Lubos Pastor : Citation Profile

University of Chicago

30

H index

35

i10 index

8784

Citations

RESEARCH PRODUCTION:

39

Articles

100

Papers

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 313
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 1455.    Total self citations: 64 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa276
   Updated: 2026-05-16    RAS profile: 2026-05-09    
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Relations with other researchers

Works with:

Stambaugh, Robert (9)

Fabo, Brian (9)

Rinne, Kalle (8)

Frijns, Bart (8)

FERROUHI, EL MEHDI (8)

Liew, Chee (8)

Korajczyk, Robert (8)

Söderlind, Paul (8)

Brownlees, Christian (8)

Renault, Thomas (8)

Prokopczuk, Marcel (8)

Hurlin, Christophe (8)

Schwarz, Marco (8)

Taylor, Nick (8)

Frömmel, Michael (8)

Alexeev, Vitali (8)

Ødegaard, Bernt (8)

Degryse, Hans (8)

Menkveld, Albert (8)

Palan, Stefan (8)

Sojli, Elvira (8)

Tonks, Ian (8)

Füllbrunn, Sascha (8)

Park, Andreas (8)

Scaillet, Olivier (8)

Caporin, Massimiliano (8)

Smales, Lee (8)

Davies, Ryan (8)

Johannesson, Magnus (8)

LINTON, OLIVER (8)

Talavera, Oleksandr (8)

Dimpfl, Thomas (8)

Wolff, Christian (8)

Stefanova, Denitsa (8)

Deev, Oleg (8)

Harris, Jeffrey (8)

Bos, Charles (8)

Dumitrescu, Ariadna (8)

Sarno, Lucio (8)

Dreber, Anna (8)

Moinas, Sophie (8)

Schuerhoff, Norman (8)

Foucault, Thierry (8)

Lof, Matthijs (8)

Nielsson, Ulf (8)

Reitz, Stefan (8)

Ferrara, Gerardo (8)

Gehrig, Thomas (8)

Bohorquez Correa, Santiago (7)

Aloosh, Arash (7)

Hambuckers, Julien (7)

Schenk-Hoppé, Klaus (7)

Neszveda, Gabor (7)

Shui, Jessica (7)

Tang, Yuehua (7)

Roesch, Dominik (7)

Koetter, Michael (7)

Zhang, S. Sarah (6)

Xia, Shuo (6)

van Kervel, Vincent (6)

Gil-Bazo, Javier (6)

Holzmeister, Felix (6)

Chernov, Mikhail (6)

Jurkatis, Simon (6)

Ranaldo, Angelo (6)

Vilkov, Grigory (6)

Shachar, Or (6)

Xiu, Dacheng (6)

Wilhelmsson, Anders (6)

Roy, Saurabh (6)

Pasquariello, Paolo (6)

Gerritsen, Dirk (6)

Hautsch, Nikolaus (5)

Walther, Thomas (5)

Verousis, Thanos (5)

Huang, Wenqian (5)

Horenstein, Alex (5)

CAPELLE-BLANCARD, Gunther (5)

Deku, Solomon (5)

Eugster, Nicolas (5)

Jalkh, Naji (5)

Colliard, Jean-Edouard (4)

Wong, Wing-Keung (4)

Ait-Sahalia, Yacine (4)

Güçbilmez, Ufuk (4)

Abudy, Menachem (3)

He, Xuezhong (Tony) (3)

Chow, Nikolai Sheung-Chi (3)

Mihet, Roxana (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

Lopez-Lira, Alejandro (2)

Roy, Saurabh (2)

Rakowski, David (2)

Zhou, Chen (2)

Bouri, Elie (2)

Heath, Davidson (2)

Kearney, Fearghal (2)

Bjønnes, Geir (2)

Adrian, Tobias (2)

Pelizzon, Loriana (2)

Hasse, Jean-Baptiste (2)

Patton, Andrew (2)

Theissen, Erik (2)

PASCUAL, ROBERTO (2)

Regis, Luca (2)

Vogel, Sebastian (2)

Hjalmarsson, Erik (2)

Patel, Vinay (2)

Kassner, Bernhard (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Putnins, Talis (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 (86)

Davis, Steven (43)

Demirer, Riza (42)

bloom, nicholas (37)

Guidolin, Massimo (36)

wermers, russell (34)

Baker, Scott (33)

Zhou, Guofu (28)

Pettenuzzo, Davide (28)

Van Nieuwerburgh, Stijn (27)

Pedersen, Lasse (25)

Cites to:

Stambaugh, Robert (56)

French, Kenneth (30)

Fama, Eugene (18)

Piketty, Thomas (14)

Saez, Emmanuel (14)

Kacperczyk, Marcin (13)

Titman, Sheridan (12)

Ritter, Jay (11)

Shleifer, Andrei (11)

wermers, russell (9)

Sialm, Clemens (8)

Main data

Where Lubos Pastor has published?

