Lubos Pastor : Citation Profile


Are you Lubos Pastor?

University of Chicago

22

H index

23

i10 index

2375

Citations

RESEARCH PRODUCTION:

25

Articles

73

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 118
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 427.    Total self citations: 47 (1.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2017-11-18    RAS profile: 2017-11-05    
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Relations with other researchers


Works with:

Stambaugh, Robert (9)

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 (31)

Zhou, Guofu (24)

Van Nieuwerburgh, Stijn (20)

Allen, David (20)

McAleer, Michael (20)

Pettenuzzo, Davide (19)

Wachter, Jessica (18)

Guidolin, Massimo (17)

Shanken, Jay (14)

Powell, Robert (14)

Timmermann, Allan (14)

Cites to:

Stambaugh, Robert (35)

French, Kenneth (18)

Fama, Eugene (17)

Titman, Sheridan (12)

Ritter, Jay (11)

Grinblatt, Mark (9)

Sialm, Clemens (9)

Subrahmanyam, Avanidhar (6)

Kacperczyk, Marcin (6)

Shanken, Jay (6)

Wurgler, Jeffrey (5)

Main data


Where Lubos Pastor has published?


Journals with more than one article published# docs
Journal of Finance11
Journal of Financial Economics6
Review of Financial Studies2
Journal of Political Economy2

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

Recent works citing Lubos Pastor (2017 and 2016)


YearTitle of citing document
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation. (2016). GUPTA, RANGAN ; Christiansen, Charlotte ; Jun, AI ; Asgharian, Hossein . In: CREATES Research Papers. RePEc:aah:create:2016-29.

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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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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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2016Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Lochstoer, Lars A ; Johannes, Michael . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98.

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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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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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2016Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:134.

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

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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

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2016The Asset Liability Management problem of a nuclear operator : a numerical stochastic optimization approach. (2016). Warin, Xavier . In: Papers. RePEc:arx:papers:1611.04877.

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2016Early exercise decision in American options with dividends, stochastic volatility and jumps. (2016). Scaillet, Olivier ; Galluccio, Stefano ; Cosma, Antonio ; Pederzoli, Paola . In: Papers. RePEc:arx:papers:1612.03031.

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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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2017Equilibrium Liquidity Premia. (2017). 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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2016Applying the stock evaluation models on the Bulgarian stock market. (2016). Donev, Doncho . In: Economic Thought journal. RePEc:bas:econth:y:2016:i:2:p:109-124.

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2016Menu Costs, Uncertainty Cycles, and the Propagation of Nominal Shocks. (2016). Baley, Isaac ; Blanco, Julio A. In: Working Papers. RePEc:bge:wpaper:918.

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2016The impact of sentiment on price discovery. (2016). Coulton, Jeffrey J ; Smith, Tom ; Dinh, Tami ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:56:y:2016:i:3:p:669-694.

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2016Information in the Term Structure of Yield Curve Volatility. (2016). Cieslak, Anna ; Povala, Pavol . In: Journal of Finance. RePEc:bla:jfinan:v:71:y:2016:i:3:p:1393-1436.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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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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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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2016Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2016). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6048.

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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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2016Corporate investment decisions under political uncertainty. (2016). Riem, Marina. In: ifo Working Paper Series. RePEc:ces:ifowps:_221.

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2016Does political uncertainty influence firm owners‘ business perceptions?. (2016). Riem, Marina. In: ifo Working Paper Series. RePEc:ces:ifowps:_226.

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2016State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto . In: Discussion Papers. RePEc:cfm:wpaper:1702.

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2016Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. (2016). Garcia, René ; Fontaine, Jean-Sebastien ; Gungor, Sermin . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-21.

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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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2016The Booms and Busts of Beta Arbitrage. (2016). Lou, Dong ; Huang, Shiyang ; Polk, Christopher . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11531.

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2016Frictional Unemployment with Stochastic Bubbles. (2016). Wasmer, Etienne ; Vuillemey, Guillaume . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11561.

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2016High & Dry: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910). (2016). Flandreau, Marc ; Chavaz, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11679.

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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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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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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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2016Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect. (2016). Khan, Faisal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-27.

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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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2016Management Forecasts, Idiosyncratic Risk, and the Information Environment. (2016). Kitagawa, Norio ; Okuda, Shinya . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:4:p:487-503.

