| Year |
Citation |
Score |
| 2019 |
Pastor L, Stambaugh RF, Taylor LA. Sustainable Investing in Equilibrium National Bureau of Economic Research. DOI: 10.2139/Ssrn.3498354 |
0.462 |
|
| 2019 |
Liu J, Stambaugh RF, Yuan Y. Size and Value in China Journal of Financial Economics. 134: 48-69. DOI: 10.1016/J.Jfineco.2019.03.008 |
0.421 |
|
| 2017 |
Pástor Ľ, Stambaugh RF, Taylor LA. Do Funds Make More When They Trade More?: Do Funds Make More When They Trade More? Journal of Finance. 72: 1483-1528. DOI: 10.1111/Jofi.12509 |
0.364 |
|
| 2016 |
Pastor L, Stambaugh RF, Taylor LA. Do Funds Make More When They Trade More Journal of Finance. 72: 1483-1528. DOI: 10.2139/Ssrn.2524397 |
0.429 |
|
| 2015 |
Stambaugh RF, Yu J, Yuan Y. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle Journal of Finance. 70: 1903-1948. DOI: 10.1111/Jofi.12286 |
0.429 |
|
| 2015 |
Pástor Ľ, Stambaugh RF, Taylor LA. Scale and skill in active management Journal of Financial Economics. 116: 23-45. DOI: 10.1016/J.Jfineco.2014.11.008 |
0.347 |
|
| 2014 |
Stambaugh RF. Investment Noise and Trends National Bureau of Economic Research. DOI: 10.2139/Ssrn.2374103 |
0.389 |
|
| 2014 |
Stambaugh RF. Presidential address: Investment noise and trends Journal of Finance. 69: 1415-1453. DOI: 10.1111/Jofi.12174 |
0.395 |
|
| 2014 |
Stambaugh RF, Yu J, Yuan Y. The long of it: Odds that investor sentiment spuriously predicts anomaly returns Journal of Financial Economics. 114: 613-619. DOI: 10.1016/J.Jfineco.2014.07.008 |
0.379 |
|
| 2012 |
Pástor L, Stambaugh RF. Are Stocks Really Less Volatile in the Long Run? Journal of Finance. 67: 431-478. DOI: 10.1111/J.1540-6261.2012.01722.X |
0.43 |
|
| 2012 |
Pástor L, Stambaugh RF. On the size of the active management industry Journal of Political Economy. 120: 740-781. DOI: 10.1086/667987 |
0.315 |
|
| 2012 |
Stambaugh RF, Yu J, Yuan Y. The short of it: Investor sentiment and anomalies Journal of Financial Economics. 104: 288-302. DOI: 10.1016/J.Jfineco.2011.12.001 |
0.401 |
|
| 2011 |
Stambaugh RF. Inference about Survivors Quarterly Journal of Finance. 1: 423-464. DOI: 10.1142/S2010139211000158 |
0.381 |
|
| 2009 |
Pástor L, Stambaugh RF. Predictive Systems: Living with imperfect predictors Journal of Finance. 64: 1583-1628. DOI: 10.1111/J.1540-6261.2009.01474.X |
0.394 |
|
| 2008 |
Pastor L, Stambaugh RF. Predictive Systems: Living with Imperfect Predictors National Bureau of Economic Research. DOI: 10.2139/Ssrn.953272 |
0.354 |
|
| 2003 |
Pástor L, Stambaugh RF. Liquidity risk and expected stock returns Journal of Political Economy. 111: 642-685. DOI: 10.1086/374184 |
0.419 |
|
| 2002 |
Pástor L, Stambaugh RF. Investing in equity mutual funds Journal of Financial Economics. 63: 351-380. DOI: 10.1016/S0304-405X(02)00065-X |
0.449 |
|
| 2002 |
Pástor L, Stambaugh RF. Mutual fund performance and seemingly unrelated assets Journal of Financial Economics. 63: 315-349. DOI: 10.1016/S0304-405X(02)00064-8 |
0.396 |
|
| 2001 |
Pastor L, Stambaugh RF. Liquidity Risk and Expected Stock Returns National Bureau of Economic Research. DOI: 10.2139/Ssrn.279804 |
0.444 |
|
| 2001 |
Pastor L, Stambaugh RF. The Equity Premium and Structural Breaks Journal of Finance. 56: 1207-1239. DOI: 10.1111/0022-1082.00365 |
0.413 |
|
| 2000 |
Pastor L, Stambaugh RF. Evaluating and Investing in Equity Mutual Funds National Bureau of Economic Research. DOI: 10.2139/Ssrn.229271 |
0.414 |
|
| 2000 |
Pastor L, Stambaugh RF. Comparing Asset Pricing Models: an Investment Perspective Journal of Financial Economics. 56: 335-381. DOI: 10.1016/S0304-405X(00)00044-1 |
0.427 |
|
| 1999 |
Pastor L, Stambaugh RF. Costs of Equity Capital and Model Mispricing Journal of Finance. 54: 67-121. DOI: 10.1111/0022-1082.00099 |
0.42 |
|
| 1997 |
