Lubos Pastor : Citation Profile


Are you Lubos Pastor?

University of Chicago

30

H index

33

i10 index

6684

Citations

RESEARCH PRODUCTION:

35

Articles

92

Papers

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 257
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 477.    Total self citations: 59 (0.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2024-01-16    RAS profile: 2023-09-08    
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Relations with other researchers


Works with:

Stambaugh, Robert (12)

Fabo, Brian (8)

Chernov, Mikhail (2)

Liew, Chee (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Walther, Thomas (2)

Theissen, Erik (2)

van Kervel, Vincent (2)

Deev, Oleg (2)

Park, Andreas (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Ait-Sahalia, Yacine (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Dumitrescu, Ariadna (2)

Hautsch, Nikolaus (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

FERROUHI, EL MEHDI (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Rakowski, David (2)

Vilkov, Grigory (2)

He, Xuezhong (Tony) (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Frömmel, Michael (2)

Regis, Luca (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Zhou, Chen (2)

Wolff, Christian (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Ferrara, Gerardo (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Talavera, Oleksandr (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Adrian, Tobias (2)

Pasquariello, Paolo (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Schenk-Hoppé, Klaus (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Füllbrunn, Sascha (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Gehrig, Thomas (2)

Smales, Lee (2)

Roy, Saurabh (2)

Lajaunie, Quentin (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Bos, Charles (2)

Taylor, Nick (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Bouri, Elie (2)

Renault, Thomas (2)

Chow, Nikolai Sheung-Chi (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Gorbenko, Arseny (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 (67)

Davis, Steven (41)

bloom, nicholas (35)

Demirer, Riza (35)

wermers, russell (34)

Baker, Scott (33)

Guidolin, Massimo (31)

Zhou, Guofu (28)

Pettenuzzo, Davide (28)

Van Nieuwerburgh, Stijn (27)

Pedersen, Lasse (25)

Cites to:

Stambaugh, Robert (52)

French, Kenneth (30)

Fama, Eugene (18)

Piketty, Thomas (14)

Saez, Emmanuel (14)

Titman, Sheridan (12)

Kacperczyk, Marcin (11)

Ritter, Jay (10)

Shleifer, Andrei (9)

wermers, russell (9)

Zechner, Josef (8)

Main data


Where Lubos Pastor has published?


Journals with more than one article published# docs
Journal of Finance13
Journal of Financial Economics9
Journal of Political Economy3
Critical Finance Review3
Journal of Monetary Economics2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc34
CEPR Discussion Papers / C.E.P.R. Discussion Papers27
Working Papers / Becker Friedman Institute for Research In Economics3
Working and Discussion Papers / Research Department, National Bank of Slovakia2

Recent works citing Lubos Pastor (2024 and 2023)


YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2023.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2023Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420.

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2023Optimal investment under partial observations and robust VaR-type constraint. (2022). Chen, AN ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2212.04394.

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2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

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2023NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051.

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2023Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950.

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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Portfolio Selection via Topological Data Analysis. (2023). Zaytsev, Alexey ; Makhneva, Elizaveta ; Kuznetsov, Kristian ; Sokerin, Petr. In: Papers. RePEc:arx:papers:2308.07944.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Navigating Uncertainty in ESG Investing. (2023). Porth, Lysa ; Wirjanto, Tony S ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI. (2023). Muhn, Maximilian ; Kim, Alex ; Nikolaev, Valeri. In: Papers. RePEc:arx:papers:2310.17721.

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2023Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023.

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2023.

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2023.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023Quantitative easing, accounting and prudential frameworks, and bank lending. (2023). Robatto, Roberto ; Ramcharan, Rodney ; Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1412_23.

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2023.

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2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

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2023Fixed investment or financial assets investment: Evidence from political uncertainty in China. (2023). Guo, Liang ; Jiang, Fan ; Yao, Chengxue. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:427-450.

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2023Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143.

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2023Litigating crashes? Insights from security class actions. (2023). Jin, QI ; Ni, Xiaoran ; Zhang, Huilin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2935-2963.

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2023Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2023Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415.

