Lubos Pastor : Citation Profile


Are you Lubos Pastor?

University of Chicago

22

H index

23

i10 index

2910

Citations

RESEARCH PRODUCTION:

26

Articles

75

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 138
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 510.    Total self citations: 49 (1.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2018-12-08    RAS profile: 2018-04-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Stambaugh, Robert (7)

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 (40)

Guidolin, Massimo (26)

Zhou, Guofu (24)

Pettenuzzo, Davide (23)

Allen, David (20)

Van Nieuwerburgh, Stijn (20)

McAleer, Michael (20)

Wachter, Jessica (18)

Powell, Robert (14)

Davis, Steven (14)

Jagannathan, Ravi (14)

Cites to:

Stambaugh, Robert (34)

French, Kenneth (20)

Fama, Eugene (16)

Titman, Sheridan (11)

Sialm, Clemens (10)

Ritter, Jay (9)

Grinblatt, Mark (8)

Shleifer, Andrei (8)

Kacperczyk, Marcin (7)

Metrick, Andrew (7)

Carhart, Mark (6)

Main data


Where Lubos Pastor has published?


Journals with more than one article published# docs
Journal of Finance12
Journal of Financial Economics6
Journal of Political Economy2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Papers / Becker Friedman Institute for Research In Economics5

Recent works citing Lubos Pastor (2018 and 2017)


YearTitle of citing document
2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2017-13.

Full description at Econpapers || Download paper

2018Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation. (2018). Christiansen, Charlotte ; Jun, AI ; Asgharian, Hossein. In: CREATES Research Papers. RePEc:aah:create:2018-12.

Full description at Econpapers || Download paper

2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

Full description at Econpapers || Download paper

2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/006.

Full description at Econpapers || Download paper

2017Conditional Market Timing in the Mutual Fund Industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/028.

Full description at Econpapers || Download paper

2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/007.

Full description at Econpapers || Download paper

2017Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Dai, Yin ; Li, Xin ; Yu, Xiu-Zhen ; Zhang, Jing-Wen . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

Full description at Econpapers || Download paper

2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

Full description at Econpapers || Download paper

2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

Full description at Econpapers || Download paper

2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1612.06200.

Full description at Econpapers || Download paper

2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

Full description at Econpapers || Download paper

2018Equilibrium Returns with Transaction Costs. (2018). Bouchard, Bruno ; Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1707.08464.

Full description at Econpapers || Download paper

2017Welfare effects of information and rationality in portfolio decisions under parameter uncertainty. (2017). Longo, Michele ; Mainini, Alessandra . In: Papers. RePEc:arx:papers:1709.04387.

Full description at Econpapers || Download paper

2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01381.

Full description at Econpapers || Download paper

2018Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01389.

Full description at Econpapers || Download paper

2018Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty. (2018). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras ; Bauder, David. In: Papers. RePEc:arx:papers:1803.03573.

Full description at Econpapers || Download paper

2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

Full description at Econpapers || Download paper

2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

Full description at Econpapers || Download paper

2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Flori, Andrea ; Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1811.01624.

Full description at Econpapers || Download paper

2018An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255.

Full description at Econpapers || Download paper

2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

Full description at Econpapers || Download paper

2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Guidolin, Massimo ; Lozano-Banda, Martin ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

Full description at Econpapers || Download paper

2017Fiscal policy uncertainty and the business cycle: time series evidence from Italy. (2017). Tommasino, Pietro ; Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1151_17.

Full description at Econpapers || Download paper

2018Fiscal policy in the US: a new measure of uncertainty and its recent development. (2018). Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1197_18.

Full description at Econpapers || Download paper

2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

Full description at Econpapers || Download paper

2017The Impact of Corporate Social Responsibility on Default Risk: Empirical evidence from US Firms. (2017). Ashraf, Dawood ; Obaid, Asifa ; Rizwan, Muhammad Suhail. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:36-70.

Full description at Econpapers || Download paper

2017Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

Full description at Econpapers || Download paper

2017Western Australias Domestic Gas Reservation Policy: The Elemental Economics. (2017). Neill, Kelly. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:2:p:121-134.

Full description at Econpapers || Download paper

2017Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets. (2017). Uddin, Gazi ; Bekiros, Stelios. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:155-162.

Full description at Econpapers || Download paper

2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty. (2017). Smales, Lee. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:451-459.

Full description at Econpapers || Download paper

2017Corporate social responsibility and firm financial risk reduction: On the moderating role of the legal environment. (2017). Benlemlih, Mohammed ; Girerd-Potin, Isabelle . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:44:y:2017:i:7-8:p:1137-1166.

Full description at Econpapers || Download paper

2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

Full description at Econpapers || Download paper

2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

Full description at Econpapers || Download paper

2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

Full description at Econpapers || Download paper

2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

Full description at Econpapers || Download paper

2018Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion. (2018). Kim, Youngju ; Lim, Hyunjoon. In: Working Papers. RePEc:bok:wpaper:1829.

