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 3 5 7 351
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 2 2 2 289
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 4 18 376
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 2 4 6 644
Analyzing Investments Whose Histories Differ in Length 0 0 0 651 2 8 12 1,563
Anomalies Abroad: Beyond Data Mining 0 0 0 29 0 1 7 148
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 1 1 1 99 8 17 21 272
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 1 1 49
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 38
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 2 7 10 640
Are Stocks Really Less Volatile in the Long Run? 0 0 1 122 19 22 23 363
Asset Returns and Intertemporal Preferences 0 0 0 266 2 3 4 695
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 3 3 3 105
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 1 1 2 228
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 2 2 275
Bayesian Inference and Portfolio Efficiency 0 0 0 114 1 4 7 407
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 3 3 3 101
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 2 2 3 90
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 1 1 1 156
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 4 8 13 559
Carbon Burden 0 1 4 12 2 6 16 29
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 1 3 3 462
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 1 1 3 904
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 1 3 5 1,002
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 1 4 5 482
Costs of Equity Capital and Model Mispricing 0 0 0 402 1 2 4 1,738
Costs of Equity Capital and Model Mispricing 0 0 0 0 2 3 4 333
Costs of Equity Capital and Model Mispricing 0 0 0 1 2 2 2 846
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 1 1 163
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 6 3 5 9 38
Dissecting Green Returns 0 1 4 54 2 8 23 213
Dissecting Green Returns 0 1 17 79 3 8 81 367
Do Funds Make More When They Trade More? 0 0 0 9 4 5 6 95
Do Funds Make More When They Trade More? 0 1 2 75 3 7 10 207
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 4 7 8 225
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 4 6 7 657
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 1 1 2 1,010
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 2 2 3 851
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 0 0 787
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 1 2 3 121
Fund Tradeoffs 0 0 0 15 0 3 4 82
Fund Tradeoffs 0 1 1 10 1 4 5 68
Green Tilts 0 0 2 19 4 8 22 56
Green Tilts 0 0 0 11 2 3 12 69
Investing in Equity Mutual Funds 0 0 0 411 1 2 4 1,021
Investment Noise and Trends 0 2 3 42 1 6 12 130
Liquidity Risk After 20 Years 0 0 1 19 1 5 8 83
Liquidity Risk After 20 Years 0 0 1 36 1 3 4 96
Liquidity Risk and Expected Stock Returns 0 0 0 591 4 14 40 1,356
Liquidity Risk and Expected Stock Returns 2 2 12 602 9 19 77 1,983
Liquidity Risk and Expected Stock Returns 0 1 3 1,413 4 9 15 4,108
Mispricing Factors 0 1 3 117 4 9 17 363
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 4 7 640
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 1 3 4 966
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 2 2 912
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 9 11 15 1,964
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 2 2 448
On the Size of the Active Management Industry 0 0 0 15 1 3 5 138
On the Size of the Active Management Industry 0 0 0 74 1 2 2 303
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 1 2 4 1,145
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 1 1 1 97
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 2 2 2 159
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 1 1 264
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 3 4 129
Portfolio Liquidity and Diversification: Theory and Evidence 1 1 1 37 3 4 10 213
Predicting Returns in the Stock and Bond Markets 0 0 0 8 7 10 15 2,557
Predictive Regressions 0 0 2 1,370 5 14 24 3,800
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 3 6 8 451
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 1 2 5 264
Predictive Systems: Living with Imperfect Predictors 0 0 1 101 4 7 11 344
Pricing Without Mispricing 0 0 1 25 1 2 6 66
Scale and Skill in Active Management 0 0 1 96 0 1 5 304
