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Pastor, Lubos's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
39,270 |
Total
Citations
2,032 |
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1.
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Are Stocks Really Less Volatile in the Long Run?
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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Posted:
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26 May 08
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Last Revised:
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13 Dec 11
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9,930
(151)
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25
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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9
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25
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long-run, risk, stock, variance
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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94
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25
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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26 May 08
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Last Revised:
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13 Dec 11
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9,827
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25
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stock, volatility, target-date funds, Bayesian, predictive system, predictive variance
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2.
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Liquidity Risk and Expected Stock Returns
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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Posted:
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17 Aug 01
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Last Revised:
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13 Dec 11
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3,455
(1,071)
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708
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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30
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704
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Asset pricing, liquidity risk, expected returns
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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69
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704
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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3,356
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701
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Asset pricing, liquidity risk, expected returns
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3.
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Learning in Financial Markets
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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08 Jan 09
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Last Revised:
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10 Jul 10
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3,090
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34
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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0
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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7
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33
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Bayesian, bubble, predictability, uncertainty, volatility
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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92
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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2,991
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33
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4.
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Technological Revolutions and Stock Prices
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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11 Apr 06
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Last Revised:
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06 Mar 10
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2,553
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55
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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13
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55
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Bubble, railroads, technology, innovation
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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40
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55
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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24 May 06
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Last Revised:
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15 Feb 08
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2,500
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55
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bubble, internet, railroads, technology, innovation, learning, uncertainty
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5.
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Predictive Systems: Living with Imperfect Predictors
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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Posted:
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12 Jan 07
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Last Revised:
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07 Jul 12
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2,499
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51
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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7
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49
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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3
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51
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Expected stock return, predictability, predictive regression, predictive system, state space model
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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52
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51
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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19 Feb 07
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Last Revised:
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13 Dec 11
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2,437
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51
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predictability, expected stock return, state space model, predictive system, predictive regression, imperfect predictors, Bayesian
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6.
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On the Size of the Active Management Industry
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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Posted:
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06 Jan 10
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Last Revised:
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24 Jul 12
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2,336
(2,167)
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13
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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2
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13
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active management, learning, returns to scale
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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23
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13
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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13 Jan 10
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Last Revised:
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13 Dec 11
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66
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13
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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| Posted: |
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06 Jan 10
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Last Revised:
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24 Jul 12
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2,245
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13
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active management, returns to scale, learning, mutual funds
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7.
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Judging Fund Managers by the Company They Keep
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Cohen, Randolph B. Harvard Business School - Finance Unit Coval, Joshua D. Harvard Business School - Finance Unit Pastor, Lubos University of Chicago - Booth School of Business
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Posted:
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06 Dec 02
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Last Revised:
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30 Oct 10
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2,148
(2,501)
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63
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Cohen, Randolph B. Harvard Business School - Finance Unit Coval, Joshua D. Harvard Business School - Finance Unit Pastor, Lubos University of Chicago - Booth School of Business
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31
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61
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Mutual funds, performance evaluation, persistence
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Cohen, Randolph B. Harvard Business School - Finance Unit Coval, Joshua D. Harvard Business School - Finance Unit Pastor, Lubos University of Chicago - Booth School of Business
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41
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61
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Cohen, Randolph B. Harvard Business School - Finance Unit Coval, Joshua D. Harvard Business School - Finance Unit Pastor, Lubos University of Chicago - Booth School of Business
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2,076
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61
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8.
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Uncertainty About Government Policy and Stock Prices
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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16 Jun 10
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Last Revised:
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06 Sep 12
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1,299
(5,990)
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28
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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2
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28
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government, learning, stock, uncertainty
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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12
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28
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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106
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28
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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| Posted: |
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16 Jun 10
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Last Revised:
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06 Sep 12
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1,179
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28
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government, policy, uncertainty, learning, stock, price
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9.
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Was There a Nasdaq Bubble in the Late 1990s?
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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06 Jul 04
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Last Revised:
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26 Feb 05
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1,293
(6,045)
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81
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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17
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81
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Bubble, valuation, uncertainty
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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41
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81
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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1,235
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80
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10.
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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1,248
(6,404)
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70
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mutual funds, portfolio selection
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11.
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Stock Valuation and Learning about Profitability
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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11 Mar 02
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Last Revised:
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27 Oct 10
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1,238
(6,481)
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188
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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0
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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31
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185
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Valuation, learning, uncertainty, profitability, market to book
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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38
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185
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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1,169
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184
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12.
