Lubos Pastor : Citation Profile

Are you Lubos Pastor?

University of Chicago

30

H index

33

i10 index

6552

Citations

RESEARCH PRODUCTION:

35

Articles

92

Papers

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 252
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 934.    Total self citations: 59 (0.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa276
   Updated: 2023-11-04    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Stambaugh, Robert (11)

Fabo, Brian (8)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Davies, Ryan (2)

Korajczyk, Robert (2)

Wilhelmsson, Anders (2)

Kearney, Fearghal (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Roy, Saurabh (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Alexeev, Vitali (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Pasquariello, Paolo (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Dreber, Anna (2)

Walther, Thomas (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Hjalmarsson, Erik (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Theissen, Erik (2)

Ødegaard, Bernt (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Smales, Lee (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Park, Andreas (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Xia, Shuo (2)

Rakowski, David (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

Foucault, Thierry (2)

Bos, Charles (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Hurlin, Christophe (2)

Caporin, Massimiliano (2)

Colliard, Jean-Edouard (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

FERROUHI, EL MEHDI (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Deev, Oleg (2)

Sarno, Lucio (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 (38)

wermers, russell (34)

Demirer, Riza (33)

Guidolin, Massimo (31)

Baker, Scott (30)

bloom, nicholas (29)

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)

wermers, russell (9)

Shleifer, Andrei (9)

Sialm, Clemens (8)

Main data

Where Lubos Pastor has published?

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

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 (2023 and 2022)

YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2022Reallocation of Mutual Fund Managers and Capital Raising Ability. (2022). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-11.

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2022Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92.

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2022Climate alpha and the global capital market. (2022). MARKANDYA, ANIL ; Kedaitiene, Angele ; Celovic, Aldin ; Brody, Michael ; Anda, Jon ; Golub, Alexander. In: FEEM Working Papers. RePEc:ags:feemwp:322792.

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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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2022Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520.

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2022From a better understanding of the drivers of populism to a new political agenda. (2022). Gold, Robert. In: Working Papers. RePEc:agz:wpaper:2204.

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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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2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier. (2022). Riccetti, Luca ; Palomba, Giulio ; Nicolau, Mihaela ; Lucchetti, Riccardo (Jack). In: Working Papers. RePEc:anc:wpaper:461.

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2022Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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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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2022From Carbon-transition Premium to Carbon-transition Risk. (2021). Basu, Sankarshan ; Chakrabarty, Siddhartha P ; Nag, Suryadeepto. In: Papers. RePEc:arx:papers:2107.06518.

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2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

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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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2022Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR. (2022). Thors, Erik ; Niklasson, Vilhelm ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2205.01444.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2022The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538.

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2022Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573.

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

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2022150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121.

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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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2022Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.03287.

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2022Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695.

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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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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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2022Issuing bonds during the Covid-19 pandemic: is there an ESG premium?. (2022). Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1392_22.

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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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2022Tweeting for Money: Social Media and Mutual Fund Flows. (2022). Imbet, Juan F ; Gil-Bazo, Javier. In: Working Papers. RePEc:bge:wpaper:1366.

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2022Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132.

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2022Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002.

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2022Deconstructing ESG scores: how to invest with your own criteria. (2022). Jondeau, Eric ; Jegarasasingam, Anandakumar ; Elsenhuber, Ulrike ; Ehlers, Torsten. In: BIS Working Papers. RePEc:bis:biswps:1008.

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2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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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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2022Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2022Property price dynamics and asymmetric effects of economic policy uncertainty: New evidence from the Australian capital cities. (2022). Dimovski, William ; Ali, Huson Joher ; Wadud, Ikm Mokhtarul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4359-4380.

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2022Why do bank?affiliated mutual funds perform better in China?. (2022). Wu, Wenfeng ; Lv, Dayong ; Zhang, Haoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4755-4782.

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2022Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1231-1272.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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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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2022Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects. (2022). Reboredo, Juan ; Otero, Luis A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:950-968.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022Aid for Trade is more effective when the trading environment is more predictable. (2022). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:42:y:2022:i:3:p:453-476.

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2022Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership. (2022). Pouget, Sebastien ; Gollier, Christian. In: Economica. RePEc:bla:econom:v:89:y:2022:i:356:p:997-1023.

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2022Bringing Credibility Back to Macroeconomic Policy Frameworks. (2022). Yahyaei, Hamid ; ANTHONY, STEPHEN . In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:3:p:276-295.

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2022The interest premium for left government: Regression?discontinuity estimates. (2022). Hays, Jude C ; Ornstein, Joseph T ; Franzese, Robert J. In: Economics and Politics. RePEc:bla:ecopol:v:34:y:2022:i:3:p:429-443.

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2022The influence of learning and bargaining on CEO–chair duality: Evidence from firms that pass the baton. (2022). Ryan, Harley E ; Nanda, Vikram ; Jayaraman, Narayanan. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:297-350.

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2022Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765.

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2022Should hedge funds deviate from the benchmark?. (2022). Voukelatos, Nikolaos ; Panopoulou, Ekaterini. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:767-795.

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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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2022The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178.

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2022A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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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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2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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2022Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199.

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2022COVID?19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307.

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2022The COVID?19 risk in the Chinese option market. (2022). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Li, Jianhui. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:346-355.

