Lubos Pastor : Citation Profile

Are you Lubos Pastor?

University of Chicago

30

H index

34

i10 index

7288

Citations

RESEARCH PRODUCTION:

36

Articles

95

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 269
   Journals where Lubos Pastor has often published
   Relations with other researchers
   Recent citing documents: 976.    Total self citations: 61 (0.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa276
   Updated: 2024-12-03    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Stambaugh, Robert (13)

Fabo, Brian (9)

Harris, Jeffrey (4)

Frömmel, Michael (4)

Jalkh, Naji (4)

Johannesson, Magnus (4)

Rinne, Kalle (4)

Ranaldo, Angelo (4)

Sarno, Lucio (4)

Foucault, Thierry (4)

Shachar, Or (4)

Menkveld, Albert (4)

Nielsson, Ulf (4)

Ait-Sahalia, Yacine (4)

Hurlin, Christophe (4)

Hautsch, Nikolaus (4)

Brownlees, Christian (4)

Ødegaard, Bernt (4)

Schenk-Hoppé, Klaus (4)

Vilkov, Grigory (4)

Frijns, Bart (4)

Smales, Lee (4)

Pasquariello, Paolo (4)

Caporin, Massimiliano (4)

Schuerhoff, Norman (4)

Verousis, Thanos (4)

Schwarz, Marco (4)

Davies, Ryan (4)

Huang, Wenqian (4)

Lof, Matthijs (4)

Dimpfl, Thomas (4)

Chernov, Mikhail (4)

Colliard, Jean-Edouard (4)

Zhang, S. Sarah (4)

Talavera, Oleksandr (4)

Walther, Thomas (4)

Horenstein, Alex (4)

Stefanova, Denitsa (4)

Palan, Stefan (4)

Reitz, Stefan (4)

Sojli, Elvira (4)

Bos, Charles (4)

Füllbrunn, Sascha (4)

Liew, Chee (4)

Deku, Solomon (4)

Renault, Thomas (4)

Jurkatis, Simon (4)

Deev, Oleg (4)

Wolff, Christian (4)

FERROUHI, EL MEHDI (4)

CAPELLE-BLANCARD, Gunther (4)

Dreber, Anna (4)

Gehrig, Thomas (4)

Korajczyk, Robert (4)

Güçbilmez, Ufuk (3)

Taylor, Nick (3)

Mihet, Roxana (3)

Eugster, Nicolas (3)

Xia, Shuo (3)

Wilhelmsson, Anders (3)

Aloosh, Arash (3)

Roy, Saurabh (3)

Holzmeister, Felix (3)

Neszveda, Gabor (3)

Xiu, Dacheng (3)

Alexeev, Vitali (3)

Koetter, Michael (3)

Degryse, Hans (3)

Voigt, Stefan (3)

Bohorquez Correa, Santiago (3)

Vogel, Sebastian (2)

Zhou, Chen (2)

Park, Andreas (2)

Tonks, Ian (2)

Adrian, Tobias (2)

Gil-Bazo, Javier (2)

Regis, Luca (2)

He, Xuezhong (Tony) (2)

LINTON, OLIVER (2)

Abudy, Menachem (2)

Heath, Davidson (2)

van Kervel, Vincent (2)

Kearney, Fearghal (2)

Lopez-Lira, Alejandro (2)

Dumitrescu, Ariadna (2)

Söderlind, Paul (2)

Ferrara, Gerardo (2)

Bjønnes, Geir (2)

Moinas, Sophie (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Gerritsen, Dirk (2)

Chow, Nikolai Sheung-Chi (2)

Patel, Vinay (2)

Rakowski, David (2)

Bouri, Elie (2)

Pelizzon, Loriana (2)

Theissen, Erik (2)

Patton, Andrew (2)

Putnins, Talis (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Gorbenko, Arseny (2)

Kassner, Bernhard (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Lajaunie, Quentin (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 (81)

Davis, Steven (41)

Demirer, Riza (38)

bloom, nicholas (35)

wermers, russell (34)

Baker, Scott (33)

Guidolin, Massimo (32)

Pettenuzzo, Davide (28)

Zhou, Guofu (28)

Van Nieuwerburgh, Stijn (27)

Pedersen, Lasse (25)

Cites to:

Stambaugh, Robert (52)

French, Kenneth (30)

Fama, Eugene (18)

Saez, Emmanuel (14)

Piketty, Thomas (14)

Titman, Sheridan (12)

Shleifer, Andrei (11)

Ritter, Jay (11)

Kacperczyk, Marcin (11)

wermers, russell (9)

Zechner, Josef (8)

Main data

Where Lubos Pastor has published?