Journals with more than one article published# docs
Journal of Finance14
Journal of Financial Economics10
Critical Finance Review3
Journal of Political Economy3
Journal of Monetary Economics2
The Review of Financial Studies2
Annual Review of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc37
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
Post-Print / HAL2

Recent works citing Lubos Pastor (2026 and 2025)

YearTitle of citing document
2024Real Effects of Markets on Politics: Evidence from US Presidential Elections. (2024). Lin, Leming ; Koch, Andrew ; Crane, Alan D. In: American Economic Review: Insights. RePEc:aea:aerins:v:6:y:2024:i:1:p:73-88.

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2024Quantitative easing and its implications for contingent convertible triggers: an analytical perspective. (2024). Vid, Alin Ioan ; Chepti, Alexandra ; Cotescu, Rzvan ; Vasilca, Miruna-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:357-373.

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2024Impact of Geoeconomic Fragmentation on Macroeconomic Performance in West Africa: The Moderating Role of Governance. (2024). Oshodi, Ayodele F ; Omoniyi, Akinsoto B ; Kilishi, Abdulhakeem A. In: African Journal of Economic Review. RePEc:ags:afjecr:362926.

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2025U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314.

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2025Market Responses to Financial Distress: A Comparative Study of the U.S. and Chinese Markets. (2025). Elzalabany, Mohamed Salah. In: International Journal of Science and Business. RePEc:aif:journl:v:45:y:2025:i:1:p:14-29.

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2025Is Impact Investor Behavior Different ?. (2025). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Hassan, Ali. In: AMSE Working Papers. RePEc:aim:wpaimx:2521.

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2026ESG Mutual Fund Attributes and Investor Behavior. (2026). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2026001.

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2024Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:319.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2024). Zhang, Huacheng ; Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2104.12975.

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2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2026Decarbonization of financial markets: a mean-field game approach. (2023). Lavigne, Pierre ; Tankov, Peter. In: Papers. RePEc:arx:papers:2301.09163.

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2025Navigating Uncertainty in ESG Investing. (2025). Wirjanto, Tony S ; Porth, Lysa ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163.

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2025From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2310.17721.

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2024The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Papers. RePEc:arx:papers:2401.16455.

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2024Fast Online Changepoint Detection. (2024). Rossi, Eduardo ; Trapani, Lorenzo ; Ghezzi, Fabrizio. In: Papers. RePEc:arx:papers:2402.04433.

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2024Ponzi Funds. (2024). van der Beck, Philippe ; Bouchaud, Jean-Philippe ; Villamaina, Dario. In: Papers. RePEc:arx:papers:2405.12768.

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2025Artificial intelligence and financial crises. (2024). Danielsson, Jon ; Uthemann, Andreas. In: Papers. RePEc:arx:papers:2407.17048.

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2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

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2024Green bubbles: a four-stage paradigm for detection and propagation. (2024). Grossi, Luigi ; Vriz, Gian Luca. In: Papers. RePEc:arx:papers:2410.06564.

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2024The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress. (2024). Westerhoff, Frank ; Radi, Davide. In: Papers. RePEc:arx:papers:2410.20379.

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2025Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2411.05803.

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2025Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading. (2025). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2412.15448.

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2025Asset 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.

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2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731.

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2026Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025The bias of IID resampled backtests for rolling-window mean-variance portfolios. (2025). Paskaramoorthy, Andrew ; van Zyl, Terence ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2505.06383.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2025Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766.

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2025100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration. (2025). , Sandy ; Kaban, Siti N ; Nugraha, Cahya. In: Papers. RePEc:arx:papers:2506.18738.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Propensity score with factor loadings: the effect of the Paris Agreement. (2025). Morelli, Giacomo ; Mercatanti, Andrea ; Forino, Angelo. In: Papers. RePEc:arx:papers:2507.08764.

