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 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 0 651 0 0 3 1,554
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 2 640
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 3 19 372
Anomalies Abroad: Beyond Data Mining 0 0 0 29 2 2 7 145
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 0 98 1 2 6 255
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 48
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 0 38
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 2 4 633
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 1 227
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 1 273
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 1 3 403
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 98
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 258
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 0 1 6 551
Carbon Burden 0 1 11 11 0 1 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 1 310 1 2 3 999
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 0 1 902
Costs of Equity Capital and Model Mispricing 0 0 0 402 1 1 2 1,736
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 0 1 330
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 0 162
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 1 1 6 0 1 7 33
Dissecting Green Returns 0 0 4 53 0 2 22 203
Dissecting Green Returns 1 5 23 77 6 22 111 350
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 0 3 199
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 1 1 1 218
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 0 0 0 650
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
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 0 1 1,009
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 2 119
Fund Tradeoffs 0 0 0 15 0 0 2 79
Fund Tradeoffs 0 0 0 9 0 0 0 63
Green Tilts 1 2 6 19 1 2 19 46
Green Tilts 0 0 0 11 0 1 11 66
Investing in Equity Mutual Funds 0 0 0 411 1 1 2 1,019
Investment Noise and Trends 0 0 1 40 0 0 7 123
Liquidity Risk After 20 Years 0 1 1 19 0 1 2 77
Liquidity Risk After 20 Years 0 0 2 36 0 0 3 93
Liquidity Risk and Expected Stock Returns 0 2 14 598 2 12 78 1,955
Liquidity Risk and Expected Stock Returns 0 0 3 1,412 0 2 10 4,099
Liquidity Risk and Expected Stock Returns 0 0 0 591 9 19 24 1,339
Mispricing Factors 0 1 2 116 0 2 9 353
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 2 3 635
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 1 1 1 963
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 3 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 0 74 0 0 0 301
On the Size of the Active Management Industry 0 0 0 15 0 1 2 135
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 0 263
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 1 126
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 0 36 1 2 10 209
Predicting Returns in the Stock and Bond Markets 0 0 0 8 0 3 6 2,547
Predictive Regressions 0 0 2 1,370 0 3 13 3,786
Predictive Systems: Living with Imperfect Predictors 0 0 1 101 0 2 5 337
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 3 3 262
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 1 2 3 445
Pricing Without Mispricing 0 0 0 24 0 1 5 63
Scale and Skill in Active Management 0 0 2 96 0 1 5 303
Scale and Skill in Active Management 0 1 2 25 0 1 7 134
Size and Value in China 0 0 3 284 2 8 34 1,464
Skill and Profit in Active Management 0 0 0 2 0 0 0 29
Sustainable Investing 0 1 7 7 3 7 18 18
Sustainable Investing in Equilibrium 0 1 4 48 1 6 16 239
Sustainable Investing in Equilibrium 2 5 19 141 6 14 65 435
Sustainable Investing in Equilibrium 0 0 4 22 0 1 11 85
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 0 2 462
The Equity Premium and Structural Breaks 0 0 0 103 1 2 3 327
The Equity Premium and Structural Breaks 0 0 0 120 0 1 2 495
The Equity Premium and Structural Breaks 0 0 0 52 0 0 0 372
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 0 0 162
The Short of It: Investor Sentiment and Anomalies 0 0 1 194 2 2 7 542
Total Working Papers 4 21 117 12,041 46 147 635 48,206

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 8 510 1 5 23 1,148
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 1 1 10 257
Analyzing investments whose histories differ in length 0 0 1 259 1 2 8 618
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 2 66 2 2 19 328
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 9 445
Asset returns and intertemporal preferences 0 0 1 231 1 1 6 641
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 3 434 0 0 13 911
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 0 2 457
Comparing asset pricing models: an investment perspective 0 1 6 291 1 2 17 797
Costs of Equity Capital and Model Mispricing 0 0 2 85 0 0 9 370
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 0 0 7 19
Dissecting green returns 9 22 125 338 22 59 352 925
Do Funds Make More When They Trade More? 0 0 0 32 2 2 12 227
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 4 110 0 1 11 306
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 1 523
Expected stock returns and volatility 0 2 17 1,608 2 6 42 3,731
Fund tradeoffs 0 0 4 35 0 1 16 130
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 0 2 6 27 0 2 13 101
Investing in equity mutual funds 0 0 0 144 0 0 4 462
Liquidity Risk After 20 Years 0 0 0 27 0 1 8 146
Liquidity Risk and Expected Stock Returns 5 19 80 1,946 16 57 268 5,884
Mimicking Portfolios and Exact Arbitrage Pricing 0 2 9 293 0 4 16 624
Mispricing Factors 0 0 3 121 0 5 21 494
Mutual fund performance and seemingly unrelated assets 1 1 6 418 1 2 15 1,085
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 1 1 2 844
On the Size of the Active Management Industry 0 0 4 208 1 4 18 1,003
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 1 788 2 2 5 1,425
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 1 1 4 1,203 6 8 23 2,317
Predictive Systems: Living with Imperfect Predictors 0 0 1 94 1 2 7 400
Predictive regressions 0 1 1 415 1 4 13 940
Presidential Address: Investment Noise and Trends 0 0 3 39 1 1 9 165
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 0 0 0 100
Scale and skill in active management 5 7 23 348 8 30 96 1,075
Size and value in China 0 2 9 190 1 17 51 899
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 1 87
Sustainable investing in equilibrium 10 48 252 1,045 73 214 837 3,047
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 1 1 2 266
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 0 127 0 0 2 334
The Equity Premium and Structural Breaks 0 0 2 113 0 0 10 466
The information in forward rates: Implications for models of the term structure 0 0 3 414 0 0 6 762
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 1 15 1 1 5 132
The short of it: Investor sentiment and anomalies 1 2 5 212 3 11 49 973
Total Journal Articles 32 110 588 13,774 151 455 2,048 38,215
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Statistics updated 2025-09-05