Lubos Pastor : Citation Profile

Are you Lubos Pastor?

University of Chicago

22

H index

23

i10 index

2738

Citations

RESEARCH PRODUCTION:

26

Articles

75

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 130
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 419.    Total self citations: 47 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2018-09-15    RAS profile: 2018-04-04    
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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 (39)

Zhou, Guofu (24)

Pettenuzzo, Davide (23)

Van Nieuwerburgh, Stijn (20)

Guidolin, Massimo (20)

Allen, David (20)

McAleer, Michael (20)

Wachter, Jessica (18)

Shanken, Jay (14)

Davis, Steven (14)

Timmermann, Allan (14)

Cites to:

Stambaugh, Robert (30)

French, Kenneth (18)

Fama, Eugene (16)

Titman, Sheridan (11)

Ritter, Jay (9)

Sialm, Clemens (8)

Grinblatt, Mark (8)

Metrick, Andrew (6)

Shanken, Jay (6)

Carhart, Mark (5)

Kacperczyk, Marcin (5)

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.

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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.

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

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

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

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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.

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

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

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

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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.

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

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

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

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

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

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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.

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

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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.

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

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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

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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.

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

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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

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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.

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

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

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Price competition in the mutual fund industry. (2018). Parida, Sitikantha ; Tang, Zhenyang. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:29-39.

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2018Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2017Precision about manager skill, mutual fund flows, and performance persistence. (2017). Jeon, Hyunglae ; Lee, Changjun ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:222-237.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017Diversification discount and investor sentiment. (2017). Nejadmalayeri, Ali ; Iyer, Subramanian Rama ; Harper, Joel T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:218-236.

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2017Abnormal research and development investments and stock returns. (2017). Songur, Hilmi ; Heavilin, Jason E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:237-249.

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2017The 2016 U.S. presidential election and the Stock, FX and VIX markets. (2017). Shaikh, Imlak . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:546-563.

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2017Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2018Are hated stocks good investments?. (2018). Nam, Jouahn ; Zhang, GE ; Xing, Cunyu ; Wang, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:19-29.

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2018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆. (2018). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96.

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2017Developing news-based Economic Policy Uncertainty index with unsupervised machine learning. (2017). Azqueta-Gavaldon, Andres . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:47-50.

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2018Revisiting Pastor–Stambaugh liquidity factor. (2018). Mohammad, . In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:190-192.

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2018Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data. (2018). GUPTA, RANGAN ; Demirer, Riza. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:36-39.

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2018Resolution of policy uncertainty and sudden declines in volatility. (2018). Amengual, Dante ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:297-315.

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2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach. (2018). Kim, Soohun ; Skoulakis, Georgios . In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:159-188.

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2018The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67.

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2017Volatility and slow technology diffusion. (2017). Ferraro, Domenico. In: European Economic Review. RePEc:eee:eecrev:v:96:y:2017:i:c:p:18-37.

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2017Bayesian estimation of the global minimum variance portfolio. (2017). Bodnar, Taras ; Okhrin, Yarema ; Mazur, Stepan. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:292-307.

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2018Naive versus optimal diversification: Tail risk and performance. (2018). Hwang, In Chang ; Xu, Simon ; In, Francis. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:372-388.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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2017The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test. (2017). Masih, Abul ; Bacha, Obiyathulla ; Mansur, A ; Dewandaru, Ginanjar. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:66-95.

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2017Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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2017Political risk and the cost of capital in the MENA region. (2017). Belkhir, Mohamed ; Grira, Jocelyn ; Boubakri, Narjess. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:155-172.

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2018Liquidity and macroeconomic management in emerging markets. (2018). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:1-24.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017Do short sellers exploit industry information?. (2017). Zhang, Weina ; Huszar, Zsuzsa R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:118-139.

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2017A comparison of alternative cash flow and discount rate news proxies. (2017). Khimich, Natalya . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:31-52.

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2017A causal link between bond liquidity and stock returns. (2017). Anderson, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:190-208.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2018Maximal predictability under long-term mean reversion. (2018). Hjalmarsson, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:269-282.

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2018Volatility in equity markets and monetary policy rate uncertainty. (2018). Roberts-Sklar, Matt ; Kaminska, Iryna . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:68-83.

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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.
[Full Text][Citation analysis]		article81
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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This paper has another version. Agregated cites: 81		paper
2009Learning in Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article58
2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 58		paper
2009Learning in Financial Markets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 58		paper
2010On the Size of the Active Management Industry In: Working Papers.
[Full Text][Citation analysis]		paper24
2010On the Size of the Active Management Industry.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 24		paper
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24		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: 24		article
2010Uncertainty about Government Policy and Stock Prices In: Working Papers.
[Full Text][Citation analysis]		paper164
2012Uncertainty about Government Policy and Stock Prices.(2012) In: Journal of Finance.
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This paper has another version. Agregated cites: 164		article
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
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2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
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2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 164		paper
2011Political Uncertainty and Risk Premia In: Working Papers.
[Full Text][Citation analysis]		paper135
2011Political Uncertainty and Risk Premia.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 135		paper
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 135		article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 135		paper
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Working Papers.
[Full Text][Citation analysis]		paper35
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: 35		article
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: 35		paper
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 35		paper
2014Scale and Skill in Active Management In: Working Papers.
[Full Text][Citation analysis]		paper37
2014Scale and Skill in Active Management.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 37		paper
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 37		article
2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 37		paper
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]		article102
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 102		paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 102		paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
[Full Text][Citation analysis]		article92
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: 92		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: 92		paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
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2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]		article177
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
[Full Text][Citation analysis]		article59
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		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: 59		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]		article83
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: 83		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: 83		paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]		article68
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
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2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
[Full Text][Citation analysis]		article39
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39		paper
2017Do Funds Make More When They Trade More? In: Journal of Finance.
[Full Text][Citation analysis]		article3
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		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: 3		paper
2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
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: 0		article
2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0		paper
2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
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]		paper1009
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1009		article
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
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This paper has another version. Agregated cites: 1009		paper
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1009		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]		paper120
2006Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics.
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2004Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers.
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2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
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2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers.
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2009Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies.
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2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
[Full Text][Citation analysis]		article117
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers.
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1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers.
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2002Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article88
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 88		paper
2002Investing in equity mutual funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article54
Investing in Equity Mutual Funds.() In: CRSP working papers.
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This paper has another version. Agregated cites: 54		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.
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Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers.
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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]		paper42
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: 42		paper
1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42		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: 42		article
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 42		paper
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 42		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

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