Full description at Econpapers || Download paper

2017Forecasting in the presence of in and out of sample breaks. (2017). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-004.

Full description at Econpapers || Download paper

201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

Full description at Econpapers || Download paper

2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

Full description at Econpapers || Download paper

2018Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

Full description at Econpapers || Download paper

2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. In: Working Papers. RePEc:brd:wpaper:123.

Full description at Econpapers || Download paper

2017Government Ideology and Economic Policy-Making in the United States. (2017). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6444.

Full description at Econpapers || Download paper

2017The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517.

Full description at Econpapers || Download paper

2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Auer, Benjamin R ; Rottmann, Horst . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

Full description at Econpapers || Download paper

2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

Full description at Econpapers || Download paper

2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896.

Full description at Econpapers || Download paper

2017Much Ado About Nothing: Is the Market Affected by Political Bias?. (2017). Manconi, Alberto ; Luo, Mancy ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11991.

Full description at Econpapers || Download paper

2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010.

Full description at Econpapers || Download paper

2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

Full description at Econpapers || Download paper

2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

Full description at Econpapers || Download paper

2017A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12417.

Full description at Econpapers || Download paper

2017Firm-level political risk: Measurement and effects. (2017). Hassan, Tarek ; Van Lent, Laurence ; Tahoun, Ahmed ; Hollander, Stephan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12436.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2017Shrinking the Cross Section. (2017). Nagel, Stefan ; Santosh, Shrihari ; Kozak, Serhiy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12463.

Full description at Econpapers || Download paper

2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

Full description at Econpapers || Download paper

2017Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513.

Full description at Econpapers || Download paper

2018The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599.

Full description at Econpapers || Download paper

2018Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12617.

Full description at Econpapers || Download paper

2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

Full description at Econpapers || Download paper

2018Size Matters, if You Control Your Junk. (2018). Asness, Clifford S ; Pedersen, Lasse Heje ; Israel, Ronen ; Frazzini, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12684.

Full description at Econpapers || Download paper

2018Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685.

Full description at Econpapers || Download paper

2018Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692.

Full description at Econpapers || Download paper

2018Investor Sophistication and Capital Income Inequality. (2018). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12870.

Full description at Econpapers || Download paper

2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

Full description at Econpapers || Download paper

2018Trust and Delegated Investing: A Money Doctors Experiment. (2018). Weber, Martin ; Loos, Benjamin ; Germann, Maximilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12984.

Full description at Econpapers || Download paper

2018Tactical Target Date Funds. (2018). Gomes, Francisco J ; Zhang, Yuxin ; Michaelides, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13019.

Full description at Econpapers || Download paper

2018Inequality Aversion, Populism, and the Backlash Against Globalization. (2018). Pastor, Lubo ; Veronesi, Pietro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13107.

Full description at Econpapers || Download paper

2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

Full description at Econpapers || Download paper

2017Pension funds illiquid assets allocation under liquidity and capital constraints. (2017). Broeders, Dirk ; Werker, Bas ; Jansen, Kristy . In: DNB Working Papers. RePEc:dnb:dnbwpp:555.

Full description at Econpapers || Download paper

2018Pension fund equity performance: Patience, activity or both?. (2018). Lelyveld, Iman ; Lucivjanska, Katarina ; van Lelyveld, Iman ; Gonzalez, Tanja Artiga . In: DNB Working Papers. RePEc:dnb:dnbwpp:606.

Full description at Econpapers || Download paper

2018DETERMINANTS OF HOUSEHOLD FINAL CONSUMPTION EXPENDITURES IN ASIAN COUNTRIES: A PANEL MODEL, 1991-2015. (2018). Arapova, Ekaterina. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_8.

Full description at Econpapers || Download paper

2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

Full description at Econpapers || Download paper

2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

Full description at Econpapers || Download paper

2017Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market. (2017). Kazemian, Soheil ; Wirama, Dewa Gede ; Bagus, Gusti I ; Mohd-Sanusi, Zuraidah . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-55.

Full description at Econpapers || Download paper

2018What information matters to investors at different stages of a firms life cycle?. (2018). Dickinson, Victoria ; Schaberl, Philipp D ; Kassa, Haimanot . In: Advances in accounting. RePEc:eee:advacc:v:42:y:2018:i:c:p:22-33.

Full description at Econpapers || Download paper

2017Effects of foreign and domestic economic policy uncertainty shocks on South Korea. (2017). Cheng, Chak Hung Jack ; Jack, Chak Hung . In: Journal of Asian Economics. RePEc:eee:asieco:v:51:y:2017:i:c:p:1-11.

Full description at Econpapers || Download paper

2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

Full description at Econpapers || Download paper

2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

Full description at Econpapers || Download paper

2017IPO market timing with uncertain aftermarket retail demand. (2017). Santos, Francisco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:247-266.

Full description at Econpapers || Download paper

2017Political environment, financial intermediation costs, and financing patterns. (2017). Gungoraydinoglu, Ali ; Oztekin, Ozde ; olak, Gonul . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:167-192.

