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 0 18 364
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 8 295
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 6 646
Analyzing Investments Whose Histories Differ in Length 0 0 0 0 0 1 12 384
Analyzing Investments Whose Histories Differ in Length 1 1 3 654 1 1 23 1,577
Anomalies Abroad: Beyond Data Mining 0 0 1 30 1 3 20 165
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 0 0 1 99 0 1 36 291
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 1 49
Arbitrage Pricing with Heterogeneous Information 0 0 0 0 0 0 3 41
Are Stocks Really Less Volatile in the Long Run? 0 0 0 122 1 1 35 376
Are Stocks Really Less Volatile in the Long Run? 0 0 0 267 0 0 21 654
Asset Returns and Intertemporal Preferences 0 0 0 266 0 1 21 713
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 12 114
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 10 237
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 0 21 424
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 1 17 290
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 0 1 8 266
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 0 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 0 3 19 42
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects 0 0 0 0 1 1 8 467
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 430 0 0 8 910
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 310 0 1 20 1,019
Comparing Asset Pricing Models: An Investment Perspective 0 0 0 235 2 2 15 493
Costs of Equity Capital and Model Mispricing 0 0 0 402 1 1 16 1,752
Costs of Equity Capital and Model Mispricing 0 0 0 1 0 0 10 854
Costs of Equity Capital and Model Mispricing 0 0 0 0 0 0 8 338
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 0 0 3 165
Costs of Equity from Factor-Based Models (Revised 4-98) 0 0 0 0 1 2 6 712
Democratizing Private Markets: Equilibrium Predictions 0 0 0 0 0 0 0 0
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 7 1 3 22 55
Dissecting Green Returns 0 1 10 87 3 13 67 417
Dissecting Green Returns 0 1 5 58 1 4 30 233
Do Funds Make More When They Trade More? 0 0 1 75 3 6 24 223
Do Funds Make More When They Trade More? 0 0 0 9 0 0 12 102
Estimating Conditional Expectations When Volatility Fluctuates 0 0 0 0 0 0 11 229
Estimating Conditional Expectations when Volatility Fluctuates 0 0 0 108 0 1 21 671
Evaluating and Investing in Equity Mutual Funds 0 0 0 380 1 2 13 862
Evaluating and Investing in Equity Mutual Funds 0 0 0 336 1 2 5 1,014
Evaluating and Investing in Equity Mutual Funds 0 0 0 446 0 1 22 809
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 2 2 14 77
Green Tilts 0 0 0 11 0 0 11 77
Green Tilts 0 0 0 19 0 1 23 69
Investing in Equity Mutual Funds 0 0 0 411 0 0 9 1,028
Investment Noise and Trends 0 0 2 42 1 2 18 141
Liquidity Risk After 20 Years 0 0 0 36 1 1 18 111
Liquidity Risk After 20 Years 0 0 0 19 1 2 37 114
Liquidity Risk and Expected Stock Returns 1 1 4 1,416 3 11 53 4,152
Liquidity Risk and Expected Stock Returns 2 3 15 613 6 15 97 2,052
Liquidity Risk and Expected Stock Returns 0 0 2 593 0 6 69 1,408
Mispricing Factors 0 0 1 117 4 8 45 398
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 0 13 648
Mutual Fund Performance and Seemingly Unrelated Assets.” 0 0 0 179 2 2 9 972
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 2 4 24 1,976
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 2 9 455
On the Size of the Active Management Industry 0 0 0 74 0 1 9 310
On the Size of the Active Management Industry 0 0 0 15 2 2 11 146
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 1 1 21 1,164
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 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 1 1 5 268
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 6 132
Portfolio Liquidity and Diversification: Theory and Evidence 0 0 3 39 0 0 24 233
Predicting Returns in the Stock and Bond Markets 0 0 0 8 1 3 37 2,584
Predictive Regressions 2 2 3 1,373 2 3 34 3,820
Predictive Systems: Living with Imperfect Predictors 0 0 0 73 0 0 8 270
Predictive Systems: Living with Imperfect Predictors 0 0 0 101 2 2 13 350
Predictive Systems: Living with Imperfect Predictors 0 0 0 109 3 4 31 476