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2025Data Synchronization at High Frequencies. (2025). Kong, Xinbing ; Liu, Cheng ; Wu, Bin. In: Papers. RePEc:arx:papers:2507.12220.

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2025Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach. (2025). Luan, Yuqi. In: Papers. RePEc:arx:papers:2508.14656.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2025Combined machine learning for stock selection strategy based on dynamic weighting methods. (2025). He, Zhiyang ; Cai, Lin ; Zhang, Caiya. In: Papers. RePEc:arx:papers:2508.18592.

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2025How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435.

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2025Heterogeneous Agents in the Data Economy. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2509.09656.

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2025Dynamic Factor Models with Forward-Looking Views. (2025). Abdelhakmi, Anas. In: Papers. RePEc:arx:papers:2509.11528.

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2025Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model. (2025). Omotade, Blessing ; Rachev, Svetlozar T ; Lindquist, Brent W ; Nyarko, Nancy Asare ; Divelgama, Bhathiya. In: Papers. RePEc:arx:papers:2509.18099.

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2025Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India. (2025). Agarwal, Pankaj K ; Pradhan, H K ; Saxena, Konark. In: Papers. RePEc:arx:papers:2510.02741.

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2025FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986.

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2025Downside Risk-Aware Equilibria for Strategic Decision-Making. (2025). Slumbers, Oliver ; Ganesh, Sumitra ; Ardon, Leo ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2510.03446.

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2025Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty. (2025). Cha, Jinho ; Lee, Jaejin ; Cho, Jaeyoung ; le Hoa, Thi ; Pham, Long. In: Papers. RePEc:arx:papers:2510.06986.

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2025Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data. (2025). Nefzi, Nourhaine ; Abid, Abir. In: Papers. RePEc:arx:papers:2511.05315.

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2026Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information. (2025). Colaneri, Katia ; Mancinelli, Daniele ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2511.19186.

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2025A3T-GCN for FTSE100 Components Price Forecasting. (2025). Paredes, A L. In: Papers. RePEc:arx:papers:2511.21873.

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2025Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election. (2025). Luwang, Salam Rabindrajit ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Sharma, Buddha Nath ; Chakraborty, Tanujit ; Saha, Suman. In: Papers. RePEc:arx:papers:2512.00893.

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2026Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2512.18648.

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2026Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction. (2026). Garrone, Roberto. In: Papers. RePEc:arx:papers:2601.05924.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026Emissions-Robust Portfolios. (2026). Gao, Oliver H ; Qureshi, Khizar. In: Papers. RePEc:arx:papers:2601.06507.

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2026Pricing Catastrophe: How Extreme Political Shocks Reprice Sovereign Risk, Beliefs, and Growth Expectations. (2026). Spruk, Rok ; Ichev, Riste. In: Papers. RePEc:arx:papers:2601.20724.

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2026Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models. (2026). Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2601.21447.

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2026Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856.

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2026Bayesian Parametric Portfolio Policies. (2026). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2602.21173.

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2026Network Effects in Corporate Emissions: Evidence from a Data-Dependent Spatial Panel Model. (2026). Ventouri, Alexia ; Sarafidis, Vasilis ; Kapetanios, George ; Asimakopoulos, Stylianos. In: Papers. RePEc:arx:papers:2602.21434.

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2026Political Shocks and Price Discovery in Prediction Markets: Evidence from the 2024 U.S. Presidential Election. (2026). Yang, Zichao ; Tsang, Kwok Ping. In: Papers. RePEc:arx:papers:2603.03152.

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2026Optimal Savings under Transition Uncertainty and Learning Dynamics. (2026). Zhang, Xinxin ; Ma, Qingyin. In: Papers. RePEc:arx:papers:2603.08663.

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2026A Double Categorical Framework for Multi-Stage Portfolio Construction and Alignment. (2026). Phoa, Wesley. In: Papers. RePEc:arx:papers:2603.12301.

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2026GENIUS Effects on the Stablecoin Economy. (2026). Lingampalli, Shrey. In: Papers. RePEc:arx:papers:2603.24842.

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2026Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships. (2026). Lacava, Demetrio. In: Papers. RePEc:arx:papers:2603.25285.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2026Priced risk in corporate bonds. (2026). Mueller, Philippe ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.05699.

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2026The Corporate Bond Factor Replication Crisis. (2026). Rossetti, Giulio ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.07880.

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2026Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262.

