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 5 19 364
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 1 3 8 295
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 0 6 645
Analyzing Investments Whose Histories Differ in Length 0 2 2 653 1 3 22 1,576
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 14 383
Anomalies Abroad: Beyond Data Mining 0 0 1 30 0 4 19 162
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 3 15 37 290
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 1 3 3 41
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 1 49
Are Stocks Really Less Volatile in the Long Run? 0 0 0 122 0 3 34 375
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 1 4 23 654
Asset Returns and Intertemporal Preferences 0 0 0 266 1 9 20 712
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 6 10 237
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 1 6 12 114
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 3 16 289
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 6 22 424
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 1 7 265
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 2 8 106
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 1 2 8 96
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 1 2 157
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 0 1 16 566
Carbon Burden 0 1 4 14 0 2 17 39
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 1 7 466
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 1 6 21 1,018
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 1 5 13 491
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 1 1 8 910
Costs of Equity Capital and Model Mispricing 0 0 0 1 3 4 10 854
Costs of Equity Capital and Model Mispricing 0 0 0 402 0 4 16 1,751
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 2 8 338
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 1 3 165
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 2 4 710
Diseconomies of Scale in Active Management: Robust Evidence 0 0 2 7 1 8 20 52
Dissecting Green Returns 0 2 4 57 0 8 28 229
Dissecting Green Returns 2 6 14 86 6 21 76 404
Do Funds Make More When They Trade More? 0 0 0 9 1 3 12 102
Do Funds Make More When They Trade More? 0 0 1 75 0 5 18 217
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 2 12 229
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 2 10 20 670
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 3 21 808
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 1 5 11 860
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 0 3 1,012
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 5 123
Fund Tradeoffs 0 0 0 15 0 1 6 85
Fund Tradeoffs 0 1 2 11 1 3 12 75
Green Tilts 0 0 2 19 1 6 24 68
Green Tilts 0 0 0 11 2 3 12 77
Investing in Equity Mutual Funds 0 0 0 411 0 3 10 1,028
Investment Noise and Trends 0 0 2 42 0 6 16 139
Liquidity Risk After 20 Years 0 0 1 19 2 19 36 112
Liquidity Risk After 20 Years 0 0 0 36 1 2 17 110
Liquidity Risk and Expected Stock Returns 1 2 3 1,415 5 22 44 4,141
Liquidity Risk and Expected Stock Returns 0 0 2 593 0 26 82 1,402
Liquidity Risk and Expected Stock Returns 1 3 14 610 10 33 94 2,037
Mispricing Factors 0 0 2 117 6 16 39 390
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 1 3 15 648
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 1 3 8 970
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 3 15 925
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 682 1 2 20 1,972
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 7 453
On the Size of the Active Management Industry 0 0 0 15 0 4 10 144
On the Size of the Active Management Industry 0 0 0 74 0 0 8 309
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 4 20 1,163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 3 6 163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 1 5 8 104
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 1 4 267
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 2 6 132
Portfolio Liquidity and Diversification: Theory and Evidence 2 2 3 39 5 13 26 233
Predicting Returns in the Stock and Bond Markets 0 0 0 8 1 18 37 2,581
Predictive Regressions 0 0 1 1,371 2 8 34 3,817
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 0 3 29 472
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 0 11 270
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 1 2 13 348
Pricing Without Mispricing 0 0 1 25 1 7 17 79
Scale and Skill in Active Management 0 0 0 96 1 7 29 331
Scale and Skill in Active Management 0 0 1 25 1 5 13 146
Size and Value in China 0 0 3 287 4 20 68 1,524
Skill and Profit in Active Management 0 0 0 2 0 4 19 48
Sustainable Investing 1 1 3 9 4 9 26 37
Sustainable Investing in Equilibrium 0 0 1 23 1 9 20 104
Sustainable Investing in Equilibrium 1 4 14 150 4 21 62 483
Sustainable Investing in Equilibrium 0 1 4 51 4 13 33 266
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 1 1 5 229
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 1 2 2 177
The Equity Premium and Structural Breaks 0 0 0 103 2 6 19 344
The Equity Premium and Structural Breaks 0 0 0 120 0 4 13 507
The Equity Premium and Structural Breaks 0 0 0 210 0 6 16 478
The Equity Premium and Structural Breaks 0 0 0 52 1 5 15 387
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 5 18 180
The Short of It: Investor Sentiment and Anomalies 0 0 1 195 2 8 23 563
Total Working Papers 8 25 90 12,110 99 520 1,707 49,766

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 2 5 27 1,170
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 1 6 724
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 4 13 247
Absolving beta of volatility’s effects 0 0 0 72 1 9 22 278
Analyzing investments whose histories differ in length 0 0 0 259 1 2 18 634
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 1 3 5 71 6 24 69 395
Arbitrage pricing with information 0 0 0 47 0 4 18 146
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 0 6 21 464
Asset returns and intertemporal preferences 0 0 0 231 0 4 11 651
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 0 11 482
Biases in computed returns: An application to the size effect 0 0 1 435 1 4 16 927
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 1 9 466
Comparing asset pricing models: an investment perspective 0 0 4 294 1 16 43 838
Costs of Equity Capital and Model Mispricing 0 0 1 86 0 3 17 387
Diseconomies of Scale in Active Management: Robust Evidence 1 1 1 5 4 19 28 47
Dissecting green returns 8 22 81 397 28 117 385 1,251
Do Funds Make More When They Trade More? 0 0 0 32 0 10 21 246
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 0 110 0 1 6 311
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 2 11 534
Expected stock returns and volatility 1 3 14 1,620 6 24 69 3,794
Fund tradeoffs 1 3 5 40 4 14 26 155
Inequaltty and social status in successive generations 0 0 0 5 1 4 5 50
Inference about Survivors 0 0 1 2 0 0 3 17
Investing in Socially Responsible Mutual Funds 1 5 9 34 1 13 33 132
Investing in equity mutual funds 0 0 1 145 0 1 16 478
Liquidity Risk After 20 Years 0 0 0 27 0 4 21 166
Liquidity Risk and Expected Stock Returns 11 41 105 2,032 41 151 396 6,223
Mimicking Portfolios and Exact Arbitrage Pricing 1 2 9 300 1 9 34 654
Mispricing Factors 0 1 3 124 2 11 45 534
Mutual fund performance and seemingly unrelated assets 0 1 3 420 1 4 19 1,102
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 4 11 393
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 367 1 6 22 865
On the Size of the Active Management Industry 0 0 0 208 1 7 22 1,021
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 0 3 14 1,437
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 1 2 11 353
Predicting returns in the stock and bond markets 0 0 2 1,204 4 29 80 2,389
Predictive Systems: Living with Imperfect Predictors 0 0 1 95 2 2 9 407
Predictive regressions 0 0 1 415 5 33 129 1,065
Presidential Address: Investment Noise and Trends 0 0 1 40 0 3 10 174
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 2 4 17
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 1 5 8 108
Scale and skill in active management 2 12 35 376 13 33 125 1,170
Size and value in China 2 4 11 199 24 52 115 997
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 4 91
Sustainable investing in equilibrium 22 55 215 1,212 80 224 836 3,669
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 1 1 7 272
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 0 3 9 343
The Equity Premium and Structural Breaks 0 0 0 113 1 10 20 486
The information in forward rates: Implications for models of the term structure 0 0 1 415 2 5 9 771
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 0 4 12 143
The short of it: Investor sentiment and anomalies 0 3 7 217 12 30 77 1,039
Total Journal Articles 51 156 523 14,187 250 926 2,953 40,713
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