37
H index
43
i10 index
10164
Citations
National Bureau of Economic Research (NBER) (5% share) | 37 H index 43 i10 index 10164 Citations RESEARCH PRODUCTION: 52 Articles 86 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert F. Stambaugh. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 20 |
Journal of Finance | 16 |
The Review of Financial Studies | 5 |
Critical Finance Review | 2 |
Journal of Political Economy | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 31 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 10 |
Year | Title of citing document | |
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2024 | . Full description at Econpapers || Download paper | |
2025 | How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing. (2025). Huebner, Paul ; Haddad, Valentin ; Loualiche, Erik. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:975-1018. Full description at Econpapers || Download paper | |
2024 | Day-of-the-week and weekend effects on stock market returns: an investigation through review of literature. (2024). Singh, Prof Bhartendu ; Kumar, Gaurav. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:29-42. Full description at Econpapers || Download paper | |
2025 | Deep reinforcement learning for portfolio management based on the empirical study of chinese stock market. (2021). Song, Qingyang ; Zhou, Xiaohua ; Huang, Gang. In: Papers. RePEc:arx:papers:2012.13773. Full description at Econpapers || Download paper | |
2024 | Robustifying 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. Full description at Econpapers || Download paper | |
2024 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2024 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2024 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2024 | Liquidity 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. Full description at Econpapers || Download paper | |
2024 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper | |
2024 | An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235. Full description at Econpapers || Download paper | |
2025 | Navigating Uncertainty in ESG Investing. (2023). Porth, Lysa ; Wirjanto, Tony S ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163. Full description at Econpapers || Download paper | |
2024 | Do Weibo platform experts perform better at predicting stock market?. (2024). Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor ; Ma, Ziyuan. In: Papers. RePEc:arx:papers:2403.00772. Full description at Econpapers || Download paper | |
2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
2024 | Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579. Full description at Econpapers || Download paper | |
2025 | Assessing the Impact of Technical Indicators on Machine Learning Models for Stock Price Prediction. (2024). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2412.15448. Full description at Econpapers || Download paper | |
2025 | Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983. Full description at Econpapers || Download paper | |
2025 | ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008. Full description at Econpapers || Download paper | |
2025 | Empirical likelihood approach for high-dimensional moment restrictions with dependent data. (2025). Shi, Zhentao ; Zhang, Jia ; Hu, Qiao ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2502.18970. Full description at Econpapers || Download paper | |
2025 | Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Liberati, Danilo ; Marinelli, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24. Full description at Econpapers || Download paper | |
2024 | The green sin: how exchange rate volatility and financial openness affect green premia. (2024). Zaghini, Andrea ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1447_24. Full description at Econpapers || Download paper | |
2024 | Some Dont Like it Hot: Bank Depositors and NGO Campaigns Against Brown Banks. (2024). Mésonnier, Jean-Stéphane ; Maesonnier, Jean-Staephane ; Mazet-Sonilhac, Claement. In: Working papers. RePEc:bfr:banfra:968. Full description at Econpapers || Download paper | |
2025 | The Pricing Kernel under Proportional Ambiguity. (2025). Spengemann, Marco. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:700. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The Valuation of Loss Firms: A Stock Market Perspective. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:752-776. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Can corporate environmental, social, and governance performance influence foreign institutional investors to hold shares? Evidence from China. (2024). Zhong, Junhao ; Tang, Sha ; Feng, Juzhang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4310-4330. Full description at Econpapers || Download paper | |
2024 | Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Lipson, Marc ; Gilbazo, Javier ; Evans, Richard. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56. Full description at Econpapers || Download paper | |
2024 | A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502. Full description at Econpapers || Download paper | |
2024 | Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131. Full description at Econpapers || Download paper | |
2024 | Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Chen, Hui ; Kogan, Leonid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Nonstandard Errors. (2024). Zhang, S. Sarah ; Xia, Shuo ; Wolff, Christian ; Wilhelmsson, Anders ; Walther, Thomas ; Vilkov, Grigory ; Verousis, Thanos ; van Kervel, Vincent ; Talavera, Oleksandr ; Stefanova, Denitsa ; Sojli, Elvira ; Smales, Lee ; Shachar, Or ; Schwarz, Marco ; Schuerhoff, Norman ; Sarno, Lucio ; Rinne, Kalle ; Renault, Thomas ; Reitz, Stefan ; Ranaldo, Angelo ; Palan, Stefan ; Pasquariello, Paolo ; Pastor, Lubos ; Park, Andreas ; Ødegaard, Bernt ; Nielsson, Ulf ; Neszveda, Gabor ; Menkveld, Albert ; Lof, Matthijs ; LINTON, OLIVER ; Liew, Chee ; Koetter, Michael ; Korajczyk, Robert ; Jurkatis, Simon ; Johannesson, Magnus ; Jalkh, Naji ; Huang, Wenqian ; Holzmeister, Felix ; Horenstein, Alex ; Harris, Jeffrey ; Hasse, Jean-Baptiste ; Hautsch, Nikolaus ; Güçbilmez, Ufuk ; | |
2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057. Full description at Econpapers || Download paper | |
2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi ; Tanigawa, Yasuhiko. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper | |
2025 | Corporate Actions as Moral Issues. (2025). Spalt, Oliver ; Kempf, Elisabeth ; Iliewa, Zwetelina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_649. Full description at Econpapers || Download paper | |
