Robert F. Stambaugh

Names

Identifer

Contact

Affiliations

• National Bureau of Economic Research (NBER) (weight: 5%)
  • EDIRC entry
  • location:
• University of Pennsylvania / Wharton School of Business / Finance Department (weight: 95%)
  • EDIRC entry
  • location:

Research profile

author of:

• Stable Factors in Security Returns: Identification Using Cross-Validation: Comment
  Journal of Business & Economic Statistics, American Statistical Association (1988)
  by Stambaugh, Robert F
  (ReDIF-article, bes:jnlbes:v:6:y:1988:i:1:p:20-21)
• Sustainable Investing in Equilibrium
  Working Papers, Becker Friedman Institute for Research In Economics (2020)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, bfi:wpaper:2020-24)
• A Further Investigation of the Weekend Effect in Stock Returns
  Journal of Finance, American Finance Association (1984)
  by Keim, Donald B & Stambaugh, Robert F
  (ReDIF-article, bla:jfinan:v:39:y:1984:i:3:p:819-35)
• Does the Stock Market Rationally Reflect Fundamental Values? Discussion
  Journal of Finance, American Finance Association (1986)
  by Stambaugh, Robert F
  (ReDIF-article, bla:jfinan:v:41:y:1986:i:3:p:601-02)
• Mimicking Portfolios and Exact Arbitrage Pricing
  Journal of Finance, American Finance Association (1987)
  by Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, bla:jfinan:v:42:y:1987:i:1:p:1-9)
• Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas
  Journal of Finance, American Finance Association (1987)
  by Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, bla:jfinan:v:42:y:1987:i:2:p:201-20)
• Portfolio Inefficiency and the Cross-Section of Expected Returns
  Journal of Finance, American Finance Association (1995)
  by Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, bla:jfinan:v:50:y:1995:i:1:p:157-84)
• On the Predictability of Stock Returns: An Asset-Allocation Perspective
  Journal of Finance, American Finance Association (1996)
  by Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, bla:jfinan:v:51:y:1996:i:2:p:385-424)
• Costs of Equity Capital and Model Mispricing
  Journal of Finance, American Finance Association (1999)
  by Ľuboš Pástor & Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:54:y:1999:i:1:p:67-121)
• The Equity Premium and Structural Breaks
  Journal of Finance, American Finance Association (2001)
  by Ľluboš Pástor & Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:56:y:2001:i:4:p:1207-1239)
• Unknown item RePEc:bla:jfinan:v:59:y:2004:i:4:p:1931-1932 (article)
• Report of the Editor of The Journal of Finance for the Year 2004
  Journal of Finance, American Finance Association (2005)
  by Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:60:y:2005:i:4:p:2125-2139)
• Report of the Editor of The Journal of Finance for the Year 2005
  Journal of Finance, American Finance Association (2006)
  by Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:61:y:2006:i:4:p:2047-2062)
• Predictive Systems: Living with Imperfect Predictors
  Journal of Finance, American Finance Association (2009)
  by Ľuboš Pástor & Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:64:y:2009:i:4:p:1583-1628)
• Are Stocks Really Less Volatile in the Long Run?
  Journal of Finance, American Finance Association (2012)
  by Ľuboš Pástor & Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:67:y:2012:i:2:p:431-478)
• Presidential Address: Investment Noise and Trends
  Journal of Finance, American Finance Association (2014)
  by Robert F. Stambaugh
  (ReDIF-article, bla:jfinan:v:69:y:2014:i:4:p:1415-1453)
• Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
  Journal of Finance, American Finance Association (2015)
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
  (ReDIF-article, bla:jfinan:v:70:y:2015:i:5:p:1903-1948)
• Do Funds Make More When They Trade More?
  Journal of Finance, American Finance Association (2017)
  by Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-article, bla:jfinan:v:72:y:2017:i:4:p:1483-1528)
• Do Funds Make More When They Trade More?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:10261)
• Portfolio Liquidity and Diversification: Theory and Evidence
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:12195)
• Fund Tradeoffs
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:12513)
• Liquidity Risk After 20 Years
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by Pástor, Luboš & Stambaugh, Robert F.
  (ReDIF-paper, cpr:ceprdp:13680)
• Sustainable Investing in Equilibrium
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:14171)
• Dissecting Green Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
  by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:16260)
• Diseconomies of Scale in Active Management: Robust Evidence
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min
  (ReDIF-paper, cpr:ceprdp:16376)
• Green Tilts
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
  by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:18219)
• Liquidity Risk and Expected Stock Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
  by Stambaugh, Robert F. & Pástor, Luboš
  (ReDIF-paper, cpr:ceprdp:3494)
• Predictive Systems: Living with Imperfect Predictors
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
  by Stambaugh, Robert F. & Pástor, Luboš
  (ReDIF-paper, cpr:ceprdp:6076)
• Are Stocks Really Less Volatile in the Long Run?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
  by Stambaugh, Robert F. & Pástor, Luboš
  (ReDIF-paper, cpr:ceprdp:7199)
• On the Size of the Active Management Industry
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