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2022Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452.

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2022Financial crises, banking regulations, and corporate financing patterns around the world. (2022). Oztekin, Ozde ; Gungoraydinoglu, Ali. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:506-539.

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2022.

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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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2022Organization capital effect in stock returns—The role of R&D. (2022). Lin, Chubin ; Chan, Konan ; Wang, Yanzhi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1237-1263.

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2022How uncertainty in industry policy affects corporate investment in China. (2022). Xu, Chaoyang ; Yang, Jie ; Deloof, Marc. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1289-1313.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2022Behavioral finance and the architecture of the asset management industry. (2022). Verlaine, Michel. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1454-1476.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2022Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638.

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2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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2022Common Risk Factors in Cryptocurrency. (2022). Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1133-1177.

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2022Do Equity Markets Care about Income Inequality? Evidence from Pay Ratio Disclosure. (2022). Wang, Tracy Yue ; Siegel, Stephan ; Pikulina, Elena S ; Pan, Yihui. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1371-1411.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2022Are Analyst Short?Term Trade Ideas Valuable?. (2022). Liu, XI ; Gokkaya, Sinan ; Birru, Justin ; Stulz, Rene M. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1829-1875.

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2022Factor Momentum and the Momentum Factor. (2022). Linnainmaa, Juhani T ; Ehsani, Sina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1877-1919.

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2022The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts. (2022). Gyntelberg, Jacob ; Thimsen, Christoffer ; Dicknielsen, Jens. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2577-2611.

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2022Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Simester, Duncan ; Schoar, Antoinette ; Meeuwis, Maarten. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3191-3247.

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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]		article171
2005Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 171		paper
2005Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 171		paper
2009Learning in Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article120
2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2009Learning in Financial Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working Papers.
[Full Text][Citation analysis]		paper19
2020Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: Working and Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2021Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2020Sustainable Investing in Equilibrium In: Working Papers.
[Full Text][Citation analysis]		paper176
2019Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
2021Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		article
2019Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers.
[Full Text][Citation analysis]		paper51
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		article
1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
[Full Text][Citation analysis]		article66
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: 66		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: 66		paper
1998Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]		article165
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 165		paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 165		paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
[Full Text][Citation analysis]		article146
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: 146		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: 146		paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]		article293
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 293		paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 293		paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
[Full Text][Citation analysis]		article92
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2005Rational IPO Waves In: Journal of Finance.
[Full Text][Citation analysis]		article113
2008Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital In: Journal of Finance.
[Full Text][Citation analysis]		article161
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: 161		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: 161		paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]		article138
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138		paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138		paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138		paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
[Full Text][Citation analysis]		article84
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: 84		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: 84		paper
2012Uncertainty about Government Policy and Stock Prices In: Journal of Finance.
[Full Text][Citation analysis]		article741
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 741		paper
2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 741		paper
2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 741		paper
2016The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance.
[Full Text][Citation analysis]		article277
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: 277		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: 277		paper
2017Do Funds Make More When They Trade More? In: Journal of Finance.
[Full Text][Citation analysis]		article39
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		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: 39		paper
2021Inequality Aversion, Populism, and the Backlash against Globalization In: Journal of Finance.
[Full Text][Citation analysis]		article52
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2016Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2020Political Cycles and Stock Returns.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		article
2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Fund Tradeoffs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Fund tradeoffs.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2017Fund Tradeoffs.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018The Capital Markets Union: Key Challenges In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2019Liquidity Risk After 20 Years In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2019Liquidity Risk After 20 Years.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2019Liquidity Risk After 20 Years.(2019) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2021Fifty shades of QE: comparing findings of central bankers and academics.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2021Fifty shades of QE: Comparing findings of central bankers and academics.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		article
2020Fifty Shades of QE: Comparing Findings of Central Bankers and Academics.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1842
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1842		paper
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1842		article
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1842		paper
2003Stock Prices and IPO Waves In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper183
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: 183		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: 183		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: 183		paper
2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
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: 42		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: 42		article
2010On the Size of the Active Management Industry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper72
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		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: 72		article
2011Political Uncertainty and Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper702
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 702		article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 702		paper
2014Scale and Skill in Active Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper154
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		article
2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		paper
2022Dissecting green returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article62
2021Dissecting Green Returns.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
[Full Text][Citation analysis]		article175
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: 175		paper
2002Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article136
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 136		paper
2002Investing in equity mutual funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article81
Investing in Equity Mutual Funds.() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		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.
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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.
[Full Text][Citation analysis]		paper1
2000Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers.
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Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers.
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1999Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper78
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: 78		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: 78		article
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.() In: CRSP working papers.
[Citation analysis]
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Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..() In: CRSP working papers.
[Citation analysis]
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2022Steering a Ship in Illiquid Waters: Active Management of Passive Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Green Tilts In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2016Uncertainty and Valuations: A Comment In: Critical Finance Review.
[Full Text][Citation analysis]		article1
2022Diseconomies of Scale in Active Management: Robust Evidence In: Critical Finance Review.
[Full Text][Citation analysis]		article0
2023Fifty Shades of QE: Robust Evidence In: Working and Discussion Papers.
[Full Text][Citation analysis]		paper0

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