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 6 10 12 357
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 2 4 4 291
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 4 7 645
Analyzing Investments Whose Histories Differ in Length 0 0 0 651 4 10 15 1,567
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 5 7 20 381
Anomalies Abroad: Beyond Data Mining 1 1 1 30 5 6 12 153
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 1 1 99 3 19 23 275
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 38
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 1 1 49
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 10 13 20 650
Are Stocks Really Less Volatile in the Long Run? 0 0 1 122 6 28 29 369
Asset Returns and Intertemporal Preferences 0 0 0 266 6 9 10 701
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 3 6 6 108
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 2 3 3 230
Bayesian Inference and Portfolio Efficiency 0 0 0 0 8 10 10 283
Bayesian Inference and Portfolio Efficiency 0 0 0 114 9 11 16 416
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 5 5 5 263
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 2 5 5 103
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 1 1 156
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 3 5 5 93
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 1 8 13 560
Carbon Burden 0 1 4 12 5 10 19 34
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 2 5 5 464
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 5 6 8 909
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 3 5 7 485
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 8 10 13 1,010
Costs of Equity Capital and Model Mispricing 0 0 0 1 2 4 4 848
Costs of Equity Capital and Model Mispricing 0 0 0 402 6 8 10 1,744
Costs of Equity Capital and Model Mispricing 0 0 0 0 1 3 5 334
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 1 2 2 164
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 2 2 2 708
Diseconomies of Scale in Active Management: Robust Evidence 1 1 2 7 4 9 13 42
Dissecting Green Returns 0 1 4 54 4 9 27 217
Dissecting Green Returns 0 0 15 79 7 10 78 374
Do Funds Make More When They Trade More? 0 0 2 75 4 9 14 211
Do Funds Make More When They Trade More? 0 0 0 9 4 9 10 99
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 1 7 9 226
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 3 8 10 660
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 1 2 1,010
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 4 6 7 855
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 16 16 16 803
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 1 2 4 122
Fund Tradeoffs 0 0 1 10 2 5 7 70
Fund Tradeoffs 0 0 0 15 2 4 6 84
Green Tilts 0 0 0 11 3 6 14 72
Green Tilts 0 0 2 19 4 12 24 60
Investing in Equity Mutual Funds 0 0 0 411 4 5 8 1,025
Investment Noise and Trends 0 2 3 42 3 7 13 133
Liquidity Risk After 20 Years 0 0 1 19 6 8 14 89
Liquidity Risk After 20 Years 0 0 1 36 4 6 8 100
Liquidity Risk and Expected Stock Returns 0 0 3 1,413 5 10 20 4,113
Liquidity Risk and Expected Stock Returns 1 1 1 592 8 20 48 1,364
Liquidity Risk and Expected Stock Returns 3 5 15 605 12 26 84 1,995
Mispricing Factors 0 1 3 117 8 16 25 371
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 3 7 10 643
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 1 4 5 967
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 7 9 9 919
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 4 13 19 1,968
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 2 3 449
On the Size of the Active Management Industry 0 0 0 74 6 8 8 309
On the Size of the Active Management Industry 0 0 0 15 2 3 7 140
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 8 10 12 1,153
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 1 3 3 160
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 1 2 2 98
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 2 3 3 266
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 4 4 130
Portfolio Liquidity and Diversification: Theory and Evidence 0 1 1 37 4 8 12 217
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 11 16 2,559
Predictive Regressions 1 1 2 1,371 7 15 29 3,807
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 2 8 12 346
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 16 20 24 467
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 5 7 10 269