  by Stambaugh, Robert F. & Pástor, Luboš
  (ReDIF-paper, cpr:ceprdp:7637)
• Scale and Skill in Active Management
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian
  (ReDIF-paper, cpr:ceprdp:9854)
• Inequaltty and social status in successive generations
  European Economic Review, Elsevier (1977)
  by Thell, Henri & Stambaugh, Robert
  (ReDIF-article, eee:eecrev:v:10:y:1977:i:2:p:125-139)
• Testing the CAPM with broader market indexes : A problem of mean-deficiency
  Journal of Banking & Finance, Elsevier (1983)
  by Stambaugh, Robert F.
  (ReDIF-article, eee:jbfina:v:7:y:1983:i:1:p:5-16)
• On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis
  Journal of Financial Economics, Elsevier (1982)
  by Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:10:y:1982:i:3:p:237-268)
• The short of it: Investor sentiment and anomalies
  Journal of Financial Economics, Elsevier (2012)
  by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
  (ReDIF-article, eee:jfinec:v:104:y:2012:i:2:p:288-302)
• The long of it: Odds that investor sentiment spuriously predicts anomaly returns
  Journal of Financial Economics, Elsevier (2014)
  by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
  (ReDIF-article, eee:jfinec:v:114:y:2014:i:3:p:613-619)
• Scale and skill in active management
  Journal of Financial Economics, Elsevier (2015)
  by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
  (ReDIF-article, eee:jfinec:v:116:y:2015:i:1:p:23-45)
• Arbitrage pricing with information
  Journal of Financial Economics, Elsevier (1983)
  by Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:12:y:1983:i:3:p:357-369)
• Biases in computed returns : An application to the size effect
  Journal of Financial Economics, Elsevier (1983)
  by Blume, Marshall E. & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:12:y:1983:i:3:p:387-404)
• Absolving beta of volatility’s effects
  Journal of Financial Economics, Elsevier (2018)
  by Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu
  (ReDIF-article, eee:jfinec:v:128:y:2018:i:1:p:1-15)
• Size and value in China
  Journal of Financial Economics, Elsevier (2019)
  by Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu
  (ReDIF-article, eee:jfinec:v:134:y:2019:i:1:p:48-69)
• Fund tradeoffs
  Journal of Financial Economics, Elsevier (2020)
  by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
  (ReDIF-article, eee:jfinec:v:138:y:2020:i:3:p:614-634)
• Sustainable investing in equilibrium
  Journal of Financial Economics, Elsevier (2021)
  by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
  (ReDIF-article, eee:jfinec:v:142:y:2021:i:2:p:550-571)
• Dissecting green returns
  Journal of Financial Economics, Elsevier (2022)
  by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
  (ReDIF-article, eee:jfinec:v:146:y:2022:i:2:p:403-424)
• Predicting returns in the stock and bond markets
  Journal of Financial Economics, Elsevier (1986)
  by Keim, Donald B. & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:17:y:1986:i:2:p:357-390)
• On correlations and inferences about mean-variance efficiency
  Journal of Financial Economics, Elsevier (1987)
  by Kandel, Shmuel & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:18:y:1987:i:1:p:61-90)
• Expected stock returns and volatility
  Journal of Financial Economics, Elsevier (1987)
  by French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:19:y:1987:i:1:p:3-29)
• The information in forward rates : Implications for models of the term structure
  Journal of Financial Economics, Elsevier (1988)
  by Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:21:y:1988:i:1:p:41-70)
• Analyzing investments whose histories differ in length
  Journal of Financial Economics, Elsevier (1997)
  by Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:45:y:1997:i:3:p:285-331)
• Predictive regressions
  Journal of Financial Economics, Elsevier (1999)
  by Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:54:y:1999:i:3:p:375-421)
• Comparing asset pricing models: an investment perspective
  Journal of Financial Economics, Elsevier (2000)
  by Pastor, Lubos & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:56:y:2000:i:3:p:335-381)
• Mutual fund performance and seemingly unrelated assets
  Journal of Financial Economics, Elsevier (2002)
  by Pastor, Lubos & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:63:y:2002:i:3:p:315-349)
• Investing in equity mutual funds
  Journal of Financial Economics, Elsevier (2002)
  by Pastor, Lubos & Stambaugh, Robert F.
  (ReDIF-article, eee:jfinec:v:63:y:2002:i:3:p:351-380)
• Asset returns and intertemporal preferences
  Journal of Monetary Economics, Elsevier (1991)
  by Kandel, Shmuel & Stambaugh, Robert F.
  (ReDIF-article, eee:moneco:v:27:y:1991:i:1:p:39-71)
• Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:01-82)
• Arbitrage Pricing with Heterogeneous Information
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:02-82)
• Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:03-93)
• Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:04-93)
• Costs of Equity Capital and Model Mispricing
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pástor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:04-98)
• Analyzing Investments Whose Histories Differ in Length
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:05-96)
• Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:06-94)
• Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:07-90)
• Bayesian Inference and Portfolio Efficiency (Revised: 4-93)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh
