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 1 3 345
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 1 287
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 3 17 361
Analyzing Investments Whose Histories Differ in Length 0 0 0 651 0 1 4 1,552
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 0 0 638
Anomalies Abroad: Beyond Data Mining 0 0 0 29 0 0 9 141
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 4 98 0 2 9 252
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 38
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 48
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 0 0 5 630
Are Stocks Really Less Volatile in the Long Run? 0 0 0 121 0 0 0 340
Asset Returns and Intertemporal Preferences 0 0 1 266 1 1 4 692
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 3 227
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 0 102
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 2 273
Bayesian Inference and Portfolio Efficiency 0 0 0 114 1 1 1 401
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 258
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 98
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 0 155
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 1 1 88
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 1 3 4 548
Carbon Burden 0 8 8 8 2 12 17 17
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 0 0 459
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 0 1 3 478
Comparing Asset Pricing Models: An Investment Perspective 0 0 1 310 0 0 1 997
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 0 0 901
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 0 0 329
Costs of Equity Capital and Model Mispricing 0 0 1 402 1 1 3 1,735
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 0 0 844
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 0 706
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 0 162
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 5 0 0 10 29
Dissecting Green Returns 0 0 4 50 2 3 35 192
Dissecting Green Returns 3 5 25 67 7 29 131 303
Do Funds Make More When They Trade More? 0 0 0 9 1 1 2 90
Do Funds Make More When They Trade More? 0 1 1 73 0 1 2 197
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 0 0 217
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 0 0 0 650
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 1 1 1 849
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 0 1 787
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 0 1 1,008
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 1 118
Fund Tradeoffs 0 0 0 9 0 0 0 63
Fund Tradeoffs 0 0 0 15 0 0 2 78
Green Tilts 0 0 0 11 4 7 15 62
Green Tilts 0 1 4 17 4 7 21 40
Investing in Equity Mutual Funds 0 0 0 411 0 0 0 1,017
Investment Noise and Trends 0 0 2 39 1 4 8 121
Liquidity Risk After 20 Years 0 0 0 18 1 1 4 76
Liquidity Risk After 20 Years 1 1 2 36 1 1 3 93
Liquidity Risk and Expected Stock Returns 0 0 1 591 0 0 5 1,316
Liquidity Risk and Expected Stock Returns 2 3 16 592 7 19 73 1,918
Liquidity Risk and Expected Stock Returns 1 1 3 1,411 1 1 16 4,094
Mispricing Factors 0 0 0 114 0 0 6 346
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 0 1 633
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 0 0 2 962
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 0 2 910
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 0 0 1 1,949
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 0 0 446
On the Size of the Active Management Industry 0 0 1 15 0 0 1 133
On the Size of the Active Management Industry 0 0 0 74 0 0 2 301
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 0 4 1,141
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 0 96
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 0 157
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 1 126
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 0 263
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 2 36 2 5 12 207
Predicting Returns in the Stock and Bond Markets 0 0 0 8 1 2 4 2,544
Predictive Regressions 1 2 7 1,370 3 7 19 3,781
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 0 0 259
Predictive Systems: Living with Imperfect Predictors 0 1 1 101 0 2 2 334
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 0 1 2 443
Pricing Without Mispricing 0 0 0 24 1 3 4 62
Scale and Skill in Active Management 0 0 2 23 1 3 9 130
Scale and Skill in Active Management 0 1 2 95 2 3 8 301
Size and Value in China 0 0 10 283 1 9 71 1,447
Skill and Profit in Active Management 0 0 0 2 0 0 1 29
Sustainable Investing 1 5 5 5 2 10 10 10
Sustainable Investing in Equilibrium 3 7 25 134 4 19 76 407
Sustainable Investing in Equilibrium 2 2 5 21 2 5 20 81
Sustainable Investing in Equilibrium 1 2 2 46 2 4 11 230
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 0 175
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 1 1 1 224
The Equity Premium and Structural Breaks 0 0 0 210 0 0 0 460
The Equity Premium and Structural Breaks 0 0 0 120 0 0 1 494
The Equity Premium and Structural Breaks 0 0 0 52 0 0 0 372
The Equity Premium and Structural Breaks 0 0 0 103 0 0 0 324
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 0 5 162
The Short of It: Investor Sentiment and Anomalies 0 0 0 193 0 1 6 538
Total Working Papers 15 40 135 11,992 58 179 700 47,897

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 1 2 11 508 4 8 24 1,140
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 0 1 718
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 1 1 234
Absolving beta of volatility’s effects 0 0 2 72 0 1 8 252
Analyzing investments whose histories differ in length 0 0 1 258 0 1 9 613
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 1 4 66 1 6 29 325
Arbitrage pricing with information 0 0 1 47 0 0 4 128
Are Stocks Really Less Volatile in the Long Run? 0 0 3 117 1 3 8 439
Asset returns and intertemporal preferences 0 0 2 231 0 0 10 639
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 1 1 471
Biases in computed returns: An application to the size effect 0 1 9 434 0 2 14 904
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 0 0 455
Comparing asset pricing models: an investment perspective 1 1 6 289 1 3 24 790
Costs of Equity Capital and Model Mispricing 0 0 3 84 2 5 12 368
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 3 3 7 16
Dissecting green returns 16 40 165 292 28 86 442 780
Do Funds Make More When They Trade More? 0 0 0 32 0 2 14 221
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 1 106 4 4 6 300
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 1 1 1 523
Expected stock returns and volatility 2 3 20 1,602 6 12 60 3,715
Fund tradeoffs 1 1 11 32 5 5 37 125
Inequaltty and social status in successive generations 0 0 0 5 0 0 0 45
Inference about Survivors 0 0 0 1 0 0 1 13
Investing in Socially Responsible Mutual Funds 1 1 7 25 3 4 17 97
Investing in equity mutual funds 0 0 4 144 1 1 10 460
Liquidity Risk After 20 Years 0 0 0 27 2 3 7 144
Liquidity Risk and Expected Stock Returns 6 16 99 1,909 13 52 315 5,756
Mimicking Portfolios and Exact Arbitrage Pricing 1 2 14 290 1 3 18 617
Mispricing Factors 0 0 4 120 1 3 29 485
Mutual fund performance and seemingly unrelated assets 1 2 8 414 1 4 24 1,078
On correlations and inferences about mean-variance efficiency 0 0 1 147 1 1 2 382
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 2 366 0 1 4 843
On the Size of the Active Management Industry 0 1 6 207 1 3 22 993
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 4 788 1 1 10 1,422
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 0 1 342
Predicting returns in the stock and bond markets 1 1 5 1,202 4 7 22 2,307
Predictive Systems: Living with Imperfect Predictors 0 0 2 94 0 0 8 395
Predictive regressions 0 0 9 414 2 5 21 935
Presidential Address: Investment Noise and Trends 0 0 8 39 1 2 19 163
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 1 1 1 13
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 0 0 1 100
Scale and skill in active management 2 4 29 338 8 17 87 1,023
Size and value in China 0 2 19 185 3 12 73 874
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 1 1 87
Sustainable investing in equilibrium 17 62 310 934 59 172 888 2,611
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 0 0 264
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 127 0 0 3 332
The Equity Premium and Structural Breaks 0 0 2 112 1 2 9 461
The information in forward rates: Implications for models of the term structure 0 1 7 414 1 3 12 762
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 1 1 1 15 1 3 4 131
The short of it: Investor sentiment and anomalies 0 0 4 209 2 13 59 954
Total Journal Articles 51 143 785 13,529 167 458 2,380 37,245
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Statistics updated 2025-03-03