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 0 1 5 340
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 1 6 278
Analyzing Investments Whose Histories Differ in Length 0 0 0 648 2 3 14 1,522
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 3 14 256
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 7 631
Anomalies Abroad: Beyond Data Mining 0 0 2 26 1 3 27 78
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 9 92 2 3 26 208
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 1 38
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 1 4 48
Are Stocks Really Less Volatile in the Long Run? 1 1 2 120 1 2 13 330
Are Stocks Really Less Volatile in the Long Run? 0 0 3 262 0 2 12 594
Asset Returns and Intertemporal Preferences 0 0 2 263 1 1 6 677
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 7 219
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 5 101
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 2 6 265
Bayesian Inference and Portfolio Efficiency 0 0 0 113 0 0 4 391
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 2 6 97
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 4 249
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 2 3 155
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 2 5 86
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 0 1 10 518
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 0 7 451
Comparing Asset Pricing Models: An Investment Perspective 1 1 1 306 1 2 8 982
Comparing Asset Pricing Models: An Investment Perspective 0 0 1 232 0 3 9 464
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 2 9 894
Costs of Equity Capital and Model Mispricing 0 0 0 399 0 1 7 1,714
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 0 8 326
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 0 5 837
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 1 3 705
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 3 158
Do Funds Make More When They Trade More? 0 0 1 8 0 6 18 67
Do Funds Make More When They Trade More? 0 0 5 66 0 1 9 163
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 0 3 213
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 107 0 3 8 646
Evaluating and Investing in Equity Mutual Funds 0 0 3 335 0 4 19 989
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 0 3 14 842
Evaluating and Investing in Equity Mutual Funds 0 0 0 445 3 4 10 783
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 3 6 108
Fund Tradeoffs 0 1 2 8 0 1 15 40
Fund Tradeoffs 0 0 2 15 0 0 11 48
Investing in Equity Mutual Funds 0 0 1 404 1 5 19 916
Investment Noise and Trends 0 0 3 36 0 0 8 97
Liquidity Risk After 20 Years 1 1 7 11 2 6 28 46
Liquidity Risk After 20 Years 0 0 7 32 1 6 36 65
Liquidity Risk and Expected Stock Returns 0 0 9 554 6 8 69 1,655
Liquidity Risk and Expected Stock Returns 0 0 3 584 1 6 45 1,209
Liquidity Risk and Expected Stock Returns 0 0 6 1,396 3 4 40 3,939
Mispricing Factors 2 3 6 104 6 12 39 252
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 4 16 600
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 2 3 15 939
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 2 17 896
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 677 1 5 17 1,894
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 0 6 441
On the Size of the Active Management Industry 0 0 3 12 1 6 24 113
On the Size of the Active Management Industry 0 0 1 71 1 3 15 236
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 1 300 2 6 13 1,122
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 1 1 4 94
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 1 2 155
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 9 123
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 8 260
Portfolio Liquidity and Diversification: Theory and Evidence 0 2 3 23 1 12 30 77
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 3 29 2,497
Predictive Regressions 0 0 5 1,352 3 8 30 3,636
Predictive Systems: Living with Imperfect Predictors 0 0 0 108 0 3 12 424
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 1 7 249
Predictive Systems: Living with Imperfect Predictors 0 0 3 99 0 4 17 319
Scale and Skill in Active Management 0 0 2 83 2 5 14 263
Scale and Skill in Active Management 0 1 3 12 3 5 16 78
Size and Value in China 1 1 30 140 14 31 314 643
Skill and Fees in Active Management 0 0 2 2 0 0 10 16
Sustainable Investing in Equilibrium 10 14 14 14 10 17 17 17
Sustainable Investing in Equilibrium 0 1 19 19 4 17 68 68
Sustainable Investing in Equilibrium 0 1 2 2 2 7 9 9
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 4 221
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 2 172
The Equity Premium and Structural Breaks 0 0 0 210 0 1 7 454
The Equity Premium and Structural Breaks 0 0 0 52 0 1 7 369
The Equity Premium and Structural Breaks 0 0 0 118 0 1 9 485
The Equity Premium and Structural Breaks 0 0 0 103 0 1 8 322
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 1 6 54 2 7 19 139
The Short of It: Investor Sentiment and Anomalies 0 2 4 187 0 4 20 482
Total Working Papers 16 30 173 11,282 84 274 1,436 43,503


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 2 3 24 436 6 10 67 986
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 179 2 2 8 703
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 0 4 231
Absolving beta of volatility’s effects 1 1 14 49 2 6 49 148
Analyzing investments whose histories differ in length 0 0 2 250 0 1 10 565
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 2 2 9 36 4 10 43 153
Arbitrage pricing with information 0 1 1 43 0 2 6 109
Are Stocks Really Less Volatile in the Long Run? 1 2 8 109 3 5 29 400
Asset returns and intertemporal preferences 0 2 4 217 2 4 17 564
Bayesian Inference and Portfolio Efficiency 0 0 2 156 0 0 4 459
Biases in computed returns: An application to the size effect 2 6 19 372 3 11 45 747
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 1 139 0 0 9 444
Comparing asset pricing models: an investment perspective 2 3 23 236 5 8 57 659
Costs of Equity Capital and Model Mispricing 0 0 1 79 0 0 7 331
Do Funds Make More When They Trade More? 0 0 5 22 2 4 57 146
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 0 101 0 1 14 276
Expectations and Volatility of Consumption and Asset Returns 1 1 2 135 2 2 8 508
Expected stock returns and volatility 3 14 80 1,503 14 37 198 3,402
Inequaltty and social status in successive generations 0 0 0 5 0 1 3 44
Inference about Survivors 0 0 0 0 0 0 5 9
Investing in equity mutual funds 0 3 8 114 1 9 32 324
Liquidity Risk After 20 Years 1 5 21 21 2 12 82 82
Liquidity Risk and Expected Stock Returns 15 44 219 1,496 50 143 660 4,273
Mimicking Portfolios and Exact Arbitrage Pricing 1 1 12 223 2 5 35 496
Mispricing Factors 1 5 25 73 6 19 84 229
Mutual fund performance and seemingly unrelated assets 1 7 28 334 10 28 96 820
On correlations and inferences about mean-variance efficiency 0 1 2 144 0 3 6 370
On the Predictability of Stock Returns: An Asset-Allocation Perspective 1 2 3 355 2 4 15 765
On the Size of the Active Management Industry 2 4 16 168 11 25 85 802
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 1 2 25 748 6 9 62 1,310
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 72 1 1 9 323
Predicting returns in the stock and bond markets 0 0 6 1,167 0 2 33 2,177
Predictive Systems: Living with Imperfect Predictors 1 1 2 89 2 5 22 351
Predictive regressions 1 4 9 384 2 9 42 821
Presidential Address: Investment Noise and Trends 0 0 1 29 1 2 13 129
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 0 5 6
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 0 0 6 97
Scale and skill in active management 3 15 38 145 12 29 101 437
Size and value in China 2 8 26 32 8 22 127 159
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 6 85
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 93 1 1 5 256
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 1 2 6 112 3 5 23 293
The Equity Premium and Structural Breaks 0 0 0 104 4 5 12 427
The information in forward rates: Implications for models of the term structure 1 2 9 395 1 2 18 725
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 11 0 0 7 104
The short of it: Investor sentiment and anomalies 1 4 19 140 12 22 130 609
Total Journal Articles 47 145 670 10,557 182 466 2,356 27,354


Statistics updated 2020-11-03