Pricing Without Mispricing 0 0 1 25 3 4 8 69
Scale and Skill in Active Management 0 0 2 25 1 5 11 140
Scale and Skill in Active Management 0 0 1 96 15 16 20 319
Size and Value in China 0 2 3 286 16 32 50 1,496
Skill and Profit in Active Management 0 0 0 2 1 7 10 39
Sustainable Investing 0 0 3 7 2 5 17 25
Sustainable Investing in Equilibrium 1 1 13 144 6 16 54 457
Sustainable Investing in Equilibrium 0 2 5 50 8 12 24 252
Sustainable Investing in Equilibrium 0 1 4 23 3 6 15 94
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 3 3 4 227
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 0 120 1 4 8 502
The Equity Premium and Structural Breaks 0 0 0 210 1 7 12 472
The Equity Premium and Structural Breaks 0 0 0 52 2 6 9 381
The Equity Premium and Structural Breaks 0 0 0 103 4 8 12 336
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 7 9 11 173
The Short of It: Investor Sentiment and Anomalies 1 1 2 195 5 9 13 551
Total Working Papers 9 23 97 12,074 376 717 1,219 49,058

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 1 5 512 2 5 21 1,157
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 1 4 4 722
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 4 9 10 243
Absolving beta of volatility’s effects 0 0 0 72 3 10 17 269
Analyzing investments whose histories differ in length 0 0 1 259 5 9 16 629
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 2 2 68 13 30 40 364
Arbitrage pricing with information 0 0 0 47 4 6 12 140
Are Stocks Really Less Volatile in the Long Run? 0 2 2 119 4 9 18 456
Asset returns and intertemporal preferences 0 0 0 231 6 6 8 647
Bayesian Inference and Portfolio Efficiency 0 0 0 160 4 6 11 481
Biases in computed returns: An application to the size effect 1 1 1 435 5 7 17 921
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 1 3 7 462
Comparing asset pricing models: an investment perspective 0 1 5 293 6 17 29 818
Costs of Equity Capital and Model Mispricing 0 0 2 86 4 10 16 382
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 3 6 13 26
Dissecting green returns 1 11 94 370 44 95 339 1,091
Do Funds Make More When They Trade More? 0 0 0 32 3 6 14 235
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 4 110 1 2 12 308
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 4 5 8 530
Expected stock returns and volatility 0 7 16 1,616 9 25 56 3,765
Fund tradeoffs 0 1 6 37 4 8 20 140
Inequaltty and social status in successive generations 0 0 0 5 1 1 1 46
Inference about Survivors 0 1 1 2 0 3 4 17
Investing in Socially Responsible Mutual Funds 0 2 5 29 3 11 19 113
Investing in equity mutual funds 0 1 1 145 5 11 16 475
Liquidity Risk After 20 Years 0 0 0 27 9 11 17 159
Liquidity Risk and Expected Stock Returns 13 27 81 1,984 30 99 285 6,028
Mimicking Portfolios and Exact Arbitrage Pricing 1 3 9 298 6 14 24 640
Mispricing Factors 0 0 3 123 5 19 36 520
Mutual fund performance and seemingly unrelated assets 0 0 6 419 5 8 20 1,097
On correlations and inferences about mean-variance efficiency 0 0 0 147 2 2 4 385
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 366 7 10 13 856
On the Size of the Active Management Industry 0 0 1 208 4 5 20 1,012
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 5 6 12 1,433
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 5 6 9 351
Predicting returns in the stock and bond markets 1 1 3 1,204 29 31 49 2,352
Predictive Systems: Living with Imperfect Predictors 0 0 0 94 2 3 8 403
Predictive regressions 0 0 1 415 69 73 85 1,018
Presidential Address: Investment Noise and Trends 1 1 1 40 6 6 9 171
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 1 2 3 103
Scale and skill in active management 3 7 25 361 13 32 112 1,127
Size and value in China 0 4 10 195 10 32 67 938
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 2 4 90
Sustainable investing in equilibrium 14 60 220 1,137 71 209 835 3,387
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 2 2 5 269
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 1 2 7 339
The Equity Premium and Structural Breaks 0 0 1 113 6 8 15 475
The information in forward rates: Implications for models of the term structure 0 0 1 415 3 3 5 766
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 1 15 3 5 9 139
The short of it: Investor sentiment and anomalies 1 2 5 214 11 26 52 1,004
Total Journal Articles 36 135 514 13,992 445 920 2,434 39,512
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