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2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

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2023Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China. (2023). Zhou, Jun ; Zhao, Yang ; Lu, Shiyu ; Jing, Zhongbo. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1477-1502.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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2023Policy uncertainty and inventory behavior: Evidence from the US manufacturing sector. (2023). Routledge, James ; Lu, Chun ; Li, Tongxia ; Chan, Kam C. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:919-948.

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2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

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2023Biodiversity finance: A call for research into financing nature. (2023). la Puente, John Tobinde ; Karolyi, Andrew G. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:231-251.

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2023Climate risk perceptions and demand for flood insurance. (2023). Venugopal, Buvaneshwaran ; Ratnadiwakara, Dimuthu. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:297-331.

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2023.

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2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

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2023Are polluters shunned? A study on the institutional ownership and returns of polluter stocks. (2023). Berkman, Henk ; Tirodkar, Mihir. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:513-537.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Political connections of Chinese fund management companies and fund performance. (2023). Zhao, Yunfei ; Kryzanowski, Lawrence ; He, Chao. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:597-627.

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2023.

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2023.

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2023.

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2023Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand. (2023). Demirer, Riza ; Hegde, Prasad ; Badshah, Ihsan ; Ali, Sara. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:666-679.

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2023Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023.

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2023CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2023.

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2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Renewable Governance: Good for the Environment?. (2023). Wagner, Hannes ; Towner, Mitch ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:279-327.

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2023Executive Compensation Tied to ESG Performance: International Evidence. (2023). Reichelstein, Stefan ; Ormazabal, Gaizka ; Kadach, Igor ; Cohen, Shira. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:3:p:805-853.

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2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023The Populist Voter: A Machine Learning Approach for the Individual Characteristics. (2023). Arin, Kerim ; Thum, Marcel ; Polyzos, Efstathios. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10472.

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2023In-Group Bias in Preferences for Redistribution: A Survey Experiment in Italy. (2023). Marino, Maria ; Gioffre, Alessandro ; Bruni, Riccardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10785.

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2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

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2023Shifting the Focus to Measurement: A Review of Socially Responsible Investing and Sustainability Indicators. (2023). Geissdoerfer, Martin ; Koenigsmarck, Markus. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:136617.

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2023Economic Determinants of Populism. (2023). Meister, Lorenz ; Fischer, Carl Leonard. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:145en.

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2023Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773.

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2023The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788.

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2023.

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2023.

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2023The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793.

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2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

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2023Too levered for Pigou: carbon pricing, financial constraints, and leverage regulation. (2023). Döttling, Robin ; Rola-Janicka, Magdalena ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20232812.

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2023Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874.

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2023Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651.

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2023Firm-level political risk and debt choice. (2023). Wu, Zhen-Xing ; Shen, Carl Hsin-Han ; Huang, Guan-Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001754.

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2023Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869.

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2023Technology centrality, bilateral knowledge spillovers and mergers and acquisitions. (2023). Xie, Taojun ; Huang, Jingong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000159.

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2023Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616.

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2023The role of fintech in promoting green finance, and profitability: Evidence from the banking sector in the euro zone. (2023). Firdousi, Saba Fazal ; Afzal, Ayesha ; Umar, Muhammad ; Mirza, Nawazish. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:33-40.

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2023Political uncertainty, officials’ characteristics heterogeneity and firm cost stickiness. (2023). Yang, Fan ; Long, Chengfeng ; Tian, Haiyan ; Hu, Dan ; Jian, Jian-Hui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:776-791.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

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2023ESG and firm performance: The role of size and media channels. (2023). Do, Hung ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000159.

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2023Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347.

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2023Staggered adoption of stakeholder constituency statutes and corporate cash holdings in the U.S.. (2023). Nadarajah, Sivathaasan ; Atif, Muhammad ; Richardson, Grant. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001372.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x.

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2023Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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2023“Accelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity tax”. (2023). Ameli, Nadia ; Fricaudet, Marie ; Donnelly, David. In: Ecological Economics. RePEc:eee:ecolec:v:207:y:2023:i:c:s0921800923000186.

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2023A field experiment on attracting crowdfunders. (2023). Siemroth, Christoph ; Hornuf, Lars. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004025.

