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 2 6 18 363
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 1 3 7 294
Analyzing Investments Whose Histories Differ in Length 0 2 2 653 0 8 21 1,575
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 2 15 383
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 9 20 162
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 5 12 35 287
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 1 2 2 40
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 3 3 22 653
Are Stocks Really Less Volatile in the Long Run? 0 0 0 122 3 6 34 375
Asset Returns and Intertemporal Preferences 0 0 0 266 6 10 19 711
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 6 7 10 237
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 4 5 11 113
Bayesian Inference and Portfolio Efficiency 0 0 0 0 2 5 15 288
Bayesian Inference and Portfolio Efficiency 0 0 0 114 5 8 22 424
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 6 264
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 2 3 8 106
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 1 1 2 157
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 1 2 7 95
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 1 6 17 566
Carbon Burden 0 2 5 14 1 5 20 39
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 1 2 7 466
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 3 5 12 490
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 0 7 909
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 2 7 20 1,017
Costs of Equity Capital and Model Mispricing 0 0 0 0 1 4 8 338
Costs of Equity Capital and Model Mispricing 0 0 0 402 2 7 16 1,751
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 3 7 851
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 1 1 3 165
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 2 2 4 710
Diseconomies of Scale in Active Management: Robust Evidence 0 0 2 7 5 9 19 51
Dissecting Green Returns 0 3 5 57 4 12 33 229
Dissecting Green Returns 1 5 15 84 9 24 80 398
Do Funds Make More When They Trade More? 0 0 1 75 4 6 19 217
Do Funds Make More When They Trade More? 0 0 0 9 1 2 11 101
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 2 3 12 229
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 7 8 18 668
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 3 5 21 808
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 3 4 10 859
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 2 3 1,012
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 5 123
Fund Tradeoffs 0 0 0 15 1 1 7 85
Fund Tradeoffs 0 1 2 11 1 4 11 74
Green Tilts 0 0 0 11 1 3 11 75
Green Tilts 0 0 2 19 5 7 25 67
Investing in Equity Mutual Funds 0 0 0 411 1 3 11 1,028
Investment Noise and Trends 0 0 3 42 3 6 17 139
Liquidity Risk After 20 Years 0 0 0 36 0 9 16 109
Liquidity Risk After 20 Years 0 0 1 19 2 21 34 110
Liquidity Risk and Expected Stock Returns 0 1 2 593 21 38 83 1,402
Liquidity Risk and Expected Stock Returns 0 4 15 609 14 32 96 2,027
Liquidity Risk and Expected Stock Returns 1 1 2 1,414 16 23 41 4,136
Mispricing Factors 0 0 3 117 4 13 36 384
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 1 4 14 647
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 1 2 7 969
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 2 6 15 925
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 1 682 0 3 19 1,971
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 6 452
On the Size of the Active Management Industry 0 0 0 15 3 4 10 144
On the Size of the Active Management Industry 0 0 0 74 0 0 8 309
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 4 10 20 1,163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 3 3 6 163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 4 5 7 103
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 1 4 267
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 2 6 132
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 1 37 6 11 21 228
Predicting Returns in the Stock and Bond Markets 0 0 0 8 13 21 36 2,580
Predictive Regressions 0 0 1 1,371 6 8 32 3,815
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 1 11 270
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 0 1 13 347
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 1 5 29 472
Pricing Without Mispricing 0 0 1 25 6 9 16 78
Scale and Skill in Active Management 0 0 1 25 2 5 12 145
Scale and Skill in Active Management 0 0 0 96 3 11 28 330
Size and Value in China 0 1 3 287 5 24 65 1,520
Skill and Profit in Active Management 0 0 0 2 3 9 19 48
Sustainable Investing 0 1 3 8 4 8 23 33
Sustainable Investing in Equilibrium 2 5 14 149 11 22 64 479
Sustainable Investing in Equilibrium 0 1 5 51 4 10 31 262
Sustainable Investing in Equilibrium 0 0 1 23 7 9 21 103
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 1 1 1 176
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 1 4 228
The Equity Premium and Structural Breaks 0 0 0 120 4 5 13 507
The Equity Premium and Structural Breaks 0 0 0 210 5 6 17 478
The Equity Premium and Structural Breaks 0 0 0 103 4 6 17 342
The Equity Premium and Structural Breaks 0 0 0 52 4 5 14 386
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 4 7 18 180
The Short of It: Investor Sentiment and Anomalies 0 0 1 195 5 10 21 561
Total Working Papers 4 28 94 12,102 284 609 1,669 49,667

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 3 512 2 11 26 1,168
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 1 2 6 724
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 2 3 12 246
Absolving beta of volatility’s effects 0 0 0 72 2 8 23 277
Analyzing investments whose histories differ in length 0 0 0 259 0 4 17 633
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 2 4 70 3 25 64 389
Arbitrage pricing with information 0 0 0 47 2 6 18 146
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 5 8 22 464
Asset returns and intertemporal preferences 0 0 0 231 4 4 11 651
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 1 11 482
Biases in computed returns: An application to the size effect 0 0 1 435 1 5 20 926
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 1 4 10 466
Comparing asset pricing models: an investment perspective 0 1 5 294 6 19 43 837
Costs of Equity Capital and Model Mispricing 0 0 1 86 2 5 18 387
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 8 17 24 43
Dissecting green returns 4 19 84 389 38 132 395 1,223
Do Funds Make More When They Trade More? 0 0 0 32 7 11 24 246
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 2 110 1 3 8 311
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 2 4 11 534
Expected stock returns and volatility 1 3 13 1,619 14 23 65 3,788
Fund tradeoffs 2 2 4 39 6 11 23 151
Inequaltty and social status in successive generations 0 0 0 5 2 3 4 49
Inference about Survivors 0 0 1 2 0 0 3 17
Investing in Socially Responsible Mutual Funds 1 4 8 33 8 18 32 131
Investing in equity mutual funds 0 0 1 145 0 3 16 478
Liquidity Risk After 20 Years 0 0 0 27 2 7 21 166
Liquidity Risk and Expected Stock Returns 12 37 98 2,021 49 154 380 6,182
Mimicking Portfolios and Exact Arbitrage Pricing 1 1 9 299 4 13 35 653
Mispricing Factors 1 1 3 124 4 12 43 532
Mutual fund performance and seemingly unrelated assets 0 1 3 420 1 4 18 1,101
On correlations and inferences about mean-variance efficiency 0 0 0 147 2 8 11 393
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 1 367 4 8 21 864
On the Size of the Active Management Industry 0 0 0 208 3 8 23 1,020
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 2 4 14 1,437
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 1 1 10 352
Predicting returns in the stock and bond markets 0 0 2 1,204 13 33 76 2,385
Predictive Systems: Living with Imperfect Predictors 0 1 1 95 0 2 9 405
Predictive regressions 0 0 1 415 7 42 124 1,060
Presidential Address: Investment Noise and Trends 0 0 1 40 1 3 10 174
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 2 4 4 17
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 3 4 7 107
Scale and skill in active management 6 13 33 374 11 30 119 1,157
Size and value in China 1 2 11 197 15 35 96 973
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 1 4 91
Sustainable investing in equilibrium 17 53 226 1,190 70 202 856 3,589
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 2 6 271
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 2 4 9 343
The Equity Premium and Structural Breaks 0 0 1 113 6 10 21 485
The information in forward rates: Implications for models of the term structure 0 0 1 415 0 3 7 769
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 3 4 12 143
The short of it: Investor sentiment and anomalies 1 3 7 217 12 23 65 1,027
Total Journal Articles 47 144 528 14,136 335 951 2,907 40,463
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