Lubos Pastor : Citation Profile


Are you Lubos Pastor?

University of Chicago

27

H index

29

i10 index

5448

Citations

RESEARCH PRODUCTION:

33

Articles

89

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 227
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 1201.    Total self citations: 55 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2022-07-02    RAS profile: 2022-05-29    
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Relations with other researchers


Works with:

Stambaugh, Robert (10)

Fabo, Brian (7)

Dimpfl, Thomas (2)

LINTON, OLIVER (2)

Davies, Ryan (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Gerritsen, Dirk (2)

Lof, Matthijs (2)

Colliard, Jean-Edouard (2)

Rakowski, David (2)

Pasquariello, Paolo (2)

Abudy, Menachem (2)

Zhou, Chen (2)

Chow, Nikolai Sheung-Chi (2)

Jalkh, Naji (2)

Brownlees, Christian (2)

Harris, Jeffrey (2)

Vilkov, Grigory (2)

Walther, Thomas (2)

Lajaunie, Quentin (2)

Schwarz, Marco (2)

Dreber, Anna (2)

Ait-Sahalia, Yacine (2)

Roy, Saurabh (2)

Sarno, Lucio (2)

Johannesson, Magnus (2)

Ferrara, Gerardo (2)

Lopez-Lira, Alejandro (2)

FERROUHI, EL MEHDI (2)

Wolff, Christian (2)

Adrian, Tobias (2)

Smales, Lee (2)

Bos, Charles (2)

Palan, Stefan (2)

Theissen, Erik (2)

Xia, Shuo (2)

Horenstein, Alex (2)

Tonks, Ian (2)

Patton, Andrew (2)

Deev, Oleg (2)

Gorbenko, Arseny (2)

Holzmeister, Felix (2)

Nielsson, Ulf (2)

Schenk-Hoppé, Klaus (2)

Dumitrescu, Ariadna (2)

van Kervel, Vincent (2)

Foucault, Thierry (2)

Talavera, Oleksandr (2)

Scaillet, Olivier (2)

Park, Andreas (2)

Heath, Davidson (2)

CAPELLE-BLANCARD, Gunther (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

Jurkatis, Simon (2)

Stefanova, Denitsa (2)

Bouri, Elie (2)

Rinne, Kalle (2)

PASCUAL, ROBERTO (2)

Liew, Chee (2)

Patel, Vinay (2)

Menkveld, Albert (2)

Reitz, Stefan (2)

Wong, Wing-Keung (2)

Ranaldo, Angelo (2)

Bohorquez Correa, Santiago (2)

Hautsch, Nikolaus (2)

Regis, Luca (2)

Verousis, Thanos (2)

Xiu, Dacheng (2)

Alexeev, Vitali (2)

Frijns, Bart (2)

Gehrig, Thomas (2)

Hurlin, Christophe (2)

Wilhelmsson, Anders (2)

Taylor, Nick (2)

Kassner, Bernhard (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lubos Pastor.

Is cited by:

GUPTA, RANGAN (61)

wermers, russell (34)

Davis, Steven (33)

Guidolin, Massimo (30)

Pettenuzzo, Davide (28)

bloom, nicholas (28)

Van Nieuwerburgh, Stijn (26)

Zhou, Guofu (25)

Baker, Scott (22)

Demirer, Riza (21)

Wohar, Mark (19)

Cites to:

Stambaugh, Robert (48)

French, Kenneth (22)

Fama, Eugene (17)

Piketty, Thomas (14)

Saez, Emmanuel (14)

Titman, Sheridan (11)

Ritter, Jay (10)

Kacperczyk, Marcin (9)

Shleifer, Andrei (9)

Grinblatt, Mark (8)

Sialm, Clemens (8)

Main data


Where Lubos Pastor has published?


Journals with more than one article published# docs
Journal of Finance13
Journal of Financial Economics8
Journal of Political Economy3
Journal of Monetary Economics2
Review of Financial Studies2
Critical Finance Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc33
CEPR Discussion Papers / C.E.P.R. Discussion Papers26
Working Papers / Becker Friedman Institute for Research In Economics3

Recent works citing Lubos Pastor (2022 and 2021)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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2021Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03.

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2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2021U.S. Presidential Election Polls and the Economic Prospects of China and Mexico. (2021). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-02.

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2020Public Listing and Corporate Social Responsibility from a Sustainability Risk Management Perspective. (2020). Hu, Fang ; Li, Ruitao. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:808.

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2021Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure. (2021). Dai, Mingjie ; Zhang, Xiao ; Wang, Jieqiong. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:843.

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2021Portfolio selection problem: Issues, challenges and future prospectus. (2021). Shahid, Mohammad ; Kumar, Akhilesh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:71-90.