Full description at Econpapers || Download paper

2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

Full description at Econpapers || Download paper

2017Investor protection and corporate control. (2017). Urzúa I., Francisco ; Larrain, Borja ; Urzua, Francisco ; Tapia, Matias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:174-190.

Full description at Econpapers || Download paper

2017CEO social capital, risk-taking and corporate policies. (2017). Ferris, Stephen P ; Rajkovic, Tijana ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:46-71.

Full description at Econpapers || Download paper

2018Excess cash, trading continuity, and liquidity risk. (2018). Huang, Winifred ; Mazouz, Khelifa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:275-291.

Full description at Econpapers || Download paper

2018Institutional bidding behaviors during IPO bookbuilding: Evidence from Korea. (2018). Eom, Chanyoung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:413-427.

Full description at Econpapers || Download paper

2018Do long-term investors improve corporate decision making?. (2018). Harford, Jarrad ; Mansi, Sattar ; Kecskes, Ambrus. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:424-452.

Full description at Econpapers || Download paper

2018Does crackdown on corruption reduce stock price crash risk? Evidence from China. (2018). Chen, Yunsen ; Zhang, Yanan ; You, Hong ; Xie, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:125-141.

Full description at Econpapers || Download paper

2018Foreign institutional ownership and liquidity commonality around the world. (2018). Deng, Baijun ; Li, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:20-49.

Full description at Econpapers || Download paper

2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

Full description at Econpapers || Download paper

2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

Full description at Econpapers || Download paper

2018Permanent shocks, signal extraction, and portfolio selection. (2018). Nazliben, Korhan K ; Rodriguez, Juan Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:47-68.

Full description at Econpapers || Download paper

2017Finance–growth nexus in a changing political region: How important was the Arab Spring?. (2017). Fakih, Ali ; Arayssi, Mahmoud. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:55:y:2017:i:c:p:106-123.

Full description at Econpapers || Download paper

2018Equity home bias—A global perspective from the shrunk frontier. (2018). Paul, Satya ; Shankar, Sriram ; Mukherjee, Raja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:9-21.

Full description at Econpapers || Download paper

2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

Full description at Econpapers || Download paper

2017The impact of the French financial transaction tax on HFT activities and market quality. (2017). Veryzhenko, Iryna ; Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315.

Full description at Econpapers || Download paper

2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

Full description at Econpapers || Download paper

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

Works by Lubos Pastor:


YearTitleTypeCited
2009Technological Revolutions and Stock Prices In: American Economic Review.
[Full Text][Citation analysis]
article81
2005Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2005Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2009Learning in Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article61
2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2009Learning in Financial Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2010On the Size of the Active Management Industry In: Working Papers.
[Full Text][Citation analysis]
paper29
2010On the Size of the Active Management Industry.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2012On the Size of the Active Management Industry.(2012) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2010Uncertainty about Government Policy and Stock Prices In: Working Papers.
[Full Text][Citation analysis]
paper182
2012Uncertainty about Government Policy and Stock Prices.(2012) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
article
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
paper
2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
paper
2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 182
paper
2011Political Uncertainty and Risk Premia In: Working Papers.
[Full Text][Citation analysis]
paper152
2011Political Uncertainty and Risk Premia.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Working Papers.
[Full Text][Citation analysis]
paper41
2016The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
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: 41
paper
2014Scale and Skill in Active Management In: Working Papers.
[Full Text][Citation analysis]
paper46
2014Scale and Skill in Active Management.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
[Full Text][Citation analysis]
article46
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 46
paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 46
paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]
article103
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 103
paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 103
paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
[Full Text][Citation analysis]
article95
2000The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
paper
1998The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 95
paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]
article179
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179
paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179
paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
[Full Text][Citation analysis]
article60
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2005Rational IPO Waves In: Journal of Finance.
[Full Text][Citation analysis]
article77
2008Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance.
[Full Text][Citation analysis]
article95
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
paper
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]
article72
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
[Full Text][Citation analysis]
article43
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
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: 43
paper
2017Do Funds Make More When They Trade More? In: Journal of Finance.
[Full Text][Citation analysis]
article5
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2016Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2018The Capital Markets Union: Key Challenges In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1059
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1059
paper
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1059
article
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1059
paper
2003Stock Prices and IPO Waves In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper5
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper123
2006Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
article
2004Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper21
2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2009Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
[Full Text][Citation analysis]
article129
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129
paper
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129
paper
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129
paper
2002Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article93
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 93
paper
2002Investing in equity mutual funds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article55
Investing in Equity Mutual Funds.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
1997Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1997Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
paper1
2000Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1999Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper47
1998Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 47
paper
1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2000Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 47
article
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 47
paper
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 47
paper
2017Fund Tradeoffs In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2018Inequality Aversion, Populism, and the Backlash Against Globalization In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2016Uncertainty and Valuations: A Comment In: Critical Finance Review.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team