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 1 1 2 346
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 0 287
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 1 2 640
Analyzing Investments Whose Histories Differ in Length 0 0 0 651 0 0 4 1,554
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 2 4 22 372
Anomalies Abroad: Beyond Data Mining 0 0 0 29 0 1 9 143
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 0 98 0 2 5 254
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 38
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 48
Are Stocks Really Less Volatile in the Long Run? 0 0 1 122 0 0 1 341
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 1 1 3 632
Asset Returns and Intertemporal Preferences 0 0 0 266 0 0 1 692
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 0 102
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 2 227
Bayesian Inference and Portfolio Efficiency 0 0 0 114 1 1 3 403
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 1 273
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 0 0 0 98
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 0 155
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 0 1 88
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 1 2 6 551
Carbon Burden 1 2 11 11 1 4 23 23
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 0 0 459
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 0 0 1 478
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 0 1 902
Comparing Asset Pricing Models: An Investment Perspective 0 0 1 310 1 1 2 998
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 0 1 330
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 0 0 844
Costs of Equity Capital and Model Mispricing 0 0 1 402 0 0 3 1,735
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 0 0 162
Diseconomies of Scale in Active Management: Robust Evidence 1 1 1 6 1 1 8 33
Dissecting Green Returns 0 7 23 76 6 26 111 344
Dissecting Green Returns 0 1 4 53 1 7 26 203
Do Funds Make More When They Trade More? 0 0 0 9 0 0 1 90
Do Funds Make More When They Trade More? 0 0 2 74 0 1 3 199
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 0 0 217
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 0 0 0 650
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 0 0 787
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 0 1 1,009
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 0 0 1 849
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 1 1 2 119
Fund Tradeoffs 0 0 0 15 0 1 2 79
Fund Tradeoffs 0 0 0 9 0 0 0 63
Green Tilts 1 1 5 18 1 3 20 45
Green Tilts 0 0 0 11 0 2 11 66
Investing in Equity Mutual Funds 0 0 0 411 0 1 1 1,018
Investment Noise and Trends 0 1 1 40 0 1 7 123
Liquidity Risk After 20 Years 0 0 2 36 0 0 3 93
Liquidity Risk After 20 Years 1 1 1 19 1 1 2 77
Liquidity Risk and Expected Stock Returns 0 0 0 591 5 11 15 1,330
Liquidity Risk and Expected Stock Returns 0 0 3 1,412 2 4 10 4,099
Liquidity Risk and Expected Stock Returns 0 4 16 598 4 22 82 1,953
Mispricing Factors 1 2 2 116 2 5 9 353
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 0 1 633
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 0 0 0 962
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 0 0 910
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 0 0 4 1,952
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 0 0 446
On the Size of the Active Management Industry 0 0 1 15 0 1 3 135
On the Size of the Active Management Industry 0 0 0 74 0 0 1 301
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 0 5 1,143
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 0 96
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 0 157
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 1 126
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 0 263
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 0 36 1 1 10 208
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 3 6 2,547
Predictive Regressions 0 0 3 1,370 2 3 15 3,786
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 1 1 2 444
Predictive Systems: Living with Imperfect Predictors 0 0 1 101 2 3 5 337
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 3 3 3 262
Pricing Without Mispricing 0 0 0 24 0 1 5 63
Scale and Skill in Active Management 0 0 2 96 1 1 6 303
Scale and Skill in Active Management 0 1 2 25 0 1 8 134
Size and Value in China 0 0 3 284 2 7 36 1,462
Skill and Profit in Active Management 0 0 0 2 0 0 0 29
Sustainable Investing 0 2 7 7 0 5 15 15
Sustainable Investing in Equilibrium 0 0 4 22 0 3 12 85
Sustainable Investing in Equilibrium 0 4 19 139 2 14 63 429
Sustainable Investing in Equilibrium 1 2 4 48 1 7 15 238
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 0 210 0 1 2 462
The Equity Premium and Structural Breaks 0 0 0 103 1 1 2 326
The Equity Premium and Structural Breaks 0 0 0 52 0 0 0 372
The Equity Premium and Structural Breaks 0 0 0 120 1 1 2 495
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 0 4 162
The Short of It: Investor Sentiment and Anomalies 0 0 1 194 0 0 5 540
Total Working Papers 6 29 121 12,037 52 162 640 48,160

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 8 510 3 5 22 1,147
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 0 0 718
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 0 1 234
Absolving beta of volatility’s effects 0 0 1 72 0 2 9 256
Analyzing investments whose histories differ in length 0 0 1 259 0 1 9 617
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 2 66 0 1 21 326
Arbitrage pricing with information 0 0 0 47 0 3 3 131
Are Stocks Really Less Volatile in the Long Run? 0 0 0 117 1 2 8 444
Asset returns and intertemporal preferences 0 0 1 231 0 0 5 640
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 0 1 471
Biases in computed returns: An application to the size effect 0 0 6 434 0 5 16 911
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 1 2 457
Comparing asset pricing models: an investment perspective 0 2 6 291 0 2 17 796
Costs of Equity Capital and Model Mispricing 0 0 4 85 0 1 12 370
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 0 0 7 19
Dissecting green returns 5 24 125 329 13 75 347 903
Do Funds Make More When They Trade More? 0 0 0 32 0 3 11 225
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 2 4 110 1 3 11 306
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 1 523
Expected stock returns and volatility 1 2 17 1,608 2 6 42 3,729
Fund tradeoffs 0 0 5 35 0 2 18 130
Inequaltty and social status in successive generations 0 0 0 5 0 0 0 45
Inference about Survivors 0 0 0 1 0 0 2 14
Investing in Socially Responsible Mutual Funds 2 2 7 27 2 2 14 101
Investing in equity mutual funds 0 0 1 144 0 0 5 462
Liquidity Risk After 20 Years 0 0 0 27 1 1 8 146
Liquidity Risk and Expected Stock Returns 6 18 82 1,941 18 66 283 5,868
Mimicking Portfolios and Exact Arbitrage Pricing 0 3 10 293 2 6 18 624
Mispricing Factors 0 0 3 121 1 5 21 494
Mutual fund performance and seemingly unrelated assets 0 0 5 417 0 1 15 1,084
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 1 2 383
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 366 0 0 1 843
On the Size of the Active Management Industry 0 0 6 208 2 5 21 1,002
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 1 788 0 0 3 1,423
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 0 0 342
Predicting returns in the stock and bond markets 0 0 3 1,202 2 2 18 2,311
Predictive Systems: Living with Imperfect Predictors 0 0 1 94 1 3 8 399
Predictive regressions 0 1 2 415 2 3 13 939
Presidential Address: Investment Noise and Trends 0 0 3 39 0 0 9 164
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 0 0 100
Scale and skill in active management 0 2 18 343 9 29 91 1,067
Size and value in China 1 4 9 190 8 21 52 898
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 1 87
Sustainable investing in equilibrium 16 71 255 1,035 58 241 813 2,974
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 0 1 265
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 127 0 0 3 334
The Equity Premium and Structural Breaks 0 1 2 113 0 2 11 466
The information in forward rates: Implications for models of the term structure 0 0 3 414 0 0 7 762
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 1 15 0 0 4 131
The short of it: Investor sentiment and anomalies 0 1 4 211 5 8 50 970
Total Journal Articles 31 134 598 13,742 131 508 2,038 38,064
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Statistics updated 2025-08-05