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2021Electoral earthquake: natural disasters and the geography of discontent. (2021). FERRANTE, CHIARA ; Letta, Marco ; Cerqua, Augusto. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp14.

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2021Responsible Investment and Responsible Consumption. (2021). Schliephake, Eva ; Hakenes, Hendrik. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:134.

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2020ARE SMALL STOCKS ILLIQUID? AN EXAMINATION OF LIQUIDITY-IMPROVING EVENTS. (2020). Al-Haji, Ahmad. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202068.

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2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier. (2022). Riccetti, Luca ; Palomba, Giulio ; Nicolau, Mihaela ; Lucchetti, Riccardo (Jack). In: Working Papers. RePEc:anc:wpaper:461.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Corporate Governance, Noise Trading and Liquidity of Stocks. (2020). Su, Jianhao. In: Papers. RePEc:arx:papers:2001.06275.

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2020A dynamic conditional approach to portfolio weights forecasting. (2020). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2004.12400.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

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2020Deeply Equal-Weighted Subset Portfolios. (2020). Il, Sang. In: Papers. RePEc:arx:papers:2006.14402.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020Visibility graph analysis of economy policy uncertainty indices. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12880.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625.

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2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

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2021Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2021An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

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2021From Carbon-transition Premium to Carbon-transition Risk. (2021). Basu, Sankarshan ; Chakrabarty, Siddhartha P ; Nag, Suryadeepto. In: Papers. RePEc:arx:papers:2107.06518.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?. (2021). Stagnol, Lauren ; Roncalli, Thierry ; Semet, Raphael. In: Papers. RePEc:arx:papers:2110.06617.

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2021A Universal End-to-End Approach to Portfolio Optimization via Deep Learning. (2021). Zohren, Stefan ; Cucuringu, Mihai ; Zhang, Zihao. In: Papers. RePEc:arx:papers:2111.09170.

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2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

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2022Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:488-500.

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2021Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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2021The Financial Drivers of Populism in Europe. (2021). Herrera, Helios ; Sonno, Tommaso ; Morelli, Massimo ; Guiso, Luigi. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20166.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2021Covariates Hiding in the Tails. (2021). de Vries, Casper ; Ergun, Lerby ; Bachem, Milian. In: Staff Working Papers. RePEc:bca:bocawp:21-45.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2020Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets. (). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:515.

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2020Economic policy uncertainty in Latin America: measurement using Spanish newspapers and economic spillovers. (2020). Pérez, Javier ; Ghirelli, Corinna ; Urtasun, Alberto ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2024.

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2021Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T. In: Working Papers. RePEc:bde:wpaper:2128.

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2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

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2021Can capital controls promote green investments in developing countries?. (2021). Moro, Alessandro . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1348_21.

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2020THE MONITORING ROLE OF NON-EXECUTIVE DIRECTORS IN VIETNAM FROM A RETURN-VOLATILITY PERSPECTIVE. (2020). Thai, Kim Phong ; Tran, Thi Siem ; To, Anh Tho ; Hong, Thi Thu. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:29-52.

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2020Valuation of Long-Term Property Rights under Political Uncertainty. (2020). He, Zhiguo ; Hu, Maggie ; Yao, Vincent ; Wang, Zhenping. In: Working Papers. RePEc:bfi:wpaper:2020-105.

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2020Exit vs. Voice. (2020). Hart, Oliver D ; Broccardo, Eleonora ; Zingales, Luigi. In: Working Papers. RePEc:bfi:wpaper:2020-114.

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2020Discrimination, Manager, and Firm Performance: Evidence from Aryanizations in Nazi Germany. (2020). Waldinger, Fabian ; Huber, Kilian ; Lindenthal, Volker. In: Working Papers. RePEc:bfi:wpaper:2020-171.

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2020Economic Uncertainty Before and During the COVID-19 Pandemic. (2020). Meyer, Brent ; bloom, nicholas ; Barrero, Jose Maria ; Baker, Scott ; Mizen, Paul ; Mihaylov, Emil ; Davis, Steven J ; Chen, Scarlet ; Bunn, Phil ; Thwaites, Greg ; Altig, Dave ; Smietanka, Pawel ; Renault, Thomas ; Parker, Nick. In: Working Papers. RePEc:bfi:wpaper:2020-88.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2021Economic Uncertainty and Divisive Politics: Evidence from the dos Españas. (2021). Sanz, Carlos ; Mueller, Hannes ; Garcia-Uribe, Sandra. In: Working Papers. RePEc:bge:wpaper:1240.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2022Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002.

