Lubos Pastor : Citation Profile

Are you Lubos Pastor?

University of Chicago

24

H index

25

i10 index

4133

Citations

RESEARCH PRODUCTION:

30

Articles

80

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 172
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 425.    Total self citations: 50 (1.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2021-03-01    RAS profile: 2021-01-24    
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Relations with other researchers

Works with:

Stambaugh, Robert (9)

Fabo, Brian (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 (55)

Guidolin, Massimo (29)

Pettenuzzo, Davide (26)

Zhou, Guofu (25)

Van Nieuwerburgh, Stijn (24)

Allen, David (20)

McAleer, Michael (20)

Davis, Steven (20)

Wohar, Mark (19)

Wachter, Jessica (18)

Renneboog, Luc (16)

Cites to:

Stambaugh, Robert (42)

French, Kenneth (22)

Fama, Eugene (17)

Titman, Sheridan (11)

Piketty, Thomas (10)

Saez, Emmanuel (10)

Ritter, Jay (9)

Kacperczyk, Marcin (8)

Sialm, Clemens (8)

Shleifer, Andrei (8)

Grinblatt, Mark (8)

Main data

Where Lubos Pastor has published?

Journals with more than one article published# docs
Journal of Finance12
Journal of Financial Economics7
Journal of Political Economy3
Review of Financial Studies2
Critical Finance Review2

Recent works citing Lubos Pastor (2021 and 2020)

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

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2020Dynamic 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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2020Deep 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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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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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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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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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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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 ; Barrero, Jose Maria ; Renault, Thomas ; Parker, Nick ; Mizen, Paul ; Mihaylov, Emil ; Davis, Steven J ; Chen, Scarlet ; Bunn, Phil ; Bloom, Nick ; Baker, Scott ; Thwaites, Greg ; Altig, Dave ; Smietanka, Pawel. In: Working Papers. RePEc:bfi:wpaper:2020-88.

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2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96.

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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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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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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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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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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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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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2020Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings. (2020). Hankins, William ; Chiu, Chingwai ; Jack, Chak Hung ; Stone, Annaleigh. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:307-337.

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2020Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502.

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2020Institutional trading, investor sentiment, and lottery‐like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624.

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2020Innovation disclosure in times of uncertainty. (2020). Amore, Mario Daniele. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:29:y:2020:i:4:p:792-815.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2020The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589.

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2020Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

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2020Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs. (2020). Shkilko, Andriy ; Sokolov, Konstantin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2899-2927.

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2020Stock Market Returns and Consumption. (2020). Majlesi, Kaveh ; di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3175-3219.

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2020ECONOMIC POLICY UNCERTAINTY AND BOARD MONITORING: EVIDENCE FROM CEO TURNOVERS. (2020). Pham, Duong T ; Frye, Melissa B. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:675-703.

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2020Tick Size and Financial Reporting Quality in Small‐Cap Firms: Evidence from a Natural Experiment. (2020). Xu, Nina ; Li, Yiwen ; Ahmed, Anwer S. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:869-914.

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2020Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405.

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2020Self‐similarity in long‐horizon returns. (2020). Schoutens, Wim ; Madan, Dilip B. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1368-1391.

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2020Risk and Returns of Income Producing Properties: Core versus Noncore. (2020). Thibodeau, Thomas G ; Peng, Liang ; Gang, Jianhua. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:476-503.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2020Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989.

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2020Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: Bank of England working papers. RePEc:boe:boeewp:0871.

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2020Economic uncertainty before and during the Covid-19 pandemic. (2020). Meyer, Brent ; Davis, Steven ; Barrero, Jose Maria ; Thwaites, Greg ; Bloom, Nick ; Smietanka, Pawel ; Baker, Scott ; Renault, Thomas ; Altig, Dave ; Parker, Nick ; Mizen, Paul ; Mihaylov, Emil ; Leather, Julia ; Chen, Scarlet ; Bunn, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0876.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2020Systematic Liquidity Risk Premia. (2020). Hong, Sanghyun ; Boyle, Glenn. In: Working Papers in Economics. RePEc:cbt:econwp:20/15.

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2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677.

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2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

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2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289.

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2020The Role of Economic Uncertainty in Rising Populism in the EU. (2020). Gozgor, Giray . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8499.

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2020Discrimination, Managers, and Firm Performance: Evidence from Aryanizations in Nazi Germany. (2020). Huber, Kilian ; Lindenthal, Volker ; Waldinger, Fabian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8736.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2021The Global Economic Impact of Politicians: Evidence from an International Survey RCT. (2021). Potrafke, Niklas ; Ruthardt, Fabian ; Grundler, Klaus ; Boumans, Dorine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8833.

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2021The Global Economic Impact of Politicians: Evidence from an International Survey RCT. (2021). Potrafke, Niklas ; Ruthardt, Fabian ; Grundler, Klaus ; Boumans, Dorine. In: EconPol Working Paper. RePEc:ces:econwp:_56.

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2020Ökonomenpanel: Hoffnungsträger Biden. (2020). Potrafke, Niklas ; Sielmann, Jannik ; Ruthardt, Fabian ; Grundler, Klaus ; Aboushanab, Hoda. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:12:p:40-43.

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2020Unbundling Polarization. (2020). Trebbi, Francesco ; Kendall, Chad ; Canen, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14291.

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2020Election Uncertainty and Capital Structure. (2020). Camyar, Isa ; Ulupinar, Bahar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00595.

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2020Policy uncertainty and bank lending. (2020). Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01026.

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2020Conditional capital asset pricing model, long-run risk, and stock valuation. (2020). Gueyie, Jean-Pierre ; Assogbavi, Tov ; Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01100.

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2020Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047.

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2020The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2020Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369.

