Robert F. Stambaugh
Affiliations: | University of Pennsylvania, Philadelphia, PA, United States |
Area:
FinanceGoogle:
"Robert Stambaugh"
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Publications
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Pastor L, Stambaugh RF, Taylor LA. (2019) Sustainable Investing in Equilibrium National Bureau of Economic Research |
Liu J, Stambaugh RF, Yuan Y. (2019) Size and Value in China Journal of Financial Economics. 134: 48-69 |
Pástor Ľ, Stambaugh RF, Taylor LA. (2017) Do Funds Make More When They Trade More?: Do Funds Make More When They Trade More? Journal of Finance. 72: 1483-1528 |
Pastor L, Stambaugh RF, Taylor LA. (2016) Do Funds Make More When They Trade More Journal of Finance. 72: 1483-1528 |
Stambaugh RF, Yu J, Yuan Y. (2015) Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle Journal of Finance. 70: 1903-1948 |
Pástor Ľ, Stambaugh RF, Taylor LA. (2015) Scale and skill in active management Journal of Financial Economics. 116: 23-45 |
Stambaugh RF. (2014) Investment Noise and Trends National Bureau of Economic Research |
Stambaugh RF. (2014) Presidential address: Investment noise and trends Journal of Finance. 69: 1415-1453 |
Stambaugh RF, Yu J, Yuan Y. (2014) The long of it: Odds that investor sentiment spuriously predicts anomaly returns Journal of Financial Economics. 114: 613-619 |
Pástor L, Stambaugh RF. (2012) Are Stocks Really Less Volatile in the Long Run? Journal of Finance. 67: 431-478 |