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2022Deconstructing ESG scores: how to invest with your own criteria. (2022). Jondeau, Eric ; Jegarasasingam, Anandakumar ; Elsenhuber, Ulrike ; Ehlers, Torsten. In: BIS Working Papers. RePEc:bis:biswps:1008.

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2021Firm-level R&D after periods of intense technological innovation: the role of investor sentiment. (2021). Carl, Matthew ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:916.

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2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media. (2021). Gambacorta, Leonardo ; Amstad, Marlene ; Xia, Dora ; He, Chao. In: BIS Working Papers. RePEc:bis:biswps:917.

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2021Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921.

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2021Greening (runnable) brown assets with a liquidity backstop. (2021). Monnet, Cyril ; Mojon, Benoit ; Jondeau, Eric. In: BIS Working Papers. RePEc:bis:biswps:929.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2020When to go abroad: economic policy uncertainty and Chinese firms’ overseas investment. (2020). Wu, Ji ; Kong, Dongmin ; Zhang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1435-1470.

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2020Economic policy uncertainty and firm tax avoidance. (2020). Nguyen, Justin Hung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3935-3978.

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2020Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092.

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2020Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173.

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2020Does economic policy uncertainty raise corporate precautionary cash holdings? Evidence from China. (2020). Zhou, Shengshi ; Su, Xin ; Tian, Jinfang ; Xue, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4567-4592.

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2020Do checks on bureaucrats improve firm value? Evidence from a natural experiment. (2020). Armitage, Seth ; An, Jiafu ; Liu, Xianda ; Hou, Wenxuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4821-4844.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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2021Pairs trading and idiosyncratic cash flow risk. (2021). Faff, Robert ; Do, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206.

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2021The long?run role of innovation in the IPO market: inhibition or promotion?. (2021). Sadeghi, Mehdi ; Zhou, Lu Jolly. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3735-3779.

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2021Economic policy uncertainty exposure and earnings management: evidence from China. (2021). Wang, Hua ; Fang, Zhenming ; Yao, Shouyu ; Cui, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3937-3976.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2021Firm?level political risk and Shari’ah compliance: equity capital cost and payouts policy. (2021). Balli, Faruk ; de Bruin, Anne ; Ozerballi, Hatice ; Karimov, Jamshid. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4639-4667.

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2021The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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2021Using abnormal analyst coverage to unlock new evidence on stock price crash risk. (2021). faff, robert ; Hoang, Khoa ; Chowdhury, Hasibul. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1557-1588.

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2021Does policy uncertainty of the blockchain dampen ICO markets?. (2021). Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1625-1637.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2021Media attention to locations and the cross?section of stock returns. (2021). Zhang, Xueyong ; Tang, Guomei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2301-2336.

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2021No more excuses! Performance of ESG?integrated portfolios in Australia. (2021). , Victor ; Fan, John Hua ; Lee, Darren D. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2407-2450.

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2021Corporate tax effects of economic policy uncertainty. (2021). Wang, Jing ; Kang, Wensheng . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2577-2600.

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2022Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2022Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1231-1272.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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2021Modelling the Reserve Bank of Australias Policy Decisions and the Case for a Negative Cash Rate. (2021). Hawkins, John ; Anderson, Timothy. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:2:p:179-189.

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2021Mandatory disclosure, greenhouse gas emissions and the cost of equity capital: UK evidence of a U?shaped relationship. (2021). Matthews, Lane ; Gerged, Ali Meftah ; Elheddad, Mohamed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:908-930.

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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021Environmental transparency and investors risk perception: Cross?country evidence on multinational corporations sustainability practices and cost of equity. (2021). Tanda, Alessandra ; Yu, Ellen Peiyi ; Chai, Dominic H ; van Luu, Bac. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3975-4000.

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2022Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects. (2022). Reboredo, Juan ; Otero, Luis A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:950-968.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2020UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278.

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2021Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12179.

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2021Electoral uncertainty and financial volatility: Evidence from two?round presidential races in emerging markets. (2021). Saiegh, Sebastian ; Carnahan, Daniel. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:1:p:109-132.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2021ESG preferences, risk and return. (2021). Cornell, Bradford. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:12-19.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2021Contract costs, stakeholder capitalism, and ESG. (2021). Fama, Eugene F. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:189-195.

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2020How much should portfolios shrink?. (2020). Han, Chulwoo. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:707-740.

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2020Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance. (2020). Pareek, Ankur ; Guptamukherjee, Swasti. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:1083-1125.

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2021Economic policy uncertainty and momentum. (2021). Wu, Yangru ; Sun, Minxing ; Gu, Ming ; Xu, Weike. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:237-259.

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2021Twitter activity, investor attention, and the diffusion of information. (2021). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:3-46.

