Robert F. Stambaugh

University of Pennsylvania, Philadelphia, PA, United States

Finance

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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