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2016Sentiment, mood and outbound tourism demand. (2016). Filis, George ; Santamaria, Daniel ; Gavriilidis, Konstantinos ; Dragouni, Mina . In: Annals of Tourism Research. RePEc:eee:anture:v:60:y:2016:i:c:p:80-96.

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2016Cross-country evidence on the importance of Big Four auditors to equity pricing: The mediating role of legal institutions. (2016). el Ghoul, Sadok ; Pittman, Jeffrey ; Guedhami, Omrane . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:54:y:2016:i:c:p:60-81.

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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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2016Political risk and international valuation. (2016). Siegel, Stephan ; Bekaert, Geert ; Lundblad, Christian T ; Harvey, Campbell R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:1-23.

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2016Institutional investments in pure play stocks and implications for hedging decisions. (2016). Minton, Bernadette A ; Schrand, Catherine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:132-151.

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2016Leaders and followers in hot IPO markets. (2016). Güçbilmez, Ufuk ; Pawlina, Grzegorz ; Gubilmez, Ufuk ; Banerjee, Shantanu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:309-334.

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2016Board governance, monetary interest, and closed-end fund performance. (2016). Kryzanowski, Lawrence ; Mohebshahedin, Mahmood . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:196-217.

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2016Do investors learn from the past? Evidence from follow-on equity issues. (2016). Duca, Eric . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:36-52.

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2016Deviation from target capital structure, cost of equity and speed of adjustment. (2016). faff, robert ; Keng, Kelvin Jui ; Zhou, Qing ; Zhu, Yushu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:99-120.

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2016Executives horizon, internal governance and stock market liquidity. (2016). Jain, Pawan ; Mekhaimer, Mohamed ; Jiang, Christine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:1-23.

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2016Property crime, earnings variability, and the cost of capital. (2016). Serfling, Matthew ; Fairhurst, Douglas ; Dhaliwal, Dan ; Brushwood, James . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:142-173.

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2016Going public via special purpose acquisition companies: Frogs do not turn into princes. (2016). Tykvova, Tereza ; Kolb, Johannes . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:80-96.

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2016Going public abroad. (2016). Caglio, Cecilia ; Marietta-Westberg, Jennifer ; Hanley, Kathleen Weiss . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:103-122.

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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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2016The impact of idiosyncratic uncertainty when investment opportunities are endogenous. (2016). Lee, Junghoon . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:105-124.

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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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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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2016Labor protection and government control: Evidence from privatized firms. (2016). Ben-Nasr, Hamdi . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:485-498.

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2016Can the information technology revolution explain the incidence of co-movement of skill premium and stock prices?. (2016). Pal, Rupayan ; Gangopadhyay, Kausik ; Nishimura, Atsushi . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:107-120.

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2016On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. (2016). PETITJEAN, Mikael ; Mazza, Paolo . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:67-81.

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2016Do stock market trading activities forecast recessions?. (2016). Chatterjee, Ujjal K. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:370-386.

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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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2016On the robustness of persistence in mutual fund performance. (2016). Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:192-231.

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2016Performance of Canadian hybrid mutual funds. (2016). Chaibi, Anis ; Ayadi, Mohamed A ; Kryzanowski, Lawrence. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:124-147.

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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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2016A refined asymptotic framework for dividend yield in predictive regressions. (2016). Deng, Kaihua . In: Economics Letters. RePEc:eee:ecolet:v:138:y:2016:i:c:p:60-63.

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2016On the link between the US economic policy uncertainty and exchange rates. (2016). Kido, Yosuke . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:49-52.

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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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2016The large-sample distribution of the maximum Sharpe ratio with and without short sales. (2016). Maller, Ross ; Tourky, Rabee ; Roberts, Steven . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:138-152.

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2016Increased correlation among asset classes: Are volatility or jumps to blame, or both?. (2016). Ait-Sahalia, Yacine ; Xiu, Dacheng . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:205-219.

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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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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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2016Conditional portfolio allocation: Does aggregate market liquidity matter?. (2016). Bazgour, Tarik ; Sougne, Danielle . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:110-135.

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2016The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility. (2016). Byun, Sung Je ; Je, Sung . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:162-180.

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2016Public news arrival and the idiosyncratic volatility puzzle. (2016). Shi, Yanlin ; Ho, Kin-Yip ; Liu, Wai-Man . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:159-172.

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2016Limits to mutual funds ability to rely on mean/variance optimization. (2016). Karagiannidis, Iordanis ; Vozlyublennaia, Nadia . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:282-292.