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2021Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:75-106.

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More than 100 citations found, this list is not complete...

Works by Lubos Pastor:


YearTitleTypeCited
2009Technological Revolutions and Stock Prices In: American Economic Review.
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article143
2005Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers.
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2005Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers.
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2009Learning in Financial Markets In: Annual Review of Financial Economics.
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article78
2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
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paper
2009Learning in Financial Markets.(2009) In: NBER Working Papers.
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2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working Papers.
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2020Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: CEPR Discussion Papers.
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paper
2020Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: Working and Discussion Papers.
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paper
2021Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series.
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paper
2020Sustainable Investing in Equilibrium In: Working Papers.
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paper49
2019Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers.
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paper
2021Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics.
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article
2019Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers.
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paper22
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 22
paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: NBER Working Papers.
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paper
Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 22
article
1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
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article61
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 61
paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 61
paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
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article155
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
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This paper has another version. Agregated cites: 155
paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
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This paper has another version. Agregated cites: 155
paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
[Full Text][Citation analysis]
article139
2000The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 139
paper
1998The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 139
paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 139
paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]
article275
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
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paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 275
paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
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article82
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
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2005Rational IPO Waves In: Journal of Finance.
[Full Text][Citation analysis]
article112
2008Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance.
[Full Text][Citation analysis]
article143
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 143
paper
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 143
paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]
article125
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 125
paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125
paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125
paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
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article77
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 77
paper
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2012Uncertainty about Government Policy and Stock Prices In: Journal of Finance.
[Full Text][Citation analysis]
article581
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
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paper
2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 581
paper
2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 581
paper
2016The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance.
[Full Text][Citation analysis]
article206
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 206
paper
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 206
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2017Do Funds Make More When They Trade More? In: Journal of Finance.
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article33
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 33
paper
2014Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2021Inequality Aversion, Populism, and the Backlash against Globalization In: Journal of Finance.
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article32
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: CEPR Discussion Papers.
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paper
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers.
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paper
2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
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paper9
2016Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 9
article
2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
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paper
2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
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paper31
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 31
paper
2020Political Cycles and Stock Returns.(2020) In: Journal of Political Economy.
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article
2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
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paper2
2018The Capital Markets Union: Key Challenges In: CEPR Discussion Papers.
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paper2
2019Liquidity Risk After 20 Years In: CEPR Discussion Papers.
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paper4
2019Liquidity Risk After 20 Years.(2019) In: NBER Working Papers.
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paper
2019Liquidity Risk After 20 Years.(2019) In: Critical Finance Review.
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article
2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
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paper1678
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1678
paper
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1678
article
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
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This paper has another version. Agregated cites: 1678
paper
2003Stock Prices and IPO Waves In: CEPR Discussion Papers.
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paper9
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
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paper
2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
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paper170
2006Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics.
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article
2004Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 170
paper
2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 170
paper
2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
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paper39
2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39
paper
2009Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 39
article
2010On the Size of the Active Management Industry In: CEPR Discussion Papers.
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paper59
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2012On the Size of the Active Management Industry.(2012) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 59
article
2011Political Uncertainty and Risk Premia In: CEPR Discussion Papers.
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paper553
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 553
article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 553
paper
2014Scale and Skill in Active Management In: CEPR Discussion Papers.
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paper119
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 119
article
2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 119
paper
2021Fifty shades of QE: comparing findings of central bankers and academics In: Working Paper Series.
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paper8
2021Fifty shades of QE: Comparing findings of central bankers and academics.(2021) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 8
article
2020Fifty Shades of QE: Comparing Findings of Central Bankers and Academics.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2020Fund tradeoffs In: Journal of Financial Economics.
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article0
2017Fund Tradeoffs.(2017) In: NBER Working Papers.
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2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
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article165
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 165
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1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 165
paper
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers.
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paper
2002Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics.
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article123
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
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2002Investing in equity mutual funds In: Journal of Financial Economics.
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article71
Investing in Equity Mutual Funds.() In: CRSP working papers.
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1997Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1997Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers.
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2000Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers.
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paper1
2000Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers.
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Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers.
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1999Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers.
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paper75
1998Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers.
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paper
1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers.
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2000Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies.
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article
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers.
[Citation analysis]
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paper
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers.
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This paper has another version. Agregated cites: 75
paper
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper0
2021Non-Standard Errors.(2021) In: Working Papers.
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2021Dissecting Green Returns In: NBER Working Papers.
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2022Steering a Ship in Illiquid Waters: Active Management of Passive Funds In: NBER Working Papers.
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2016Uncertainty and Valuations: A Comment In: Critical Finance Review.
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