Access Statistics for Robert F. Stambaugh

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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 0 3 19 364
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 2 8 295
Analyzing Investments Whose Histories Differ in Length 0 0 2 653 0 1 22 1,576
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 13 383
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 0 6 645
Anomalies Abroad: Beyond Data Mining 0 0 1 30 1 2 20 163
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 0 8 36 290
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 2 3 41
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 1 49
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 0 4 23 654
Are Stocks Really Less Volatile in the Long Run? 0 0 0 122 0 3 34 375
Asset Returns and Intertemporal Preferences 0 0 0 266 1 8 21 713
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 5 12 114
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 6 10 237
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 5 22 424
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 3 16 289
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 7 265
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 2 8 106
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 1 2 157
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 2 8 96
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 1 2 17 567
Carbon Burden 1 1 5 15 1 2 18 40
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 1 7 466
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 1 4 22 1,019
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 1 8 910
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 0 4 13 491
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 3 10 854
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 1 8 338
Costs of Equity Capital and Model Mispricing 0 0 0 402 0 2 16 1,751
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 1 3 165
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 1 3 5 711
Diseconomies of Scale in Active Management: Robust Evidence 0 0 2 7 0 6 20 52
Dissecting Green Returns 1 4 11 87 7 22 73 411
Dissecting Green Returns 0 0 4 57 1 5 28 230
Do Funds Make More When They Trade More? 0 0 0 9 0 2 12 102
Do Funds Make More When They Trade More? 0 0 1 75 0 4 18 217
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 2 12 229
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 1 10 21 671
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 1 4 22 809
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 1 5 12 861
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 1 1 4 1,013
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 5 123
Fund Tradeoffs 0 0 0 15 0 1 6 85
Fund Tradeoffs 0 0 2 11 0 2 12 75
Green Tilts 0 0 0 11 0 3 11 77
Green Tilts 0 0 2 19 1 7 25 69
Investing in Equity Mutual Funds 0 0 0 411 0 1 10 1,028
Investment Noise and Trends 0 0 2 42 1 4 17 140
Liquidity Risk After 20 Years 0 0 1 19 1 5 37 113
Liquidity Risk After 20 Years 0 0 0 36 0 1 17 110
Liquidity Risk and Expected Stock Returns 0 0 2 593 5 26 82 1,407
Liquidity Risk and Expected Stock Returns 0 1 12 610 4 28 92 2,041
Liquidity Risk and Expected Stock Returns 0 2 3 1,415 4 25 48 4,145
Mispricing Factors 0 0 2 117 2 12 41 392
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 2 15 648
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 0 2 8 970
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 2 15 925
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 682 1 2 21 1,973
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 8 454
On the Size of the Active Management Industry 0 0 0 74 0 0 8 309
On the Size of the Active Management Industry 0 0 0 15 0 3 9 144
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 4 20 1,163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 3 6 163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 5 8 104
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 4 267
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 6 132
Portfolio Liquidity and Diversification: Theory and Evidence 0 2 3 39 0 11 26 233
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 16 38 2,583
Predictive Regressions 0 0 1 1,371 1 9 34 3,818
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 0 1 13 348
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 1 2 30 473
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 0 11 270
Pricing Without Mispricing 0 0 1 25 0 7 16 79
Scale and Skill in Active Management 0 0 0 96 0 4 29 331
Scale and Skill in Active Management 0 0 0 25 1 4 13 147
Size and Value in China 2 2 5 289 11 20 75 1,535
Skill and Profit in Active Management 0 0 0 2 0 3 19 48
Sustainable Investing 0 1 2 9 0 8 22 37
Sustainable Investing in Equilibrium 0 0 1 23 4 12 23 108
Sustainable Investing in Equilibrium 2 5 13 152 8 23 64 491
Sustainable Investing in Equilibrium 1 1 5 52 1 9 30 267
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 2 2 177
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 1 5 229
The Equity Premium and Structural Breaks 0 0 0 210 0 5 16 478
The Equity Premium and Structural Breaks 0 0 0 103 0 6 19 344
The Equity Premium and Structural Breaks 0 0 0 120 0 4 13 507
The Equity Premium and Structural Breaks 0 0 0 52 0 5 15 387
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 4 18 180
The Short of It: Investor Sentiment and Anomalies 1 1 2 196 1 8 24 564
Total Working Papers 8 20 87 12,118 68 451 1,726 49,834

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 0 0 2 512 0 4 26 1,170
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 1 6 724
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 3 13 247
Absolving beta of volatility’s effects 1 1 1 73 2 5 24 280
Analyzing investments whose histories differ in length 0 0 0 259 0 1 17 634
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 1 5 71 3 12 72 398
Arbitrage pricing with information 0 0 0 47 0 2 15 146
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 0 5 21 464
Asset returns and intertemporal preferences 0 0 0 231 1 5 12 652
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 0 11 482
Biases in computed returns: An application to the size effect 0 0 1 435 1 3 17 928
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 1 9 466
Comparing asset pricing models: an investment perspective 0 0 3 294 1 8 43 839
Costs of Equity Capital and Model Mispricing 0 0 1 86 1 3 18 388
Diseconomies of Scale in Active Management: Robust Evidence 0 1 1 5 1 13 29 48
Dissecting green returns 10 22 83 407 46 112 407 1,297
Do Funds Make More When They Trade More? 0 0 0 32 0 7 21 246
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 0 110 0 1 6 311
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 2 11 534
Expected stock returns and volatility 2 4 15 1,622 10 30 77 3,804
Fund tradeoffs 1 4 6 41 2 12 27 157
Inequaltty and social status in successive generations 0 0 0 5 1 4 6 51
Inference about Survivors 0 0 1 2 0 0 3 17
Investing in Socially Responsible Mutual Funds 0 2 9 34 0 9 33 132
Investing in equity mutual funds 0 0 1 145 0 0 16 478
Liquidity Risk After 20 Years 0 0 0 27 1 3 22 167
Liquidity Risk and Expected Stock Returns 11 34 108 2,043 38 128 411 6,261
Mimicking Portfolios and Exact Arbitrage Pricing 1 3 8 301 8 13 40 662
Mispricing Factors 0 1 3 124 7 13 48 541
Mutual fund performance and seemingly unrelated assets 0 0 3 420 2 4 20 1,104
On correlations and inferences about mean-variance efficiency 0 0 0 147 1 3 11 394
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 367 1 6 23 866
On the Size of the Active Management Industry 0 0 0 208 0 4 21 1,021
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 1 1 1 789 1 3 15 1,438
Portfolio Inefficiency and the Cross-Section of Expected Returns 1 1 1 76 1 3 12 354
Predicting returns in the stock and bond markets 0 0 2 1,204 4 21 84 2,393
Predictive Systems: Living with Imperfect Predictors 0 0 1 95 1 3 10 408
Predictive regressions 0 0 0 415 0 12 128 1,065
Presidential Address: Investment Noise and Trends 0 0 1 40 0 1 10 174
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 2 4 17
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 0 4 8 108
Scale and skill in active management 1 9 34 377 11 35 123 1,181
Size and value in China 4 7 14 203 40 79 147 1,037
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 4 91
Sustainable investing in equilibrium 17 56 210 1,229 96 246 849 3,765
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 1 7 272
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 0 2 9 343
The Equity Premium and Structural Breaks 0 0 0 113 2 9 22 488
The information in forward rates: Implications for models of the term structure 0 0 1 415 0 2 9 771
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 0 3 12 143
The short of it: Investor sentiment and anomalies 1 2 7 218 11 35 85 1,050
Total Journal Articles 51 149 527 14,238 294 879 3,074 41,007
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