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 2 10 16 361
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 1 4 6 293
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 6 17 382
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 6 645
Analyzing Investments Whose Histories Differ in Length 2 2 2 653 2 12 21 1,575
Anomalies Abroad: Beyond Data Mining 0 1 1 30 3 13 19 161
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 7 10 30 282
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 1 1 1 39
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 1 49
Are Stocks Really Less Volatile in the Long Run? 0 0 1 122 0 9 32 372
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 0 10 19 650
Asset Returns and Intertemporal Preferences 0 0 0 266 2 10 13 705
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 3 4 231
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 1 4 7 109
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 11 13 286
Bayesian Inference and Portfolio Efficiency 0 0 0 114 1 12 17 419
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 6 6 264
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 3 6 104
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 1 156
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 4 6 94
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) 0 0 0 1 0 6 16 565
Carbon Burden 1 2 6 14 1 9 20 38
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 0 3 6 465
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 3 13 18 1,015
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 5 8 909
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 1 5 9 487
Costs of Equity Capital and Model Mispricing 0 0 0 402 2 11 14 1,749
Costs of Equity Capital and Model Mispricing 0 0 0 0 1 4 7 337
Costs of Equity Capital and Model Mispricing 0 0 0 1 1 5 7 851
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 2 2 708
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 1 2 164
Diseconomies of Scale in Active Management: Robust Evidence 0 1 2 7 2 8 14 46
Dissecting Green Returns 2 3 6 57 4 12 30 225
Dissecting Green Returns 3 4 15 83 6 22 76 389
Do Funds Make More When They Trade More? 0 0 2 75 1 6 16 213
Do Funds Make More When They Trade More? 0 0 0 9 1 5 10 100
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 2 10 227
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 1 4 11 661
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 1 5 7 856
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 18 18 805
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 0 2 3 1,012
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 2 5 123
Fund Tradeoffs 0 0 0 15 0 2 6 84
Fund Tradeoffs 1 1 2 11 1 5 10 73
Green Tilts 0 0 2 19 0 6 21 62
Green Tilts 0 0 0 11 0 5 11 74
Investing in Equity Mutual Funds 0 0 0 411 2 6 10 1,027
Investment Noise and Trends 0 0 3 42 3 6 14 136
Liquidity Risk After 20 Years 0 0 0 36 1 13 16 109
Liquidity Risk After 20 Years 0 0 1 19 15 25 32 108
Liquidity Risk and Expected Stock Returns 0 0 1 1,413 1 12 25 4,120
Liquidity Risk and Expected Stock Returns 0 2 2 593 5 25 64 1,381
Liquidity Risk and Expected Stock Returns 2 7 16 609 9 30 90 2,013
Mispricing Factors 0 0 3 117 6 17 34 380
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 1 6 13 646
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 1 2 6 968
On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis 0 0 0 0 1 11 13 923
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 1 682 1 7 19 1,971
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 5 451
On the Size of the Active Management Industry 0 0 0 15 1 3 7 141
On the Size of the Active Management Industry 0 0 0 74 0 6 8 309
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 14 17 1,159
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 1 3 160
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 2 3 99
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 2 3 266
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 2 5 131
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 1 37 2 9 15 222
Predicting Returns in the Stock and Bond Markets 0 0 0 8 4 10 23 2,567
Predictive Regressions 0 1 1 1,371 0 9 27 3,809
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 2 20 28 471
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 6 11 270
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 1 3 13 347
Pricing Without Mispricing 0 0 1 25 0 6 10 72
Scale and Skill in Active Management 0 0 0 96 3 23 25 327