  (ReDIF-paper, fth:pennfi:08-91)
• Costs of Equity from Factor-Based Models (Revised 4-98)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:08-97)
• Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:1-82)
• Evaluating and Investing in Equity Mutual Funds
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:10-00)
• The Equity Premium and Structural Breaks
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:11-00)
• Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Marshall Blume & Robert Stambaugh
  (ReDIF-paper, fth:pennfi:11-83)
• Expectations and Volatility of Long-Horizon Stock Returns
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:12-89)
• On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert Stambaugh
  (ReDIF-paper, fth:pennfi:13-81)
• Predicting Returns in the Stock and Bond Markets
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Donald B. Keim & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:15-85)
• Comparing Asset Pricing Models: An Investment Perspective
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:16-99)
• Estimating Conditional Expectations When Volatility Fluctuates
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:17-93)
• Arbitrage Pricing with Heterogeneous Information
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:2-82)
• The Equity Premium and Structural Breaks
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pástor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:21-98)
• A Mean-Variance Framework for Tests for Asset Pricing Models
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shumel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:25-88)
• Changing Risk, Changing Risk Premiums, and Dividend Yield Effects
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Nai-Fu Chen & Bruce Grundy & Robert F Stambaugh
  (ReDIF-paper, fth:pennfi:26-88)
• On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:27-94)
• Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:3-93)
• Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:4-93)
• Costs of Equity Capital and Model Mispricing
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pástor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:4-98)
• Modeling Expected Stock Returns for Long and Short Horizons
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:42-88)
• Analyzing Investments Whose Histories Differ in Length
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:5-96)
• Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:6-94)
• Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:7-90)
• Bayesian Inference and Portfolio Efficiency (Revised: 4-93)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh
  (ReDIF-paper, fth:pennfi:8-91)
• Costs of Equity from Factor-Based Models (Revised 4-98)
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, fth:pennfi:8-97)
• Asset Returns, Investment Horizons, And Intertemporal Preferences
  Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1990)
  by Kandel, S. & Stambaugh, R.F.
  (ReDIF-paper, fth:pennif:7-90)
• Bayesian Inference and Portfolio Efficiency
  Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1991)
  by Kandel, S. & McCulloch, R. & Stambaugh, R.F.
  (ReDIF-paper, fth:pennif:8-91)
• Bayesian Inference and Portfolio Efficiency
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1993)
  by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberte:0134)
• Estimating Conditional Expectations when Volatility Fluctuates
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1993)
  by Robert F. Stambaugh
  (ReDIF-paper, nbr:nberte:0140)
• Predictive Regressions
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1999)
  by Robert F. Stambaugh
  (ReDIF-paper, nbr:nberte:0240)
• Predictive Systems: Living with Imperfect Predictors
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:12814)
• Predictive Systems: Living with Imperfect Predictors
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:13804)
• Are Stocks Really Less Volatile in the Long Run?
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:14757)
• On the Size of the Active Management Industry
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:15646)
• The Short of It: Investor Sentiment and Anomalies
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
  (ReDIF-paper, nbr:nberwo:16898)
• The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
  (ReDIF-paper, nbr:nberwo:18231)
• Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan
  (ReDIF-paper, nbr:nberwo:18560)
• Scale and Skill in Active Management
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:19891)
• Investment Noise and Trends
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:20072)
• Do Funds Make More When They Trade More?
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:20700)
• Mispricing Factors
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Robert F. Stambaugh & Yu Yuan
  (ReDIF-paper, nbr:nberwo:21533)
• Fund Tradeoffs
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:23670)
• Anomalies Abroad: Beyond Data Mining
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan
  (ReDIF-paper, nbr:nberwo:23809)
• Size and Value in China
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Jianan Liu & Robert F. Stambaugh & Yu Yuan
  (ReDIF-paper, nbr:nberwo:24458)
• Liquidity Risk After 20 Years
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:25774)
• Skill and Profit in Active Management
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:26027)
• Sustainable Investing in Equilibrium