Journals with more than one article published# docs
Journal of Finance13
Journal of Financial Economics9
Critical Finance Review3
Journal of Political Economy3
The 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, Inc35
CEPR Discussion Papers / C.E.P.R. Discussion Papers27
Working Papers / Becker Friedman Institute for Research In Economics3
Working and Discussion Papers / Research Department, National Bank of Slovakia2

Recent works citing Lubos Pastor (2024 and 2023)

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

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

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

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2023.

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

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2024Robustifying 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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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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

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

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

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

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

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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

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

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

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

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

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

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

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2023.

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2023.

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2023.

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

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2024Was 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.

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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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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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2023.

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

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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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2023Conditional Mandates on Management Earnings Forecasts: The Impact on the Cost of Debt. (2023). Zhu, Nathan Zhenghang ; Wang, Kun Tracy. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:901-953.

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2023Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092.

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2023Why 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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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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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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2024.

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2024The causal effect of political risk on the stock market: Evidence from a natural experiment. (2024). Liu, Jie ; Zhu, Yinglun. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:145-162.

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2024.

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2024Can 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.

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

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2024Economic insecurity and the demand for populism in Europe. (2024). Morelli, M ; Herrera, H ; Guiso, L ; Sonno, T. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:588-620.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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

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

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

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

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2024Are sustainability?linked loans designed to effectively incentivize corporate sustainability? A framework for review. (2023). Martin, Fabio ; Bannier, Christina E ; Auzepy, Alix. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:643-675.

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2024Mutual 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.

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2024Institutional trading, investor sentiment, and lottery‐like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624.

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

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

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

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

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2024.