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2021Policy uncertainty, lender of last resort and the real economy. (2021). Mendicino, Caterina ; Jasova, Martina ; Supera, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20212521.

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2020Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-14.

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2020Impact of Country Risk and Return on FPI. (2020). Gaballa, Mostafa Kotb ; al Samman, Ahmed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-9.

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2020Does peace boost stock prices? Evidence from the Korean stock market. (2020). Yoo, Shiyong ; Lee, Inho ; In Ho Lee, ; In Ho Lee, . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301275.

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2020Does social capital influence corporate risk-taking?. (2020). Panta, Humnath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019300772.

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2020The “Black Thursday” effect in Chinese stock market. (2020). Tian, Shuairu ; Luo, Kevin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300137.

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2020Economic policy uncertainty and firms investment and financing decisions in China. (2020). Zhang, Chengsi ; Liu, Guanchun. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300240.

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2020New continuum of stochastic static forecasting model for mutual funds at investment policy level. (2020). Sheikh, Jibran ; Ahmed, Wajid Shakeel ; Butt, Faisal Shafique ; Shad, Shafqat Ali ; Shafi, Khuram ; Ur-Rehman, Kashif. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305193.

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2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

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2020CEO overconfidence and corporate cash holdings. (2020). Yeh, Chia-Wei ; Ho, Keng-Yu ; Chen, Yenn-Ru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300213.

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2020Trade credit and stock liquidity. (2020). Shang, Chenguang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300304.

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2020Navigating through economic policy uncertainty: The role of corporate cash holdings. (2020). Rhee, Ghon S ; Nguyen, MY ; Duong, Huu Nhan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300511.

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2020The shrouded business of style drift in active mutual funds. (2020). Tam, On Kit ; Pei, Angeline Kim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301115.

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2020The influence of economic policy uncertainty on corporate trade credit and firm value. (2020). Phan, Hieu V ; Ngo, Thanh N ; Khieu, Hinh D ; Jory, Surendranath R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301152.

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2020Peer influence on trade credit. (2020). Machokoto, Michael ; Sikochi, Anywhere ; Gyimah, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301292.

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2020Economic policy uncertainty and short-term financing: The case of trade credit. (2020). Toscano, Francesca ; D'Mello, Ranjan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301309.

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2020Whats good for you is good for me: The effect of CEO inside debt on the cost of equity. (2020). Zhang, Hao ; Shen, Carl Hsin-Han. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301437.

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2020Attention! Distracted institutional investors and stock price crash. (2020). Zhang, Ting ; Yin, Sirui ; Peng, Qiyuan ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301450.

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2020Corporate media connections and merger outcomes. (2020). Javakhadze, David ; Hossain, Md Miran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301802.

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2020Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929.

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2020On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930.

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2020State ownership and stock liquidity: Evidence from privatization. (2020). El Ghoul, Sadok ; Nash, Robert ; Guedhami, Omrane ; Chen, Ruiyuan ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302078.

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2020Managerial multi-tasking, Team diversity, and mutual fund performance. (2020). Zhou, SI ; Xie, LI ; Chen, Jean Jinghan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302108.

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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]		article110
2005Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 110		paper
2005Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 110		paper
2009Learning in Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article69
2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2009Learning in Financial Markets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 69		paper
2020Sustainable Investing in Equilibrium In: Working Papers.
[Full Text][Citation analysis]		paper4
2019Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2019Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers.
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1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
[Full Text][Citation analysis]		article53
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: 53		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: 53		paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53		paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]		article117
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 117		paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 117		paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
[Full Text][Citation analysis]		article106
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: 106		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: 106		paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106		paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106		paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]		article230
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 230		paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 230		paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
[Full Text][Citation analysis]		article72
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		paper
2005Rational IPO Waves In: Journal of Finance.
[Full Text][Citation analysis]		article78
2008Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance.
[Full Text][Citation analysis]		article129
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: 129		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: 129		paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]		article98
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
[Full Text][Citation analysis]		article63
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: 63		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: 63		paper
2012Uncertainty about Government Policy and Stock Prices In: Journal of Finance.
[Full Text][Citation analysis]		article376
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 376		paper
2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 376		paper
2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 376		paper
2016The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance.
[Full Text][Citation analysis]		article129
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: 129		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: 129		paper
2017Do Funds Make More When They Trade More? In: Journal of Finance.
[Full Text][Citation analysis]		article24
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		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: 24		paper
2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
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: 8		article
2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
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2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2020Political Cycles and Stock Returns.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
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]		paper2
2018Inequality Aversion, Populism, and the Backlash Against Globalization In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
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2019Liquidity Risk After 20 Years In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Liquidity Risk After 20 Years.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Liquidity Risk After 20 Years.(2019) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1397
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1397		paper
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1397		article
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1397		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]		paper143
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: 143		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: 143		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: 143		paper
2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
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: 30		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: 30		article
2010On the Size of the Active Management Industry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		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: 44		article
2011Political Uncertainty and Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper337
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 337		article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 337		paper
2014Scale and Skill in Active Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper89
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		article
2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2020Fund tradeoffs In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2017Fund Tradeoffs.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0		paper
2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
[Full Text][Citation analysis]		article150
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 150		paper
2002Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article115
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 115		paper
2002Investing in equity mutual funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article64
Investing in Equity Mutual Funds.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		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]		paper56
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: 56		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.
[Citation analysis]
This paper has another version. Agregated cites: 56		article
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 56		paper
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 56		paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis In: NBER Working Papers.
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Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: Review of Asset Pricing Studies.
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2020Fifty Shades of QE: Comparing Findings of Central Bankers and Academics In: NBER Working Papers.
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2016Uncertainty and Valuations: A Comment In: Critical Finance Review.
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2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working and Discussion Papers.
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2021Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series.
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