6 41 3 9 26 289
The Equity Premium and Structural Breaks 0 3 17 191 3 9 37 354
Total Working Papers 89 248 1,006 7,335 320 890 3,611 26,629

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Further Investigation of the Weekend Effect in Stock Returns 4 13 47 177 10 26 96 373
A Mean-Variance Framework for Tests of Asset Pricing Models 0 6 34 139 4 19 107 515
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 4 26 1 2 10 185
Analyzing investments whose histories differ in length 4 10 28 153 4 14 49 287
Arbitrage pricing with information 2 2 8 20 2 4 16 41
Asset returns and intertemporal preferences 3 9 21 74 3 10 31 155
Bayesian Inference and Portfolio Efficiency 1 1 7 133 2 3 15 387
Biases in computed returns: An application to the size effect 7 21 67 159 12 34 95 256
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 2 14 114 0 2 25 331
Comparing asset pricing models: an investment perspective 2 2 8 89 4 7 26 189
Costs of Equity Capital and Model Mispricing 1 3 12 48 1 4 24 124
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 1 3 18 50 4 10 36 118
Expectations and Volatility of Consumption and Asset Returns 2 4 14 80 3 7 28 352
Expected stock returns and volatility 15 46 169 683 31 89 331 1,151
Inequaltty and social status in successive generations 0 0 0 2 0 1 4 13
Investing in equity mutual funds 0 1 8 49 0 3 19 130
Liquidity Risk and Expected Stock Returns 3 13 86 518 5 26 206 1,406
Mimicking Portfolios and Exact Arbitrage Pricing 3 6 33 108 5 12 62 231
Mutual fund performance and seemingly unrelated assets 0 4 18 123 2 8 40 242
On correlations and inferences about mean-variance efficiency 1 7 28 74 3 14 80 162
On the Predictability of Stock Returns: An Asset-Allocation Perspective 5 14 62 171 10 23 87 296
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 9 21 76 209 10 30 104 277
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 6 27 0 0 15 73
Predicting returns in the stock and bond markets 21 56 217 533 29 88 318 769
Predictive Systems: Living with Imperfect Predictors 4 8 10 10 9 28 32 32
Predictive regressions 4 16 45 93 4 20 64 151
Report of the Editor of "The Journal of Finance" for the Year 2003 0 0 1 8 1 3 7 47
Report of the Editor of "The Journal of Finance" for the Year 2005 0 0 1 11 1 2 10 69
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 2 11 52
Testing the CAPM with broader market indexes: A problem of mean-deficiency 1 5 19 64 5 14 41 147
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 1 2 22 43 3 5 42 93
The information in forward rates: Implications for models of the term structure 2 8 67 160 6 17 116 302
Total Journal Articles 96 283 1,150 4,148 174 527 2,147 8,956

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Statistics updated 2009-11-04