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Robert F Stambaugh
Robert F Stambaugh
Miller Anderson & Sherrerd Professor of Finance, The Wharton School, University of Pennsylvania
Verified email at wharton.upenn.edu
Title
Cited by
Cited by
Year
Liquidity risk and expected stock returns
Ľ Pástor, RF Stambaugh
Journal of Political economy 111 (3), 642-685, 2003
72842003
Expected stock returns and volatility
K French, GW Schwert, RF Stambaugh
Journal of Financial Economics 19, 3-30, 1987
61411987
Predicting returns in the stock and bond markets
DB Keim, RF Stambaugh
Journal of financial Economics 17 (2), 357-390, 1986
25271986
The short of it: Investor sentiment and anomalies
RF Stambaugh, J Yu, Y Yuan
Journal of financial economics 104 (2), 288-302, 2012
22342012
Predictive regressions
RF Stambaugh
Journal of financial economics 54 (3), 375-421, 1999
22101999
Sustainable investing in equilibrium
Ľ Pástor, RF Stambaugh, LA Taylor
Journal of financial economics 142 (2), 550-571, 2021
16722021
A further investigation of the weekend effect in stock returns
DB Keim, RF Stambaugh
The journal of finance 39 (3), 819-835, 1984
13431984
Biases in computed returns: An application to the size effect
ME Blume, RF Stambaugh
Journal of financial Economics 12 (3), 387-404, 1983
13261983
On the predictability of stock returns: an asset‐allocation perspective
S Kandel, RF Stambaugh
The Journal of Finance 51 (2), 385-424, 1996
10571996
Arbitrage asymmetry and the idiosyncratic volatility puzzle
RF Stambaugh, J Yu, Y Yuan
The Journal of Finance 70 (5), 1903-1948, 2015
10342015
Mispricing factors
RF Stambaugh, Y Yuan
The review of financial studies 30 (4), 1270-1315, 2017
9842017
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis
RF Stambaugh
Journal of financial economics 10 (3), 237-268, 1982
9021982
Dissecting green returns
Ľ Pástor, RF Stambaugh, LA Taylor
Journal of financial economics 146 (2), 403-424, 2022
7772022
Investing in socially responsible mutual funds
CC Geczy, RF Stambaugh, D Levin
The Review of Asset Pricing Studies 11 (2), 309-351, 2021
751*2021
Scale and skill in active management
Ľ Pástor, RF Stambaugh, LA Taylor
Journal of Financial Economics 116 (1), 23-45, 2015
7162015
Size and value in China
J Liu, RF Stambaugh, Y Yuan
Journal of financial economics 134 (1), 48-69, 2019
6542019
Comparing asset pricing models: an investment perspective
Ľ Pástor, RF Stambaugh
Journal of Financial Economics 56 (3), 335-381, 2000
6002000
Mutual fund performance and seemingly unrelated assets
Ľ Pástor, RF Stambaugh
Journal of Financial Economics 63 (3), 315-349, 2002
5292002
Asset returns and intertemporal preferences
S Kandel, RF Stambaugh
Journal of Monetary Economics 27 (1), 39-71, 1991
5291991
Expectations and volatility of consumption and asset returns
S Kandel, RF Stambaugh
The Review of Financial Studies 3 (2), 207-232, 1990
4051990
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