Scale and Skill in Active Management 0 0 2 25 1 5 10 139
Size and Value in China 2 2 3 286 13 16 36 1,480
Skill and Profit in Active Management 0 0 0 2 5 9 9 38
Sustainable Investing 0 0 3 7 2 4 15 23
Sustainable Investing in Equilibrium 1 2 6 50 2 5 17 244
Sustainable Investing in Equilibrium 1 1 4 23 2 5 13 91
Sustainable Investing in Equilibrium 0 0 13 143 4 12 53 451
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 1 224
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 0 175
The Equity Premium and Structural Breaks 0 0 0 103 2 5 8 332
The Equity Premium and Structural Breaks 0 0 0 52 1 7 7 379
The Equity Premium and Structural Breaks 0 0 0 120 1 5 7 501
The Equity Premium and Structural Breaks 0 0 0 210 2 9 11 471
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 1 4 4 166
The Short of It: Investor Sentiment and Anomalies 0 0 1 194 0 4 9 546
Total Working Papers 8 18 94 12,065 208 431 893 48,682

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 6 512 2 6 22 1,155
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 2 3 3 721
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 5 5 6 239
Absolving beta of volatility’s effects 0 0 0 72 3 9 15 266
Analyzing investments whose histories differ in length 0 0 1 259 3 6 12 624
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 2 2 3 68 12 21 30 351
Arbitrage pricing with information 0 0 0 47 0 2 8 136
Are Stocks Really Less Volatile in the Long Run? 1 2 2 119 2 7 15 452
Asset returns and intertemporal preferences 0 0 0 231 0 0 2 641
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 5 7 477
Biases in computed returns: An application to the size effect 0 0 1 434 2 4 13 916
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 4 6 461
Comparing asset pricing models: an investment perspective 0 2 5 293 5 15 24 812
Costs of Equity Capital and Model Mispricing 0 0 2 86 4 7 13 378
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 2 4 10 23
Dissecting green returns 6 22 101 369 26 87 323 1,047
Do Funds Make More When They Trade More? 0 0 0 32 2 4 11 232
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 4 110 0 1 11 307
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 1 2 4 526
Expected stock returns and volatility 3 7 16 1,616 7 23 49 3,756
Fund tradeoffs 0 1 6 37 1 4 16 136
Inequaltty and social status in successive generations 0 0 0 5 0 0 0 45
Inference about Survivors 1 1 1 2 3 3 4 17
Investing in Socially Responsible Mutual Funds 1 2 5 29 5 8 17 110
Investing in equity mutual funds 1 1 1 145 2 8 11 470
Liquidity Risk After 20 Years 0 0 0 27 1 4 8 150
Liquidity Risk and Expected Stock Returns 3 20 75 1,971 34 94 271 5,998
Mimicking Portfolios and Exact Arbitrage Pricing 1 2 8 297 5 8 18 634
Mispricing Factors 0 2 3 123 9 19 32 515
Mutual fund performance and seemingly unrelated assets 0 1 6 419 1 6 15 1,092
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 0 2 383
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 366 2 5 6 849
On the Size of the Active Management Industry 0 0 1 208 0 4 17 1,008
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 0 3 7 1,428
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 4 4 346
Predicting returns in the stock and bond markets 0 0 2 1,203 2 4 22 2,323
Predictive Systems: Living with Imperfect Predictors 0 0 0 94 0 1 6 401
Predictive regressions 0 0 1 415 1 8 18 949
Presidential Address: Investment Noise and Trends 0 0 0 39 0 0 4 165
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 0 1 13
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 0 1 2 102
Scale and skill in active management 2 8 23 358 11 29 104 1,114
Size and value in China 1 4 10 195 9 24 59 928
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 2 3 89
Sustainable investing in equilibrium 25 60 231 1,123 73 204 821 3,316
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 0 3 267
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 1 1 128 1 4 6 338
The Equity Premium and Structural Breaks 0 0 1 113 2 3 9 469
The information in forward rates: Implications for models of the term structure 0 1 2 415 0 1 3 763
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 1 15 1 3 8 136
The short of it: Investor sentiment and anomalies 0 1 4 213 10 18 44 993
Total Journal Articles 48 142 523 13,956 253 687 2,125 39,067
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09