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 0 0 2 17 372
Analyzing Investments Whose Histories Differ in Length 0 0 0 651 1 1 4 1,555
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 2 640
Anomalies Abroad: Beyond Data Mining 0 0 0 29 2 4 9 147
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 0 98 0 1 5 255
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 0 2 3 633
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 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 0 0 0 273
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 0 258
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 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 0 2 3 999
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 1 1 2 903
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 Capital and Model Mispricing 0 0 0 402 0 1 2 1,736
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 5 33
Dissecting Green Returns 1 2 21 78 9 21 107 359
Dissecting Green Returns 0 0 3 53 2 3 19 205
Do Funds Make More When They Trade More? 0 0 2 74 1 1 4 200
Do Funds Make More When They Trade More? 0 0 0 9 0 0 1 90
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 1 1 218
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 1 1 1 651
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 1 119
Fund Tradeoffs 0 0 0 15 0 0 2 79
Fund Tradeoffs 0 0 0 9 1 1 1 64
Green Tilts 0 0 0 11 0 0 11 66
Green Tilts 0 2 6 19 2 4 18 48
Investing in Equity Mutual Funds 0 0 0 411 0 1 2 1,019
Investment Noise and Trends 0 0 1 40 1 1 7 124
Liquidity Risk After 20 Years 0 1 1 19 1 2 3 78
Liquidity Risk After 20 Years 0 0 1 36 0 0 2 93
Liquidity Risk and Expected Stock Returns 2 2 15 600 9 15 79 1,964
Liquidity Risk and Expected Stock Returns 0 0 3 1,412 0 2 8 4,099
Liquidity Risk and Expected Stock Returns 0 0 0 591 3 17 26 1,342
Mispricing Factors 0 1 2 116 1 3 9 354
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 1 3 4 636
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 0 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 1 1 4 1,953
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 15 0 0 2 135
On the Size of the Active Management Industry 0 0 0 74 0 0 0 301
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 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 0 0 1 126
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 0 36 0 2 10 209
Predicting Returns in the Stock and Bond Markets 0 0 0 8 0 2 5 2,547
Predictive Regressions 0 0 2 1,370 0 2 13 3,786
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 0 2 3 445
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 3 3 262
Predictive Systems: Living with Imperfect Predictors 0 0 1 101 0 2 5 337
Pricing Without Mispricing 1 1 1 25 1 1 6 64
Scale and Skill in Active Management 0 0 2 25 0 0 7 134
Scale and Skill in Active Management 0 0 2 96 0 1 5 303
Size and Value in China 0 0 3 284 0 4 33 1,464
Skill and Profit in Active Management 0 0 0 2 0 0 0 29
Sustainable Investing 0 0 7 7 1 4 19 19
Sustainable Investing in Equilibrium 2 4 20 143 4 12 64 439
Sustainable Investing in Equilibrium 0 1 4 48 0 2 16 239
Sustainable Investing in Equilibrium 0 0 3 22 1 1 11 86
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 0 120 1 2 3 496
The Equity Premium and Structural Breaks 0 0 0 103 0 2 3 327
The Equity Premium and Structural Breaks 0 0 0 210 0 0 2 462
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 0 2 7 542
Total Working Papers 6 16 115 12,047 45 143 629 48,251

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 24 1,149
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 1 10 257
Analyzing investments whose histories differ in length 0 0 1 259 0 1 8 618
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 2 66 2 4 18 330
Arbitrage pricing with information 0 0 0 47 3 3 6 134
Are Stocks Really Less Volatile in the Long Run? 0 0 0 117 0 2 9 445
Asset returns and intertemporal preferences 0 0 1 231 0 1 5 641
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 1 2 472
Biases in computed returns: An application to the size effect 0 0 2 434 1 1 12 912
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 0 6 291 0 1 16 797
Costs of Equity Capital and Model Mispricing 1 1 2 86 1 1 9 371
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 0 0 7 19
Dissecting green returns 9 23 120 347 35 70 345 960
Do Funds Make More When They Trade More? 0 0 0 32 1 3 13 228
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 1 1 2 524
Expected stock returns and volatility 1 2 18 1,609 2 6 43 3,733
Fund tradeoffs 1 1 5 36 2 2 17 132
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 5 27 1 3 12 102
Investing in equity mutual funds 0 0 0 144 0 0 3 462
Liquidity Risk After 20 Years 0 0 0 27 0 1 7 146
Liquidity Risk and Expected Stock Returns 5 16 79 1,951 20 54 260 5,904
Mimicking Portfolios and Exact Arbitrage Pricing 2 2 11 295 2 4 18 626
Mispricing Factors 0 0 2 121 2 3 19 496
Mutual fund performance and seemingly unrelated assets 0 1 6 418 1 2 13 1,086
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 0 1 2 844
On the Size of the Active Management Industry 0 0 4 208 1 4 18 1,004
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 0 2 4 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 0 1 4 1,203 2 10 22 2,319
Predictive Systems: Living with Imperfect Predictors 0 0 1 94 0 2 6 400
Predictive regressions 0 0 1 415 1 4 12 941
Presidential Address: Investment Noise and Trends 0 0 3 39 0 1 8 165
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 1 1 101
Scale and skill in active management 2 7 21 350 10 27 97 1,085
Size and value in China 1 2 10 191 5 14 53 904
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 1 87
Sustainable investing in equilibrium 18 44 245 1,063 65 196 817 3,112
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 1 2 3 267
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 1 113 0 0 8 466
The information in forward rates: Implications for models of the term structure 0 0 1 414 0 0 4 762
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 1 15 1 2 6 133
The short of it: Investor sentiment and anomalies 0 1 5 212 2 10 46 975
Total Journal Articles 40 103 571 13,814 165 447 2,007 38,380
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Statistics updated 2025-10-06