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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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article172
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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2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working Papers.
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2020Sustainable Investing in Equilibrium In: Working Papers.
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paper177
2019Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers.
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2021Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics.
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article
2019Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers.
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2020Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers.
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paper54
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: CEPR Discussion Papers.
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paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: NBER Working Papers.
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paper
Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: The Review of Asset Pricing Studies.
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article
1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
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article66
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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This paper has nother version. Agregated cites: 66
paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
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Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
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This paper has nother version. Agregated cites: 165
paper
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This paper has nother version. Agregated cites: 165
paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
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article147
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 nother version. Agregated cites: 147
paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 147
paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
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This paper has nother version. Agregated cites: 147
paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
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article295
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
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2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 295
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2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
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article93
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
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2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
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2005Rational IPO Waves In: Journal of Finance.
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article113
2008Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance.
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article162
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers.
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2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers.
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2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
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article139
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 139
paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 139
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2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
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2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
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article86
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
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2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers.
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2012Uncertainty about Government Policy and Stock Prices In: Journal of Finance.
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article769
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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This paper has nother version. Agregated cites: 769
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2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
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2016The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance.
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article289
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 289
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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers.
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2017Do Funds Make More When They Trade More? In: Journal of Finance.
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article40
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
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2014Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers.
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2021Inequality Aversion, Populism, and the Backlash against Globalization In: Journal of Finance.
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article56
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: CEPR Discussion Papers.
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2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers.
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2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
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paper10
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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paper49
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 49
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2020Political Cycles and Stock Returns.(2020) In: Journal of Political Economy.
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2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
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2017Fund Tradeoffs In: CEPR Discussion Papers.
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2020Fund tradeoffs.(2020) In: Journal of Financial Economics.
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2017Fund Tradeoffs.(2017) In: NBER Working Papers.
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2018The Capital Markets Union: Key Challenges In: CEPR Discussion Papers.
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2019Liquidity Risk After 20 Years In: CEPR Discussion Papers.
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paper9
2019Liquidity Risk After 20 Years.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9
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2019Liquidity Risk After 20 Years.(2019) In: Critical Finance Review.
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2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: CEPR Discussion Papers.
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2021Fifty shades of QE: comparing findings of central bankers and academics.(2021) In: Working Paper Series.
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2021Fifty shades of QE: Comparing findings of central bankers and academics.(2021) In: Journal of Monetary Economics.
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2020Fifty Shades of QE: Comparing Findings of Central Bankers and Academics.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 40
paper
2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
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paper1860
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
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2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
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article
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2003Stock Prices and IPO Waves In: CEPR Discussion Papers.
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paper11
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
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2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
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paper184
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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This paper has nother version. Agregated cites: 184
paper
2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
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This paper has nother version. Agregated cites: 184
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2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
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paper43
2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 43
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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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2010On the Size of the Active Management Industry In: CEPR Discussion Papers.
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paper74
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 74
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2012On the Size of the Active Management Industry.(2012) In: Journal of Political Economy.
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article
2011Political Uncertainty and Risk Premia In: CEPR Discussion Papers.
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paper721
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 721
article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
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2014Scale and Skill in Active Management In: CEPR Discussion Papers.
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paper159
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 159
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2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
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2022Dissecting green returns In: Journal of Financial Economics.
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article71
2021Dissecting Green Returns.(2021) In: NBER Working Papers.
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2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
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article178
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.
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2002Investing in equity mutual funds In: Journal of Financial Economics.
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1997Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers.
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1997Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers.
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2000Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers.
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paper1
2000Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers.
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1999Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers.
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paper79
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 nother version. Agregated cites: 79
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1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1999) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 79
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2000Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(2000) In: Review of Financial Studies.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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2022Steering a Ship in Illiquid Waters: Active Management of Passive Funds In: NBER Working Papers.
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2023Green Tilts In: NBER Working Papers.
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2016Uncertainty and Valuations: A Comment In: Critical Finance Review.
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2022Diseconomies of Scale in Active Management: Robust Evidence In: Critical Finance Review.
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