Stambaugh RF. Analyzing Investments Whose Histories Differ in Length Journal of Financial Economics. 45: 285-331. DOI: 10.1016/S0304-405X(97)00020-2 |
0.417 |
|
| 1996 |
Kandel S, Stambaugh RF. On the Predictability of Stock Returns: An Asset-Allocation Perspective Journal of Finance. 51: 385-424. DOI: 10.1111/J.1540-6261.1996.Tb02689.X |
0.412 |
|
| 1995 |
Kandel S, Stambaugh RF. Portfolio Inefficiency and the Cross-Section of Expected Returns Journal of Finance. 50: 157-184. DOI: 10.1111/J.1540-6261.1995.Tb05170.X |
0.44 |
|
| 1995 |
Kandel S, McCulloch RE, Stambaugh RF. Bayesian Inference and Portfolio Efficiency Review of Financial Studies. 8: 1-53. DOI: 10.1093/Rfs/8.1.1 |
0.375 |
|
| 1994 |
Kandel S, Stambaugh RF. Correction: A Mean-Variance Framework for Tests of Asset Pricing Models Review of Financial Studies. 7: 803-804. DOI: 10.1093/Rfs/7.4.803 |
0.362 |
|
| 1991 |
Kandel S, Stambaugh RF. Asset returns and intertemporal preferences Journal of Monetary Economics. 27: 39-71. DOI: 10.1016/0304-3932(91)90004-8 |
0.49 |
|
| 1990 |
Kandel S, Stambaugh RF. Expectations and Volatility of Consumption and Asset Returns Review of Financial Studies. 3: 207-232. DOI: 10.1093/Rfs/3.2.207 |
0.456 |
|
| 1990 |
Chen N, Grundy B, Stambaugh RF. Changing Risk, Changing Risk Premiums, and Dividend Yield Effects The Journal of Business. 63: 51-70. DOI: 10.1086/296493 |
0.326 |
|
| 1989 |
Kandel S, Stambaugh RF. A Mean-Variance Framework for Tests of Asset Pricing Models Review of Financial Studies. 2: 125-156. DOI: 10.1093/Rfs/2.2.125 |
0.386 |
|
| 1988 |
Stambaugh RF. The information in forward rates. Implications for models of the term structure Journal of Financial Economics. 21: 41-70. DOI: 10.1016/0304-405X(88)90031-1 |
0.356 |
|
| 1987 |
FERSON WE, KANDEL S, STAMBAUGH RF. Tests of Asset Pricing with Time‐Varying Expected Risk Premiums and Market Betas The Journal of Finance. 42: 201-220. DOI: 10.1111/J.1540-6261.1987.Tb02564.X |
0.497 |
|
| 1987 |
HUBERMAN G, KANDEL S, STAMBAUGH RF. Mimicking Portfolios and Exact Arbitrage Pricing The Journal of Finance. 42: 1-9. DOI: 10.1111/J.1540-6261.1987.Tb02546.X |
0.347 |
|
| 1987 |
Kandel S, Stambaugh RF. On correlations and inferences about mean-variance efficiency Journal of Financial Economics. 18: 61-90. DOI: 10.1016/0304-405X(87)90061-4 |
0.329 |
|
| 1987 |
French KR, Schwert GW, Stambaugh RF. Expected stock returns and volatility Journal of Financial Economics. 19: 3-29. DOI: 10.1016/0304-405X(87)90026-2 |
0.498 |
|
| 1986 |
Stambaugh RF. Does the Stock Market Rationally Reflect Fundamental Values? Discussion Journal of Finance. 41: 601-602. DOI: 10.2307/2328488 |
0.442 |
|
| 1986 |
Keim DB, Stambaugh RF. Predicting returns in the stock and bond markets Journal of Financial Economics. 17: 357-390. DOI: 10.1016/0304-405X(86)90070-X |
0.468 |
|
| 1984 |
KEIM DB, STAMBAUGH RF. A Further Investigation of the Weekend Effect in Stock Returns The Journal of Finance. 39: 819-835. DOI: 10.1111/J.1540-6261.1984.Tb03675.X |
0.486 |
|
| 1983 |
Stambaugh RF. Testing the CAPM with broader market indexes. A problem of mean-deficiency Journal of Banking and Finance. 7: 5-16. DOI: 10.1016/0378-4266(83)90052-3 |
0.46 |
|
| 1983 |
Blume ME, Stambaugh RF. Biases in computed returns. An application to the size effect Journal of Financial Economics. 12: 387-404. DOI: 10.1016/0304-405X(83)90056-9 |
0.404 |
|
| 1983 |
Stambaugh RF. Arbitrage pricing with information Journal of Financial Economics. 12: 357-369. DOI: 10.1016/0304-405X(83)90054-5 |
0.423 |
|
| 1982 |
Stambaugh RF. On the exclusion of assets from tests of the two-parameter model. A sensitivity analysis Journal of Financial Economics. 10: 237-268. DOI: 10.1016/0304-405X(82)90002-2 |
0.418 |
|
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