2025 | Dual Industry Effects and Cross-Stock Predictability. (2025). Avramov, D ; Linton, O B ; Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512. Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper | |
2025 | Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030. Full description at Econpapers || Download paper | |
2025 | Fiscal and macroprudential policies during an energy crisis. (2025). Priftis, Romanos ; Schoenle, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20253032. Full description at Econpapers || Download paper | |
2024 | Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Bax, Karoline ; Klaser, Klaudijo ; Benuzzi, Matteo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965. Full description at Econpapers || Download paper | |
2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper | |
2024 | Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728. Full description at Econpapers || Download paper | |
2024 | Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765. Full description at Econpapers || Download paper | |
2024 | Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x. Full description at Econpapers || Download paper | |
2024 | Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748. Full description at Econpapers || Download paper | |
2024 | Do investors benefit from MiFID II unbundling?. (2024). Halling, Michael ; Froberg, Emelie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000774. Full description at Econpapers || Download paper | |
2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper | |
2024 | IPO price formation and board gender diversity. (2024). Rau, Raghavendra ; Vermaelen, Theo ; Sandvik, Jason. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000919. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2024 | Transparency pays: How carbon emission disclosure lowers cost of capital. (2024). Sun, Zixun ; Xu, Weidong ; Ni, HE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:165-177. Full description at Econpapers || Download paper | |
2024 | Top managers with information technology backgrounds and digital transformation: Evidence from small and medium companies. (2024). Bu, Caiqi ; Zhang, Kaixia. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004418. Full description at Econpapers || Download paper | |
2024 | What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431. Full description at Econpapers || Download paper | |
2024 | Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075. Full description at Econpapers || Download paper | |
2024 | Robust portfolio selection with smart return prediction. (2024). Li, Bin ; Tu, Xueyong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750. Full description at Econpapers || Download paper | |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
2024 | Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547. Full description at Econpapers || Download paper | |
2024 | Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Bossman, Ahmed ; Agyei, Samuel Kwaku ; Yang, Junhua ; Marfo-Yiadom, Edward ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535. Full description at Econpapers || Download paper | |
2024 | Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Zhang, LU ; Wu, Zhengyu ; Li, Xiaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638. Full description at Econpapers || Download paper | |
2024 | Systemic risk monitoring model from the perspective of public information arrival. (2024). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2019 | Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 206 | paper | |
2021 | Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 206 | article | |
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2001 | The Equity Premium and Structural Breaks In: Journal of Finance. [Full Text][Citation analysis] | article | 156 |
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1998 | The Equity Premium and Structural Breaks.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
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2009 | Predictive Systems: Living with Imperfect Predictors In: Journal of Finance. [Full Text][Citation analysis] | article | 144 |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2008 | Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2012 | Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance. [Full Text][Citation analysis] | article | 87 |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
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2014 | Presidential Address: Investment Noise and Trends In: Journal of Finance. [Full Text][Citation analysis] | article | 54 |
2015 | Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle In: Journal of Finance. [Full Text][Citation analysis] | article | 336 |
2012 | Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 336 | paper | |
2017 | Do Funds Make More When They Trade More? In: Journal of Finance. [Full Text][Citation analysis] | article | 53 |
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2014 | Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
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2010 | On the Size of the Active Management Industry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
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2014 | Scale and Skill in Active Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 179 |
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1982 | Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency.(1982) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | The short of it: Investor sentiment and anomalies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 649 |
2011 | The Short of It: Investor Sentiment and Anomalies.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 649 | paper | |
1982 | On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 108 |
1981 | On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis.(1981) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2014 | The long of it: Odds that investor sentiment spuriously predicts anomaly returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 72 |
2012 | The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2018 | Absolving beta of volatility’s effects In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 43 |
1983 | Arbitrage pricing with information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
1983 | Biases in computed returns : An application to the size effect In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 229 |
2019 | Size and value in China In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 171 |
