Access Statistics for Robert F. Stambaugh

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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 18 364
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 1 8 295
Analyzing Investments Whose Histories Differ in Length 0 0 2 653 0 1 22 1,576
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 1 6 646
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 1 1 12 384
Anomalies Abroad: Beyond Data Mining 0 0 1 30 1 2 21 164
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 1 4 37 291
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 1 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 0 267 0 1 22 654
Are Stocks Really Less Volatile in the Long Run? 0 0 0 122 0 0 34 375
Asset Returns and Intertemporal Preferences 0 0 0 266 0 2 21 713
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 10 237
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 12 114
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 2 17 290
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 0 21 424
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 8 106
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 2 8 266
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 1 8 96
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 2 157
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 0 1 16 567
Carbon Burden 0 1 4 15 2 3 19 42
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 0 7 466
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 0 1 13 491
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 1 8 910
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 0 2 21 1,019
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 3 10 854
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 0 8 338
Costs of Equity Capital and Model Mispricing 0 0 0 402 0 0 16 1,751
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 1 5 711
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 3 165
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 7 2 3 21 54
Dissecting Green Returns 1 1 5 58 2 3 29 232
Dissecting Green Returns 0 3 11 87 3 16 70 414
Do Funds Make More When They Trade More? 0 0 1 75 3 3 21 220
Do Funds Make More When They Trade More? 0 0 0 9 0 1 12 102
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 0 12 229
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 0 3 21 671
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 1 4 1,013
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 1 22 809
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 0 2 12 861
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 4 123
Fund Tradeoffs 0 0 0 15 0 0 6 85
Fund Tradeoffs 0 0 2 11 0 1 12 75
Green Tilts 0 0 0 11 0 2 11 77
Green Tilts 0 0 1 19 0 2 24 69
Investing in Equity Mutual Funds 0 0 0 411 0 0 10 1,028
Investment Noise and Trends 0 0 2 42 0 1 17 140
Liquidity Risk After 20 Years 0 0 0 36 0 1 17 110
Liquidity Risk After 20 Years 0 0 0 19 0 3 36 113
Liquidity Risk and Expected Stock Returns 0 0 2 593 1 6 78 1,408
Liquidity Risk and Expected Stock Returns 0 1 3 1,415 4 13 50 4,149
Liquidity Risk and Expected Stock Returns 1 2 13 611 5 19 93 2,046
Mispricing Factors 0 0 1 117 2 10 41 394
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 1 15 648
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 0 1 8 970
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 0 0 15 925
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 682 1 3 22 1,974
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 9 455
On the Size of the Active Management Industry 0 0 0 74 1 1 9 310
On the Size of the Active Management Industry 0 0 0 15 0 0 9 144
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 0 20 1,163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 1 8 104
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 6 163
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 6 132
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 4 267
Portfolio Liquidity and Diversification: Theory and Evidence 0 2 3 39 0 5 25 233
Predicting Returns in the Stock and Bond Markets 0 0 0 8 0 3 36 2,583
Predictive Regressions 0 0 1 1,371 0 3 32 3,818
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 0 8 270
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 0 1 29 473
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 0 1 11 348
Pricing Without Mispricing 0 0 1 25 0 1 16 79
Scale and Skill in Active Management 0 0 0 96 0 1 28 331
Scale and Skill in Active Management 0 0 0 25 0 2 13 147
Size and Value in China 0 2 5 289 17 32 90 1,552
Skill and Profit in Active Management 0 0 0 2 1 1 20 49
Sustainable Investing 0 1 2 9 0 4 22 37
Sustainable Investing in Equilibrium 1 1 2 24 1 6 24 109
Sustainable Investing in Equilibrium 1 2 5 53 2 7 31 269
Sustainable Investing in Equilibrium 2 5 15 154 7 19 69 498
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 1 5 229
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 1 2 177
The Equity Premium and Structural Breaks 0 0 0 120 0 0 12 507
The Equity Premium and Structural Breaks 0 0 0 103 0 2 18 344
The Equity Premium and Structural Breaks 0 0 0 52 0 1 15 387
The Equity Premium and Structural Breaks 0 0 0 210 0 0 16 478
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 0 0 18 180
The Short of It: Investor Sentiment and Anomalies 0 1 2 196 1 4 25 565
Total Working Papers 6 22 87 12,124 62 229 1,736 49,896

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 4 25 1,172
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 1 1 7 725
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 2 14 248
Absolving beta of volatility’s effects 0 1 1 73 2 5 26 282
Analyzing investments whose histories differ in length 0 0 0 259 2 3 19 636
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 1 2 6 72 5 14 77 403
Arbitrage pricing with information 0 0 0 47 1 1 16 147
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 1 1 21 465
Asset returns and intertemporal preferences 0 0 0 231 0 1 12 652
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 3 18 929
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 0 9 466
Comparing asset pricing models: an investment perspective 0 0 3 294 1 3 44 840
Costs of Equity Capital and Model Mispricing 0 0 1 86 0 1 18 388
Diseconomies of Scale in Active Management: Robust Evidence 0 1 1 5 0 5 29 48
Dissecting green returns 6 24 84 413 24 98 418 1,321
Do Funds Make More When They Trade More? 1 1 1 33 3 3 24 249
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 0 110 0 0 5 311
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 11 534
Expected stock returns and volatility 0 3 14 1,622 4 20 79 3,808
Fund tradeoffs 0 2 6 41 3 9 30 160
Inequaltty and social status in successive generations 0 0 0 5 0 2 6 51
Inference about Survivors 0 0 1 2 1 1 4 18
Investing in Socially Responsible Mutual Funds 0 1 7 34 0 1 31 132
Investing in equity mutual funds 1 1 2 146 3 3 19 481
Liquidity Risk After 20 Years 0 0 0 27 0 1 21 167
Liquidity Risk and Expected Stock Returns 2 24 104 2,045 17 96 410 6,278
Mimicking Portfolios and Exact Arbitrage Pricing 0 2 8 301 1 10 39 663
Mispricing Factors 1 1 4 125 6 15 53 547
Mutual fund performance and seemingly unrelated assets 0 0 3 420 2 5 22 1,106
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 1 11 394
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 367 0 2 23 866
On the Size of the Active Management Industry 0 0 0 208 1 2 20 1,022
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 1 1 789 0 1 15 1,438
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 1 1 76 0 2 12 354
Predicting returns in the stock and bond markets 0 0 2 1,204 1 9 83 2,394
Predictive Systems: Living with Imperfect Predictors 0 0 1 95 2 5 11 410
Predictive regressions 0 0 0 415 1 6 127 1,066
Presidential Address: Investment Noise and Trends 2 2 3 42 3 3 13 177
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 0 4 17
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 1 2 9 109
Scale and skill in active management 2 5 36 379 5 29 119 1,186
Size and value in China 0 6 13 203 32 96 171 1,069
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 0 4 91
Sustainable investing in equilibrium 6 45 200 1,235 44 220 835 3,809
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 1 7 272
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 0 0 9 343
The Equity Premium and Structural Breaks 0 0 0 113 2 5 24 490
The information in forward rates: Implications for models of the term structure 0 0 1 415 0 2 9 771
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 1 1 13 144
The short of it: Investor sentiment and anomalies 0 1 7 218 10 33 90 1,060
Total Journal Articles 22 124 518 14,260 184 728 3,127 41,191
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