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

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

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

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

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

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

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

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

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

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

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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]		article183
2005Technological Revolutions and Stock Prices.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 183		paper
2005Technological Revolutions and Stock Prices.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 183		paper
2009Learning in Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article128
2009Learning in Financial Markets.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2009Learning in Financial Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2020Fifty Shades of QE: Conflicts of Interest in Economic Research In: Working Papers.
[Full Text][Citation analysis]		paper20
2020Fifty Shades of QE: Conflicts of Interest in Economic Research.(2020) In: Working and Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2021Fifty shades of QE: Conflicts of interest in economic research.(2021) In: IMFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2020Sustainable Investing in Equilibrium In: Working Papers.
[Full Text][Citation analysis]		paper188
2019Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2021Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		article
2019Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 188		paper
2020Mutual Fund Performance and Flows During the COVID-19 Crisis In: Working Papers.
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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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This paper has nother version. Agregated cites: 77		paper
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1999Costs of Equity Capital and Model Mispricing In: Journal of Finance.
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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: 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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2000Portfolio Selection and Asset Pricing Models In: Journal of Finance.
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This paper has nother version. Agregated cites: 173		paper
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2001The Equity Premium and Structural Breaks In: Journal of Finance.
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2000The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers.
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1998The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 151		paper
2000The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 151		paper
2000The Equity Premium and Structural Breaks.(2000) In: CRSP working papers.
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2003Stock Valuation and Learning about Profitability In: Journal of Finance.
[Full Text][Citation analysis]		article309
2002Stock Valuation and Learning about Profitability.(2002) In: CEPR Discussion Papers.
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2002Stock Valuation and Learning about Profitability.(2002) In: NBER Working Papers.
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2005Judging Fund Managers by the Company They Keep In: Journal of Finance.
[Full Text][Citation analysis]		article96
2003Judging Fund Managers by the Company They Keep.(2003) In: CEPR Discussion Papers.
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2002Judging Fund Managers by the Company They Keep.(2002) In: NBER Working Papers.
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2005Rational IPO Waves In: Journal of Finance.
[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]		article169
2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: CEPR Discussion Papers.
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2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.(2006) In: NBER Working Papers.
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2009Predictive Systems: Living with Imperfect Predictors In: Journal of Finance.
[Full Text][Citation analysis]		article142
2007Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers.
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2007Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 142		paper
2008Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers.
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2012Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance.
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2009Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers.
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[Full Text][Citation analysis]		article878
2010Uncertainty about Government Policy and Stock Prices.(2010) In: CEPR Discussion Papers.
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2010Uncertainty about Government Policy and Stock Prices.(2010) In: NBER Working Papers.
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2011Uncertainty about Government Policy and Stock Prices.(2011) In: 2011 Meeting Papers.
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2016The Price of Political Uncertainty: Theory and Evidence from the Option Market In: Journal of Finance.
[Full Text][Citation analysis]		article328
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: CEPR Discussion Papers.
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2014The Price of Political Uncertainty: Theory and Evidence from the Option Market.(2014) In: NBER Working Papers.
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[Full Text][Citation analysis]		article46
2014Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers.
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2014Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers.
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[Full Text][Citation analysis]		article62
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2018Inequality Aversion, Populism, and the Backlash Against Globalization.(2018) In: NBER Working Papers.
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2015Income Inequality and Asset Prices under Redistributive Taxation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2016Income inequality and asset prices under redistributive taxation.(2016) In: Journal of Monetary Economics.
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2015Income Inequality and Asset Prices under Redistributive Taxation.(2015) In: NBER Working Papers.
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2017Political Cycles and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper60
2017Political Cycles and Stock Returns.(2017) In: NBER Working Papers.
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2020Political Cycles and Stock Returns.(2020) In: Journal of Political Economy.
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2017Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers.
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[Full Text][Citation analysis]		paper1
2020Fund tradeoffs.(2020) In: Journal of Financial Economics.
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2017Fund Tradeoffs.(2017) In: NBER Working Papers.
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2019Liquidity Risk After 20 Years.(2019) In: NBER Working Papers.
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[Full Text][Citation analysis]		paper48
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2020Fifty Shades of QE: Comparing Findings of Central Bankers and Academics.(2020) In: NBER Working Papers.
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2002Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1936
2001Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers.
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2003Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy.
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[Full Text][Citation analysis]		paper11
2003Stock Prices and IPO Waves.(2003) In: NBER Working Papers.
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2004Was There A Nasdaq Bubble in the Late 1990s? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper190
2006Was there a Nasdaq bubble in the late 1990s?.(2006) In: Journal of Financial Economics.
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2004Was There a Nasdaq Bubble in the Late 1990s?.(2004) In: NBER Working Papers.
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2005Was There a Nasdaq Bubble in the Late 1990s?.(2005) In: 2005 Meeting Papers.
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2007Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2006) In: NBER Working Papers.
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2009Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability.(2009) In: The Review of Financial Studies.
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2010On the Size of the Active Management Industry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper78
2010On the Size of the Active Management Industry.(2010) In: NBER Working Papers.
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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]		paper837
2013Political uncertainty and risk premia.(2013) In: Journal of Financial Economics.
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2011Political Uncertainty and Risk Premia.(2011) In: NBER Working Papers.
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2014Scale and Skill in Active Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper169
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]		article1
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]		article147
2021Dissecting Green Returns.(2021) In: NBER Working Papers.
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2000Comparing asset pricing models: an investment perspective In: Journal of Financial Economics.
[Full Text][Citation analysis]		article193
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]		article143
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2002Investing in equity mutual funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article85
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2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper9
2021Non-Standard Errors.(2021) In: Working Papers.
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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]
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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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1999Asset Princing Models: Implications for Expected Returns and Portfolio Selection. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper86
1998Asset Pricing Models: Implications for Expected Returns and Portfolio Selection..(1998) In: Rodney L. White Center for Financial Research Working Papers.
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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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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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