2018 | Size and Value in China.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 171 | paper | |
2022 | Dissecting green returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 187 |
2021 | Dissecting Green Returns.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
1986 | Predicting returns in the stock and bond markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 697 |
1985 | Predicting Returns in the Stock and Bond Markets.(1985) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 697 | paper | |
1987 | On correlations and inferences about mean-variance efficiency In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 49 |
1987 | Expected stock returns and volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1671 |
1988 | The information in forward rates : Implications for models of the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 111 |
1997 | Analyzing investments whose histories differ in length In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 67 |
1996 | Analyzing Investments Whose Histories Differ in Length.(1996) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1996 | Analyzing Investments Whose Histories Differ in Length..(1996) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1997 | Analyzing Investments Whose Histories Differ in Length.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1999 | Predictive regressions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 795 |
1999 | Predictive Regressions.(1999) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 795 | paper | |
2000 | Comparing asset pricing models: an investment perspective In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 196 |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
2002 | Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 149 |
Mutual Fund Performance and Seemingly Unrelated Assets.â€.() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 149 | paper | ||
2002 | Investing in equity mutual funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 87 |
Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | ||
1991 | Asset returns and intertemporal preferences In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 224 |
1991 | Asset Returns and Intertemporal Preferences.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | paper | |
2002 | Arbitrage Pricing with Heterogeneous Information In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
1982 | Arbitrage Pricing with Heterogeneous Information.(1982) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1993 | Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
1993 | Portfolio Inefficiency and the Cross-Section of Mean Returns..(1993) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1993 | Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1993 | Bayesian Inference and Portfolio Efficiency..(1993) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1994 | Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1994 | Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93).(1994) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1990 | Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 4 |
1990 | Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009).(1990) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1991 | Bayesian Inference and Portfolio Efficiency (Revised: 4-93) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1991 | Bayesian Inference and Portfolio Efficiency..(1991) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1997 | Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2000 | Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
1983 | Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 165 |
1989 | Expectations and Volatility of Long-Horizon Stock Returns In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
1993 | Estimiting Conditional Expectations when Volatility Fluctuates. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 12 |
1993 | Estimating Conditional Expectations when Volatility Fluctuates.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
1988 | A Mean-Variance Framework for Tests for Asset Pricing Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 25 |
1989 | A Mean-Variance Framework for Tests of Asset Pricing Models..(1989) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
1988 | Changing Risk, Changing Risk Premiums, and Dividend Yield Effects In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 30 |
1990 | Changing Risk, Changing Risk Premiums, and Dividend Yield Effects..(1990) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
1994 | On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1988 | Modeling Expected Stock Returns for Long and Short Horizons In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 27 |
1990 | ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES. In: Weiss Center Working Papers. [Citation analysis] | paper | 7 |
1991 | Bayesian Inference and Portfolio Efficiency. In: Weiss Center Working Papers. [Citation analysis] | paper | 38 |
1993 | Bayesian Inference and Portfolio Efficiency.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
1995 | Bayesian Inference and Portfolio Efficiency..(1995) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
2014 | Investment Noise and Trends In: NBER Working Papers. [Full Text][Citation analysis] | paper | 48 |
2015 | Mispricing Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Mispricing Factors.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2017 | Anomalies Abroad: Beyond Data Mining In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Skill and Profit in Active Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Pricing Without Mispricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Green Tilts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Carbon Burden In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Sustainable Investing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Diseconomies of Scale in Active Management: Robust Evidence In: Critical Finance Review. [Full Text][Citation analysis] | article | 2 |
2021 | Investing in Socially Responsible Mutual Funds In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 13 |
1990 | Expectations and Volatility of Consumption and Asset Returns. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 111 |
1994 | A Mean-Variance Framework for Tests of Asset Pricing Models: Correction. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 1 |
2011 | Inference about Survivors In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
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