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2016Free float and market liquidity around the world. (2016). Ding, Xiaoya ; Ni, Yang ; Zhong, Ligang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:236-257.

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2016CDS-bond basis and bond return predictability. (2016). Zhang, Weina ; Li, Haitao . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:307-337.

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2016Political risk and expected government bond returns. (2016). Martens, Martin ; Duyvesteyn, Johan ; Verwijmeren, Patrick . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:498-512.

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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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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

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2016Government policy uncertainty and stock prices: The case of Australias uranium industry. (2016). Ferguson, Andrew ; Lam, Peter . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:97-111.

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2016Explaining turn of the year order flow imbalance. (2016). Chelley-Steeley, Patricia L ; Lambertides, Neophytos . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:76-95.

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2016A review of behavioural and management effects in mutual fund performance. (2016). Cuthbertson, Keith ; O'Sullivan, Niall ; Nitzsche, Dirk . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:162-176.

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2016UK equity mutual fund alphas make a comeback. (2016). Mateus, Irina B ; Todorovic, Natasa . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:98-110.

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

Works by Lubos Pastor:


YearTitleTypeCited
2009Technological Revolutions and Stock Prices In: American Economic Review.
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article72
2005Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers.
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2005Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers.
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2009Learning in Financial Markets In: Annual Review of Financial Economics.
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2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
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2009Learning in Financial Markets.(2009) In: NBER Working Papers.
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2010On the Size of the Active Management Industry In: Working Papers.
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paper22
2010On the Size of the Active Management Industry.(2010) In: CEPR Discussion Papers.
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2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
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paper
2012On the Size of the Active Management Industry.(2012) In: Journal of Political Economy.
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article
2010Uncertainty about Government Policy and Stock Prices In: Working Papers.
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paper121
2012Uncertainty about Government Policy and Stock Prices.(2012) In: Journal of Finance.
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This paper has another version. Agregated cites: 121
article
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 121
paper
2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 121
paper
2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 121
paper
2011Political Uncertainty and Risk Premia In: Working Papers.
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paper89
2011Political Uncertainty and Risk Premia.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 89
paper
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
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article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
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paper
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Working Papers.
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paper23
2016The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2016) In: Journal of Finance.
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This paper has another version. Agregated cites: 23
article
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers.
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paper
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers.
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paper
2014Scale and Skill in Active Management In: Working Papers.
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paper26
2014Scale and Skill in Active Management.(2014) In: CEPR Discussion Papers.
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paper
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
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article
2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
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article45
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers.
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paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
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article95
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
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paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
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This paper has another version. Agregated cites: 95
paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
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article90
2000The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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1998The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 90
paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
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paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
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2003Stock Valuation and Learning about Profitability In: Journal of Finance.
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article160
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 160
paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 160
paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
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article57
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
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paper
2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
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paper
2005Rational IPO Waves In: Journal of Finance.
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article75
2008Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance.
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article73
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers.
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paper
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers.
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paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
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article56
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
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paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
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paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 56
paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
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article29
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
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paper
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers.
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2014Do Funds Make More When They Trade More? In: CEPR Discussion Papers.
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paper1
2014Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers.
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2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
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2016Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics.
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2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
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2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
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paper2
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
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2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
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2017Portfolio Liquidity and Diversification: Theory and Evidence.(2017) In: NBER Working Papers.
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2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
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paper888
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 888
paper
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 888
article
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
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This paper has another version. Agregated cites: 888
paper
2003Stock Prices and IPO Waves In: CEPR Discussion Papers.
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paper4
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
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paper105
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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paper
2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
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paper
2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
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paper14
2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers.
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paper
2009Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: Review of Financial Studies.
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article
2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
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article111
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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paper
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers.
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paper
1999Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers.
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paper
2002Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics.
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article77
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
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paper
2002Investing in equity mutual funds In: Journal of Financial Economics.
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article52
Investing in Equity Mutual Funds.() In: CRSP working papers.
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paper
1997Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1997Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers.
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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.
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paper1
2000Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
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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
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1999Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers.
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paper35
1998Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 35
paper
1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers.
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2000Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 35
article
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 35
paper
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers.
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This paper has another version. Agregated cites: 35
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2016Uncertainty and Valuations: A Comment In: Critical Finance Review.
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