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Stambaugh, Robert F.


 SSRN Author Rank: 247 by Downloads
 

University of Pennsylvania - The Wharton School


 The Wharton School, Finance Department
 University of Pennsylvania
 Philadelphia, PA 19104-6367
 United States
 215-898-5734 (Phone)
 215-898-6200 (Fax)
 email address

 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Stambaugh, Robert F.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,608
Total
Citations
2,104
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
26 May 08
Last Revised:
13 Dec 11
10,493
(172)
29

2.  
Geczy, Christopher
University of Pennsylvania - The Wharton School, Finance Department
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Levin, David
University of Pennsylvania - The Wharton School
Posted:
22 Jul 03
4,550
(826)
54

3.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
17 Aug 01
Last Revised:
13 Dec 11
3,647
(1,207)
752

4.   Incl. Electronic Paper
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Yu, Jianfeng
University of Minnesota
Yuan, Yu
Shanghai Advanced Institute of Finance
Posted:
15 Mar 10
Last Revised:
11 Mar 12
3,434
(1,325)
29

5.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
06 Jan 10
Last Revised:
24 Jul 12
2,656
(2,125)
15

6.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
12 Jan 07
Last Revised:
07 Jul 12
2,614
(2,190)
53

7.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Taylor, Lucian A.
University of Pennsylvania - The Wharton School
Posted:
01 Sep 13
Last Revised:
01 Aug 14
1,790
(4,237)
1

8.  
Investing In Equity Mutual Funds | Show Abstract | Download |
CRSP Working Paper No. 532
Working Paper Series
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
20 Sep 01
1,266
(7,619)
73

9.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
13 Jun 00
Last Revised:
13 Dec 11
936
(12,418)
71

10.   Incl. Electronic Paper
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
27 Feb 01
Last Revised:
13 Dec 11
930
(12,536)
97

11.   Incl. Electronic Paper
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Yu, Jianfeng
University of Minnesota
Yuan, Yu
Shanghai Advanced Institute of Finance
Posted:
02 Oct 12
Last Revised:
18 Jul 14
754
(17,231)
3

12.  
Costs of Equity from Factor-Based Models | Show Abstract | Download |
Rodney L. White Center Working Paper Series #8-97
Working Paper Series
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Pastor, Lubos
University of Chicago - Booth School of Business
Posted:
20 Oct 97
577
(25,100)
 

13.   Incl. Electronic Paper
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Pastor, Lubos
University of Chicago - Booth School of Business
Posted:
27 Oct 98
Last Revised:
13 Dec 11
505
(30,072)
86

14.   Incl. Electronic Paper
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
04 Jan 14
Last Revised:
28 Apr 14
481
(32,158)
 

15.   Incl. Electronic Paper
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Yu, Jianfeng
University of Minnesota
Yuan, Yu
Shanghai Advanced Institute of Finance
Posted:
11 Jul 12
Last Revised:
18 Feb 14
329
(51,204)
1

16.  
Predictive Regressions | Show Abstract | Download |
NBER Working Paper No. t0240
Working Paper Series
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
17 Mar 00
159
(109,113)
384

17.   Incl. Electronic Paper
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
24 Apr 98
Last Revised:
13 Dec 11
135
(125,645)
46

18.   Incl. Electronic Paper
Kandel (deceased), Shmuel
Deceased
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
31 Aug 95
Last Revised:
13 Dec 11
94
(164,289)
143

19.  
Asset Returns and Intertemporal Preferences | Show Abstract | Download |
NBER Working Paper No. w3633
Working Paper Series
Kandel (deceased), Shmuel
Deceased
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
28 Dec 06
73
(192,247)
55

20.  
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
05 May 00
65
(204,988)
92

21.  
Costs of Equity Capital and Model Mispricing | Show Abstract | Download |
NBER Working Paper No. w6490
Working Paper Series
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
04 Aug 00
45
(243,781)
44

22.   Incl. Electronic Paper
Kandel (deceased), Shmuel
Deceased
McCulloch, Robert E.
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
26 Oct 99
Last Revised:
13 Dec 11
37
(262,686)
23

23.  
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
25 May 06
24
(303,325)
4

24.  
Kandel, Shmuel
affiliation not provided to SSRN
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
08 Nov 11
14
(344,472)
49

25.  
Liquidity Risk and Expect Stock Returns | Show Abstract |
Journal of Political Economy, Vol. 111, June 2003
Accepted Paper Series
Pastor, Lubos
University of Chicago - Booth School of Business
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
22 Jul 03
 

26.  
Portfolio Inefficiency and the Cross Section of Expected Returns | Show Abstract |
JOURNAL OF FINANCE, Vol 50, No 1, March 1995
Accepted Paper Series
Kandel (deceased), Shmuel
Deceased
Stambaugh, Robert F.
University of Pennsylvania - The Wharton School
Posted:
10 May 00
 


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