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2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

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2025Asymmetry Impact of Economic Policy Uncertainty on Economic Growth in Nigeria. (2025). Ph, Abiola Lydia. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-4:p:1175-1189.

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2025Bridging the Climate Finance Gap: Behavioral and Market Barriers to Efficient Climate Risk Pricing in Emerging Economies. (2025). Perveen, Ashi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:6392-6426.

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2025Determination of Economic and Financial Factors Affecting Investment Instruments: An Application on Borsa Ä°stanbul. (2025). Ege, Ilhan ; Koycu, Erol. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:19:y:2025:i:1:p:22-45.

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2025Index fund flows and fund distribution channels. (2025). Barahona, Ricardo. In: Working Papers. RePEc:bde:wpaper:2518.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26.

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2024Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Marinelli, Giuseppe ; Liberati, Danilo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24.

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2024Portfolio decarbonisation strategies: questions and suggestions. (2024). Angelini, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_840_24.

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2024The 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.

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2025Cui prodest? The heterogeneous impact of green bonds on companies ESG score. (2025). Zaghini, Andrea ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1499_25.

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2024Geopolitical Risk and Emerging Markets Sovereign Risk Premia. (2024). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1282.

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2024Pricing the common stocks in emerging markets: The role of economic policy uncertainty. (2024). Arkol, Orbay ; Azimli, Asil. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:1:p:31-50:id:93.

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2025Pricing of Green Bonds: Greenium Dynamics and the Role of Retail Investors. (2025). Pietsch, Allegra ; Salakhova, Dilyara. In: Working papers. RePEc:bfr:banfra:1010.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2024Some 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.

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2026Mutual Fund Performance: A Review of the Literature. (2026). Puopolo, Giovanni Walter. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:1-13:id:3412.

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2024Corporate payout policy: are financial firms different?. (2024). Shin, Hyun Song ; Oliviero, Tommaso ; Gambacorta, Leonardo ; Caiazzo, Emmanuel. In: BIS Working Papers. RePEc:bis:biswps:1168.

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2024Does Firm‐level Political Uncertainty Affect the Mispricing of Earnings? A Natural Experiment through Government‐to‐business Revolving Door. (2024). Zhu, Zhenmei ; Huang, Haijie ; Lee, Edward ; Lyu, Changjiang. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:446-491.

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2025The Value Relevance of a Firms Carbon Risk Profile. (2025). Clarkson, Peter ; Herbohn, Kathleen ; Millar, Ingrid. In: Abacus. RePEc:bla:abacus:v:61:y:2025:i:3:p:555-601.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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2024A cross‐cultural study of ESG impact on corporate performance and equity. (2024). Zhai, Zhenkai ; Lv, Yongbin ; Wu, Lei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:5:p:4771-4788.

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2024Investor sentiment and mutual fund flow‐performance sensitivity: Evidence from China. (2024). Wu, Yuling ; Zhang, Xueyong. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:s1:p:5133-5167.

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2025Carbon emissions and CEO pay. (2025). Ranasinghe, Tharindra ; Hossain, Ashrafee ; Amin, Abu. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:2:p:1128-1158.

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2025Addressing CSR Red Flags as a Strategic Response to Economic Policy Uncertainty. (2025). Dai, Yunhao ; Tan, Weiqiang ; Yao, Daifei. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2778-2804.

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2025Sustainability Assurance Practice Diversity and Idiosyncratic Risk in Carbon‐Intensive Firms: A Textual Analysis Approach. (2025). Snchezsancho, Marta ; Martnezferrero, Jennifer ; Perotepea, Javier. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3664-3687.

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2025Economic Policy Uncertainty–Bank Risk Nexus: Cross‐Country Evidence. (2025). Samarasinghe, Ama ; Ahmed, Abdullahi D. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3844-3865.

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2025Leadership Power: The Absence of Political Incentives and ESG Performance. (2025). Meng, YU ; Cheng, Maoyong. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:5:p:4446-4472.

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2026The Power of Colour: Does the Visual Communication of ESG Disclosure Promote Stock Liquidity?. (2026). Qin, Ping ; Xiao, Qiyong ; Wang, Tingting. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:722-737.

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2026Comment on “Inclusive Wealth and ESG Practices: Financial Impacts in a Global Context”. (2026). Zou, Yuxia. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:21:y:2026:i:1:p:39-40.