Scale and Skill in Active Management 0 0 2 25 2 4 13 143
Size and Value in China 0 1 3 287 11 35 64 1,515
Skill and Profit in Active Management 0 0 0 2 1 7 16 45
Sustainable Investing 0 1 3 8 1 6 19 29
Sustainable Investing in Equilibrium 1 4 13 147 6 17 58 468
Sustainable Investing in Equilibrium 1 1 5 51 5 14 27 258
Sustainable Investing in Equilibrium 0 0 1 23 1 5 14 96
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 0 175
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 4 4 228
The Equity Premium and Structural Breaks 0 0 0 120 0 2 9 503
The Equity Premium and Structural Breaks 0 0 0 52 0 3 10 382
The Equity Premium and Structural Breaks 0 0 0 103 0 6 14 338
The Equity Premium and Structural Breaks 0 0 0 210 1 2 12 473
The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns 0 0 0 58 1 10 14 176
The Short of It: Investor Sentiment and Anomalies 0 1 1 195 1 10 16 556
Total Working Papers 13 33 98 12,098 137 701 1,427 49,383

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 4 512 1 11 26 1,166
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 2 5 723
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 5 10 244
Absolving beta of volatility’s effects 0 0 0 72 6 9 22 275
Analyzing investments whose histories differ in length 0 0 0 259 1 9 18 633
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 2 2 4 70 15 35 61 386
Arbitrage pricing with information 0 0 0 47 2 8 16 144
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 1 7 19 459
Asset returns and intertemporal preferences 0 0 0 231 0 6 8 647
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 5 11 482
Biases in computed returns: An application to the size effect 0 1 1 435 2 9 21 925
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 141 0 4 9 465
Comparing asset pricing models: an investment perspective 0 1 5 294 9 19 39 831
Costs of Equity Capital and Model Mispricing 0 0 2 86 1 7 17 385
Diseconomies of Scale in Active Management: Robust Evidence 0 0 0 4 7 12 16 35
Dissecting green returns 10 16 87 385 51 138 388 1,185
Do Funds Make More When They Trade More? 0 0 0 32 3 7 18 239
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 3 110 0 3 8 310
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 6 9 532
Expected stock returns and volatility 1 2 14 1,618 4 18 54 3,774
Fund tradeoffs 0 0 4 37 4 9 19 145
Inequaltty and social status in successive generations 0 0 0 5 1 2 2 47
Inference about Survivors 0 0 1 2 0 0 4 17
Investing in Socially Responsible Mutual Funds 3 3 7 32 4 13 25 123
Investing in equity mutual funds 0 0 1 145 1 8 17 478
Liquidity Risk After 20 Years 0 0 0 27 2 14 20 164
Liquidity Risk and Expected Stock Returns 18 38 97 2,009 61 135 361 6,133
Mimicking Portfolios and Exact Arbitrage Pricing 0 1 8 298 4 15 32 649
Mispricing Factors 0 0 2 123 5 13 40 528
Mutual fund performance and seemingly unrelated assets 1 1 4 420 2 8 19 1,100
On correlations and inferences about mean-variance efficiency 0 0 0 147 2 8 9 391
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 1 367 1 11 17 860
On the Size of the Active Management Industry 0 0 1 208 3 9 22 1,017
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 0 0 788 1 7 13 1,435
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 5 9 351
Predicting returns in the stock and bond markets 0 1 2 1,204 12 49 64 2,372
Predictive Systems: Living with Imperfect Predictors 0 1 1 95 0 4 10 405
Predictive regressions 0 0 1 415 21 104 117 1,053
Presidential Address: Investment Noise and Trends 0 1 1 40 2 8 9 173
Report of the Editor of The Journal of Finance for the Year 2004 0 0 0 0 0 2 2 15
Report of the Editor of The Journal of Finance for the Year 2005 0 0 0 13 1 2 4 104
Scale and skill in active management 4 10 29 368 9 32 118 1,146
Size and value in China 1 1 11 196 13 30 84 958
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 0 1 3 90
Sustainable investing in equilibrium 16 50 232 1,173 74 203 877 3,519
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 4 7 271
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 1 3 8 341
The Equity Premium and Structural Breaks 0 0 1 113 3 10 17 479
The information in forward rates: Implications for models of the term structure 0 0 1 415 3 6 7 769
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 1 4 9 140
The short of it: Investor sentiment and anomalies 2 3 6 216 6 22 54 1,015
Total Journal Articles 58 133 534 14,089 341 1,061 2,774 40,128
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09