Pricing Without Mispricing 0 0 1 25 0 0 16 79
Scale and Skill in Active Management 0 0 0 25 0 1 13 147
Scale and Skill in Active Management 0 0 0 96 4 4 32 335
Size and Value in China 0 2 5 289 13 41 101 1,565
Skill and Profit in Active Management 0 0 0 2 1 2 21 50
Sustainable Investing 1 1 3 10 1 1 20 38
Sustainable Investing in Equilibrium 1 2 3 25 1 6 25 110
Sustainable Investing in Equilibrium 0 2 5 53 4 7 34 273
Sustainable Investing in Equilibrium 1 5 14 155 3 18 66 501
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 2 177
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency 0 0 0 0 0 0 5 229
The Equity Premium and Structural Breaks 0 0 0 120 0 0 12 507
The Equity Premium and Structural Breaks 0 0 0 52 0 0 15 387
The Equity Premium and Structural Breaks 0 0 0 210 0 0 16 478
The Equity Premium and Structural Breaks 0 0 0 103 1 1 18 345
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 5 7 28 570
Total Working Papers 9 23 92 12,133 85 215 1,775 49,981

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 0 2 24 1,172
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 0 1 7 725
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 1 14 248
Absolving beta of volatility’s effects 0 1 1 73 2 6 27 284
Analyzing investments whose histories differ in length 0 0 0 259 0 2 18 636
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 1 2 7 73 4 12 79 407
Arbitrage pricing with information 0 0 0 47 0 1 16 147
Are Stocks Really Less Volatile in the Long Run? 0 0 2 119 4 5 24 469
Asset returns and intertemporal preferences 0 0 0 231 1 2 12 653
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 4 6 22 933
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 44 841
Costs of Equity Capital and Model Mispricing 0 0 1 86 0 1 18 388
Diseconomies of Scale in Active Management: Robust Evidence 0 0 1 5 1 2 30 49
Dissecting green returns 3 19 78 416 24 94 420 1,345
Do Funds Make More When They Trade More? 0 1 1 33 2 5 24 251
Does the Stock Market Rationally Reflect Fundamental Values? Discussion 0 0 0 110 1 1 6 312
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 11 534
Expected stock returns and volatility 1 3 15 1,623 4 18 81 3,812
Fund tradeoffs 0 1 6 41 2 7 32 162
Inequaltty and social status in successive generations 0 0 0 5 0 1 6 51
Inference about Survivors 0 0 1 2 0 1 4 18
Investing in Socially Responsible Mutual Funds 0 0 7 34 2 2 33 134
Investing in equity mutual funds 0 1 2 146 1 4 20 482
Liquidity Risk After 20 Years 0 0 0 27 0 1 21 167
Liquidity Risk and Expected Stock Returns 5 18 104 2,050 15 70 409 6,293
Mimicking Portfolios and Exact Arbitrage Pricing 1 2 9 302 3 12 42 666
Mispricing Factors 0 1 4 125 2 15 55 549
Mutual fund performance and seemingly unrelated assets 0 0 2 420 2 6 23 1,108
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 1 2 23 867
On the Size of the Active Management Industry 0 0 0 208 0 1 19 1,022
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis 0 1 1 789 1 2 14 1,439
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 1 1 76 1 2 13 355
Predicting returns in the stock and bond markets 0 0 1 1,204 0 5 77 2,394
Predictive Systems: Living with Imperfect Predictors 2 2 3 97 4 7 14 414
Predictive regressions 0 0 0 415 2 3 128 1,068
Presidential Address: Investment Noise and Trends 0 2 3 42 0 3 12 177
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 0 1 9 109
Scale and skill in active management 3 6 34 382 12 28 123 1,198
Size and value in China 0 4 13 203 30 102 200 1,099
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment 0 0 0 0 1 1 5 92
Sustainable investing in equilibrium 2 25 192 1,237 30 170 792 3,839
Testing the CAPM with broader market indexes: A problem of mean-deficiency 0 0 0 94 0 0 6 272
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 1 1 10 344
The Equity Premium and Structural Breaks 0 0 0 113 0 4 24 490
The information in forward rates: Implications for models of the term structure 1 1 2 416 1 1 10 772
The long of it: Odds that investor sentiment spuriously predicts anomaly returns 0 0 0 15 0 1 12 144
The short of it: Investor sentiment and anomalies 1 2 7 219 6 27 93 1,066
Total Journal Articles 20 93 506 14,280 165 643 3,141 41,356
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