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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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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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2025Sustainable Investing In: Annual Review of Financial Economics.
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2024Sustainable Investing.(2024) In: NBER Working Papers.
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2009Learning in Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article134
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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2020Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: Working and Discussion Papers.
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2021Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series.
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2020Sustainable Investing in Equilibrium In: Working Papers.
[Full Text][Citation analysis]		paper482
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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This paper has nother version. Agregated cites: 482		article
2019Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 482		paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers.
[Full Text][Citation analysis]		paper113
2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: CEPR Discussion Papers.
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2020Mutual Fund Performance and Flows During the COVID-19 Crisis.(2020) In: NBER Working Papers.
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Mutual Fund Performance and Flows during the COVID-19 Crisis.() In: The Review of Asset Pricing Studies.
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This paper has nother version. Agregated cites: 113		article
1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
[Full Text][Citation analysis]		article72
1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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1998Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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1998Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 72		paper
2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]		article174
Portfolio Selection and Asset Pricing Models.() In: CRSP working papers.
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This paper has nother version. Agregated cites: 174		paper
Portfolio Selection and Asset Pricing Models..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 174		paper
2001The Equity Premium and Structural Breaks In: Journal of Finance.
[Full Text][Citation analysis]		article155
2000The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 155		paper
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: 155		paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 155		paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
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This paper has nother version. Agregated cites: 155		paper
2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]		article339
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 339		paper
2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 339		paper
2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
[Full Text][Citation analysis]		article107
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 107		paper
2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 107		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]		article183
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 183		paper
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 183		paper
2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]		article148
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		paper
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 148		paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		paper
2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
[Full Text][Citation analysis]		article94
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 94		paper
2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 94		paper
2012Uncertainty about Government Policy and Stock Prices In: Journal of Finance.
[Full Text][Citation analysis]		article1096
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1096		paper
2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
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2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1096		paper
2016The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance.
[Full Text][Citation analysis]		article401
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		paper
2017Do Funds Make More When They Trade More? In: Journal of Finance.
[Full Text][Citation analysis]		article58
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2014Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 58		paper
2021Inequality Aversion, Populism, and the Backlash against Globalization In: Journal of Finance.
[Full Text][Citation analysis]		article70
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article28
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 28		paper
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2024Nonstandard Errors.(2024) In: Post-Print.
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2024Nonstandard Errors.(2024) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2016Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper70
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2020Political Cycles and Stock Returns.(2020) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 70		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]		paper1
2020Fund tradeoffs.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2017Fund Tradeoffs.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
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2018The Capital Markets Union: Key Challenges In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Liquidity Risk After 20 Years In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2019Liquidity Risk After 20 Years.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2019Liquidity Risk After 20 Years.(2019) In: Critical Finance Review.
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This paper has nother version. Agregated cites: 16		article
2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper62
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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This paper has nother version. Agregated cites: 62		article
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: 62		paper
2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2118
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 2118		paper
2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
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Liquidity Risk and Expected Stock Returns.() In: CRSP working papers.
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This paper has nother version. Agregated cites: 2118		paper
2003Stock Prices and IPO Waves In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper197
2006Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197		article
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: 197		paper
2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197		paper
2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper49
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 nother version. Agregated cites: 49		paper
2009Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2010On the Size of the Active Management Industry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2012On the Size of the Active Management Industry.(2012) In: Journal of Political Economy.
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2011Political Uncertainty and Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1063
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1063		article
2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1063		paper
2014Scale and Skill in Active Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper202
2015Scale and skill in active management.(2015) In: Journal of Financial Economics.
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2014Scale and Skill in Active Management.(2014) In: NBER Working Papers.
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2024Fifty shades of QE: Robust evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2023Fifty Shades of QE: Robust Evidence.(2023) In: Working and Discussion Papers.
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2022Dissecting green returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article351
2021Dissecting Green Returns.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 351		paper
2025Green tilts In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2023Green Tilts.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
[Full Text][Citation analysis]		article209
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.
[Full Text][Citation analysis]		article148
Mutual Fund Performance and Seemingly Unrelated Assets.”.() In: CRSP working papers.
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2002Investing in equity mutual funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article90
Investing in Equity Mutual Funds.() In: CRSP working papers.
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This paper has nother version. Agregated cites: 90		paper
1997Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1997Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother 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]		paper90
1998Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
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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: The Review of Financial Studies.
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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]		paper5
2022Steering a Ship in Illiquid Waters: Active Management of Passive Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2024Carbon Burden In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2026The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits 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]		article2

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