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 2 4 348
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 2 4 642
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 3 17 375
Analyzing Investments Whose Histories Differ in Length 0 0 0 651 4 7 10 1,561
Anomalies Abroad: Beyond Data Mining 0 0 0 29 1 3 7 148
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 0 98 8 9 14 264
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 38
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 1 1 1 49
Are Stocks Really Less Volatile in the Long Run? 0 0 1 122 3 3 4 344
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 1 5 8 638
Asset Returns and Intertemporal Preferences 0 0 0 266 1 1 2 693
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 1 227
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 0 102
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 1 1 274
Bayesian Inference and Portfolio Efficiency 0 0 0 114 1 3 6 406
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 0 0 0 1 88
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 0 155
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 3 4 10 555
Carbon Burden 1 1 12 12 3 4 22 27
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 2 2 2 461
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 1 2 903
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 1 2 4 1,001
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 1 3 4 481
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 0 0 844
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 1 2 331
Costs of Equity Capital and Model Mispricing 0 0 0 402 1 1 3 1,737
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 1 1 1 163
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 0 706
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 6 2 2 6 35
Dissecting Green Returns 1 1 4 54 3 8 22 211
Dissecting Green Returns 0 2 17 79 0 14 90 364
Do Funds Make More When They Trade More? 0 0 0 9 1 1 2 91
Do Funds Make More When They Trade More? 0 1 3 75 2 5 8 204
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 2 3 4 221
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 1 3 3 653
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
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 0 0 787
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 2 120
Fund Tradeoffs 0 1 1 10 2 4 4 67
Fund Tradeoffs 0 0 0 15 2 3 4 82
Green Tilts 0 0 3 19 4 6 19 52
Green Tilts 0 0 0 11 1 1 12 67
Investing in Equity Mutual Funds 0 0 0 411 0 1 3 1,020
Investment Noise and Trends 2 2 3 42 3 6 12 129
Liquidity Risk After 20 Years 0 0 1 36 1 2 3 95
Liquidity Risk After 20 Years 0 0 1 19 1 5 7 82
Liquidity Risk and Expected Stock Returns 0 0 0 591 8 13 36 1,352
Liquidity Risk and Expected Stock Returns 0 1 3 1,413 1 5 11 4,104
Liquidity Risk and Expected Stock Returns 0 2 11 600 5 19 75 1,974
Mispricing Factors 1 1 3 117 4 6 13 359
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 3 5 638
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 2 2 3 965
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 2 2 2 912
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 0 3 6 1,955
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 1 1 447
On the Size of the Active Management Industry 0 0 0 15 0 2 4 137
On the Size of the Active Management Industry 0 0 0 74 1 1 1 302
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 1 1 3 1,144
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 Expected Returns (Revision of 3-93) 0 0 0 0 0 0 0 96
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 0 263
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 2 2 3 128
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 0 36 1 1 8 210
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 3 8 2,550
Predictive Regressions 0 0 2 1,370 3 9 21 3,795
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 1 1 4 263
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 1 3 6 448
Predictive Systems: Living with Imperfect Predictors 0 0 1 101 2 3 8 340
Pricing Without Mispricing 0 1 1 25 0 2 6 65
Scale and Skill in Active Management 0 0 2 96 1 1 6 304
Scale and Skill in Active Management 0 0 2 25 3 4 11 138
Size and Value in China 0 0 1 284 3 3 29 1,467
Skill and Profit in Active Management 0 0 0 2 1 4 4 33
Sustainable Investing 0 0 7 7 1 3 21 21
Sustainable Investing in Equilibrium 1 1 5 49 2 3 16 242
Sustainable Investing in Equilibrium 0 0 3 22 1 4 13 89
Sustainable Investing in Equilibrium 0 2 16 143 6 12 59 447
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 4 7 9 469
The Equity Premium and Structural Breaks 0 0 0 52 3 6 6 378
The Equity Premium and Structural Breaks 0 0 0 103 2 3 6 330
The Equity Premium and Structural Breaks 0 0 0 120 2 5 6 500
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 1 3 3 165
The Short of It: Investor Sentiment and Anomalies 0 0 1 194 4 4 9 546
Total Working Papers 6 16 105 12,057 133 268 756 48,474

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 5 511 1 5 21 1,153
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 1 1 1 719
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 0 72 4 6 12 263
Analyzing investments whose histories differ in length 0 0 1 259 1 3 9 621
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 66 5 11 20 339
Arbitrage pricing with information 0 0 0 47 2 5 8 136
Are Stocks Really Less Volatile in the Long Run? 1 1 1 118 3 5 14 450
Asset returns and intertemporal preferences 0 0 0 231 0 0 2 641
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 5 6 476
Biases in computed returns: An application to the size effect 0 0 1 434 0 3 12 914
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 2 4 6 461
Comparing asset pricing models: an investment perspective 1 2 5 293 6 10 20 807
Costs of Equity Capital and Model Mispricing 0 1 2 86 2 4 11 374
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 1 2 8 21
Dissecting green returns 4 25 111 363 25 96 327 1,021
Do Funds Make More When They Trade More? 0 0 0 32 1 3 11 230
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 4 110 1 1 11 307
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 2 3 525
Expected stock returns and volatility 4 5 14 1,613 9 18 46 3,749
Fund tradeoffs 1 2 6 37 3 5 15 135
Inequaltty and social status in successive generations 0 0 0 5 0 0 0 45
Inference about Survivors 0 0 0 1 0 0 1 14
Investing in Socially Responsible Mutual Funds 1 1 4 28 3 4 12 105
Investing in equity mutual funds 0 0 0 144 4 6 9 468
Liquidity Risk After 20 Years 0 0 0 27 1 3 8 149
Liquidity Risk and Expected Stock Returns 11 22 75 1,968 35 80 260 5,964
Mimicking Portfolios and Exact Arbitrage Pricing 1 3 8 296 3 5 15 629
Mispricing Factors 0 2 3 123 5 12 24 506
Mutual fund performance and seemingly unrelated assets 0 1 7 419 2 6 17 1,091
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 0 2 383
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 366 1 3 5 847
On the Size of the Active Management Industry 0 0 2 208 1 5 18 1,008
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 1 3 7 1,428
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 1 4 4 346
Predicting returns in the stock and bond markets 0 0 2 1,203 0 4 21 2,321
Predictive Systems: Living with Imperfect Predictors 0 0 0 94 1 1 6 401
Predictive regressions 0 0 1 415 3 8 18 948
Presidential Address: Investment Noise and Trends 0 0 0 39 0 0 4 165
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 2 102
Scale and skill in active management 2 8 22 356 8 28 97 1,103
Size and value in China 3 4 11 194 13 20 57 919
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 2 88
Sustainable investing in equilibrium 21 53 226 1,098 65 196 804 3,243
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 1 3 267
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 1 1 128 0 3 5 337
The Equity Premium and Structural Breaks 0 0 1 113 0 1 8 467
The information in forward rates: Implications for models of the term structure 0 1 2 415 0 1 4 763
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 1 15 1 3 7 135
The short of it: Investor sentiment and anomalies 1 1 4 213 5 10 42 983
Total Journal Articles 51 134 522 13,908 222 599 2,027 38,814
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