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 0 18 364
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 8 295
Analyzing Investments Whose Histories Differ in Length 0 1 3 654 0 1 22 1,577
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 12 384
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 6 646
Anomalies Abroad: Beyond Data Mining 0 0 1 30 0 2 18 165
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 0 1 36 291
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 1 49
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 3 41
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 0 0 21 654
Are Stocks Really Less Volatile in the Long Run? 0 0 0 122 1 2 36 377
Asset Returns and Intertemporal Preferences 0 0 0 266 2 2 23 715
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 10 237
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 12 114
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 1 17 290
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 0 21 424
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 8 106
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 8 266
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 2 157
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 0 8 96
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 0 0 16 567
Carbon Burden 0 0 4 15 0 2 19 42
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 1 8 467
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 0 7 910
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 2 4 17 495
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 0 0 20 1,019
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 0 10 854
Costs of Equity Capital and Model Mispricing 0 0 0 402 0 1 16 1,752
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 0 8 338
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 3 165
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 1 6 712
Democratizing Private Markets: Equilibrium Predictions 2 2 2 2 2 2 2 2
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 7 0 3 22 55
Dissecting Green Returns 0 1 5 58 2 5 30 235
Dissecting Green Returns 0 0 9 87 3 9 61 420
Do Funds Make More When They Trade More? 0 0 1 75 2 8 25 225
Do Funds Make More When They Trade More? 0 0 0 9 0 0 12 102
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 1 1 12 230
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 0 0 20 671
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 0 22 809
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 1 5 1,014
Evaluating and Investing in Equity Mutual Funds 1 1 1 381 2 3 15 864
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 4 123
Fund Tradeoffs 0 0 2 11 0 2 13 77
Fund Tradeoffs 0 0 0 15 2 2 8 87
Green Tilts 0 0 0 19 0 0 21 69
Green Tilts 0 0 0 11 0 0 11 77
Investing in Equity Mutual Funds 0 0 0 411 0 0 9 1,028
Investment Noise and Trends 0 0 2 42 0 1 17 141
Liquidity Risk After 20 Years 0 0 0 19 1 2 37 115
Liquidity Risk After 20 Years 0 0 0 36 0 1 18 111
Liquidity Risk and Expected Stock Returns 0 0 2 593 1 2 67 1,409
Liquidity Risk and Expected Stock Returns 0 3 13 613 4 15 92 2,056
Liquidity Risk and Expected Stock Returns 0 1 4 1,416 1 8 54 4,153
Mispricing Factors 0 0 1 117 0 6 44 398
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 3 3 15 651
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 0 2 9 972
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 1 1 16 926
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 682 0 3 23 1,976
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 2 10 456
On the Size of the Active Management Industry 0 0 0 15 0 2 11 146
On the Size of the Active Management Industry 0 0 0 74 1 2 10 311
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 1 2 22 1,165
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 8 104
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 6 163
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 5 268
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 6 132
Portfolio Liquidity and Diversification: Theory and Evidence 1 1 4 40 1 1 25 234
Predicting Returns in the Stock and Bond Markets 0 0 0 8 1 2 38 2,585
Predictive Regressions 0 2 3 1,373 2 4 36 3,822
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 0 8 270
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 0 3 31 476
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 1 3 14 351
Pricing Without Mispricing 0 0 0 25 0 0 15 79
Scale and Skill in Active Management 0 0 0 25 0 0 13 147
Scale and Skill in Active Management 0 0 0 96 0 4 32 335
Size and Value in China 1 1 6 290 11 41 112 1,576
Skill and Profit in Active Management 0 0 0 2 0 2 21 50
Sustainable Investing 0 1 3 10 1 2 20 39
Sustainable Investing in Equilibrium 0 2 3 25 2 4 26 112
Sustainable Investing in Equilibrium 0 1 5 53 3 9 37 276
Sustainable Investing in Equilibrium 1 4 13 156 3 13 65 504
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 5 229
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 2 177
The Equity Premium and Structural Breaks 0 0 0 120 0 0 11 507
The Equity Premium and Structural Breaks 0 0 0 210 1 1 17 479
The Equity Premium and Structural Breaks 0 0 0 52 0 0 15 387
The Equity Premium and Structural Breaks 0 0 0 103 0 1 18 345
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 0 18 180
The Short of It: Investor Sentiment and Anomalies 0 0 2 196 0 6 28 570
Total Working Papers 6 21 92 12,139 59 206 1,789 50,040

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 2 512 0 2 23 1,172
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 1 7 725
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 2 15 249
Absolving beta of volatility’s effects 0 0 1 73 2 6 29 286
Analyzing investments whose histories differ in length 0 0 0 259 4 6 22 640
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 1 3 8 74 4 13 81 411
Arbitrage pricing with information 0 0 0 47 0 1 13 147
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 5 10 29 474
Asset returns and intertemporal preferences 0 0 0 231 0 1 12 653
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 1 11 483
Biases in computed returns: An application to the size effect 0 0 1 435 2 7 23 935
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 1 1 10 467
Comparing asset pricing models: an investment perspective 0 0 3 294 2 4 46 843
Costs of Equity Capital and Model Mispricing 0 0 0 86 3 3 20 391
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 5 0 1 30 49
Dissecting green returns 5 14 74 421 25 73 410 1,370
Do Funds Make More When They Trade More? 0 1 1 33 3 8 26 254
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 1 1 1 111 1 2 7 313
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 10 534
Expected stock returns and volatility 0 1 14 1,623 2 10 81 3,814
Fund tradeoffs 0 0 5 41 2 7 32 164
Inequaltty and social status in successive generations 0 0 0 5 0 0 6 51
Inference about Survivors 0 0 1 2 0 1 4 18
Investing in Socially Responsible Mutual Funds 0 0 7 34 0 2 32 134
Investing in equity mutual funds 0 1 2 146 0 4 20 482
Liquidity Risk After 20 Years 0 0 0 27 1 1 22 168
Liquidity Risk and Expected Stock Returns 2 9 101 2,052 18 50 407 6,311
Mimicking Portfolios and Exact Arbitrage Pricing 0 1 7 302 1 5 41 667
Mispricing Factors 0 1 4 125 3 11 56 552
Mutual fund performance and seemingly unrelated assets 0 0 2 420 1 5 23 1,109
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 0 11 394
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 367 4 5 27 871
On the Size of the Active Management Industry 0 0 0 208 1 2 19 1,023
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 1 1 2 790 1 2 15 1,440
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 1 76 1 2 14 356
Predicting returns in the stock and bond markets 0 0 1 1,204 2 3 77 2,396
Predictive Systems: Living with Imperfect Predictors 0 2 3 97 5 11 19 419
Predictive regressions 1 1 1 416 7 10 134 1,075
Presidential Address: Investment Noise and Trends 0 2 3 42 0 3 12 177
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 0 4 17
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 0 1 8 109
Scale and skill in active management 2 7 34 384 10 27 123 1,208
Size and value in China 2 2 14 205 48 110 243 1,147
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 5 92
Sustainable investing in equilibrium 10 18 184 1,247 41 115 768 3,880
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 0 5 272
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 0 1 10 344
The Equity Premium and Structural Breaks 0 0 0 113 2 4 26 492
The information in forward rates: Implications for models of the term structure 0 1 2 416 1 2 11 773
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 0 1 11 144
The short of it: Investor sentiment and anomalies 1 2 8 220 6 22 97 1,072
Total Journal Articles 26 68 492 14,306 211 560 3,187 41,567
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