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:26549)
• Dissecting Green Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:28940)
• Pricing Without Mispricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Jianan Liu & Tobias J. Moskowitz & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:29016)
• Green Tilts
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:31320)
• Carbon Burden
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:33110)
• Sustainable Investing
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  (ReDIF-paper, nbr:nberwo:33252)
• Asset Returns and Intertemporal Preferences
  NBER Working Papers, National Bureau of Economic Research, Inc (1991)
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:3633)
• Portfolio Inefficiency and the Cross-Section of Expected Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (1994)
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:4702)
• On the Predictability of Stock Returns: An Asset-Allocation Perspective
  NBER Working Papers, National Bureau of Economic Research, Inc (1995)
  by Shmuel Kandel & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:4997)
• Analyzing Investments Whose Histories Differ in Length
  NBER Working Papers, National Bureau of Economic Research, Inc (1997)
  by Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:5918)
• Costs of Equity Capital and Model Mispricing
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:6490)
• Comparing Asset Pricing Models: An Investment Perspective
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:7284)
• The Equity Premium and Structural Breaks
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:7778)
• Evaluating and Investing in Equity Mutual Funds
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:7779)
• Liquidity Risk and Expected Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, nbr:nberwo:8462)
• Liquidity Risk After 20 Years
  Critical Finance Review, now publishers (2019)
  by Pástor, Luboš & Stambaugh, Robert F.
  (ReDIF-article, now:jnlcfr:104.00000074)
• Diseconomies of Scale in Active Management: Robust Evidence
  Critical Finance Review, now publishers (2022)
  by Luboš Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu
  (ReDIF-article, now:jnlcfr:104.00000121)
• Investing in Socially Responsible Mutual Funds
  [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]
  The Review of Asset Pricing Studies, Society for Financial Studies (2021)
  by Christopher C Geczy & Robert F Stambaugh & David Levin
  (ReDIF-article, oup:rasset:v:11:y:2021:i:2:p:309-351.)
• A Mean-Variance Framework for Tests of Asset Pricing Models
  The Review of Financial Studies, Society for Financial Studies (1989)
  by Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, oup:rfinst:v:2:y:1989:i:2:p:125-56)
• Expectations and Volatility of Consumption and Asset Returns
  The Review of Financial Studies, Society for Financial Studies (1990)
  by Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, oup:rfinst:v:3:y:1990:i:2:p:207-32)
• Mispricing Factors
  The Review of Financial Studies, Society for Financial Studies (2017)
  by Robert F. Stambaugh & Yu Yuan
  (ReDIF-article, oup:rfinst:v:30:y:2017:i:4:p:1270-1315.)
• A Mean-Variance Framework for Tests of Asset Pricing Models: Correction
  The Review of Financial Studies, Society for Financial Studies (1994)
  by Kandel, Shmuel & Stambaugh, Robert F
  (ReDIF-article, oup:rfinst:v:7:y:1994:i:4:p:803-04)
• Bayesian Inference and Portfolio Efficiency
  The Review of Financial Studies, Society for Financial Studies (1995)
  by Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F
  (ReDIF-article, oup:rfinst:v:8:y:1995:i:1:p:1-53)
• Changing Risk, Changing Risk Premiums, and Dividend Yield Effects
  The Journal of Business, University of Chicago Press (1990)
  by Chen, Nai-Fu & Grundy, Bruce & Stambaugh, Robert F
  (ReDIF-article, ucp:jnlbus:v:63:y:1990:i:1:p:s51-70)
• On the Size of the Active Management Industry
  Journal of Political Economy, University of Chicago Press (2012)
  by Ľuboš Pástor & Robert F. Stambaugh
  (ReDIF-article, ucp:jpolec:doi:10.1086/667987)
• Liquidity Risk and Expected Stock Returns
  Journal of Political Economy, University of Chicago Press (2003)
  by Pastor, Lubos & Stambaugh, Robert F.
  (ReDIF-article, ucp:jpolec:v:111:y:2003:i:3:p:642-685)
• Comparing Asset Pricing Models: An Investment Perspective
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999)
  by Luboš Pástor & Robert F. Stambaugh
  (ReDIF-paper, wop:chispw:497)
• Evaluating and Investing in Equity Mutual Funds
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Lubos Pastor & Robert F. Stambaugh
  (ReDIF-paper, wop:chispw:516)
• The Equity Premium and Structural Breaks
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (2000)
  by Luboš Pástor & Robert F. Stambaugh
  (ReDIF-paper, wop:chispw:519)
• Mutual Fund Performance and Seemingly Unrelated Assets.”
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Luboš Pástor & Robert F. Stambaugh
  (ReDIF-paper, wop:chispw:527)
• Liquidity Risk and Expected Stock Returns
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Luboš Pástor & Robert F. Stambaugh
  (ReDIF-paper, wop:chispw:531)
• Investing in Equity Mutual Funds
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Luboš Pástor & Robert F. Stambaugh
  (ReDIF-paper, wop:chispw:532)
• Inference about Survivors
  Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2011)
  by Robert F. Stambaugh
  (ReDIF-article, wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000158)