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Stock Prices and IPO Waves
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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23 Jul 03
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Last Revised:
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23 Aug 07
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1,046
(8,647)
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12
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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20
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12
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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33
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12
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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993
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12
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13.
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Political Uncertainty and Risk Premia
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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24 Sep 11
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Last Revised:
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02 Apr 13
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1,011
(9,132)
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10
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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07 Dec 11
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Last Revised:
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11 Dec 12
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65
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10
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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2
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10
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Bayesian, government, learning, political, put, risk premium, uncertainty
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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06 Oct 11
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Last Revised:
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07 Jul 12
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164
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10
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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16
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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| Posted: |
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24 Sep 11
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Last Revised:
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02 Apr 13
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764
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10
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political, uncertainty, government, risk premium, put, learning, Bayesian
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14.
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Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
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Mackinlay, A. Craig University of Pennsylvania - Finance Department Pastor, Lubos University of Chicago - Booth School of Business
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Posted:
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27 Aug 98
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Last Revised:
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11 Dec 11
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960
(9,879)
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36
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Mackinlay, A. Craig University of Pennsylvania - Finance Department Pastor, Lubos University of Chicago - Booth School of Business
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58
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35
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Mackinlay, A. Craig University of Pennsylvania - Finance Department Pastor, Lubos University of Chicago - Booth School of Business
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902
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35
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15.
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Evaluating and Investing in Equity Mutual Funds
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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Posted:
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13 Jun 00
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Last Revised:
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13 Dec 11
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926
(10,448)
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69
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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53
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69
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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873
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69
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16.
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Mutual Fund Performance and Seemingly Unrelated Assets
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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Posted:
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27 Feb 01
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Last Revised:
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13 Dec 11
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914
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95
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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0
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performance evaluation, mutual funds, Bayesian analysis
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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914
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95
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Performance evaluation; Mutual funds; Bayesian analysis
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17.
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Entrepreneurial Learning, the Ipo Decision, and the Post-Ipo Drop in Firm Profitability
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Pastor, Lubos University of Chicago - Booth School of Business Taylor, Lucian University of Pennsylvania - The Wharton School Veronesi, Pietro University of Chicago - Booth School of Business
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Posted:
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17 Dec 06
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Last Revised:
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02 Feb 10
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768
(13,979)
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24
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Pastor, Lubos University of Chicago - Booth School of Business Taylor, Lucian University of Pennsylvania - The Wharton School Veronesi, Pietro University of Chicago - Booth School of Business
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2
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24
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Diversification, IPO, Learning
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business Taylor, Lucian University of Pennsylvania - The Wharton School
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39
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Pastor, Lubos University of Chicago - Booth School of Business Taylor, Lucian University of Pennsylvania - The Wharton School Veronesi, Pietro University of Chicago - Booth School of Business
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532
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24
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business Taylor, Lucian University of Pennsylvania - The Wharton School
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195
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24
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learning, IPO, diversification, profitability
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18.
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Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
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Pastor, Lubos University of Chicago - Booth School of Business Sinha, Meenakshi Cornerstone Research Swaminathan, Bhaskaran LSV Asset Management
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Posted:
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04 Jan 06
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Last Revised:
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19 Aug 10
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685
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67
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Pastor, Lubos University of Chicago - Booth School of Business Sinha, Meenakshi Cornerstone Research Swaminathan, Bhaskaran LSV Asset Management
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11
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67
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Implied cost of capital, risk-return tradeoff, international integration
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Pastor, Lubos University of Chicago - Booth School of Business Sinha, Meenakshi Cornerstone Research Swaminathan, Bhaskaran LSV Asset Management
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23
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67
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Pastor, Lubos University of Chicago - Booth School of Business Sinha, Meenakshi Cornerstone Research Swaminathan, Bhaskaran LSV Asset Management
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651
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67
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risk-return tradeoff, implied cost of capital, international integration
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19.
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Pastor, Lubos University of Chicago - Booth School of Business
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633
(18,497)
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102
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portfolio choice, Bayesian, asset pricing, CAPM
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20.
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Stambaugh, Robert F. University of Pennsylvania - The Wharton School Pastor, Lubos University of Chicago - Booth School of Business
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573
(21,244)
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21.
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The Equity Premium And Structural Breaks
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Stambaugh, Robert F. University of Pennsylvania - The Wharton School Pastor, Lubos University of Chicago - Booth School of Business
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Posted:
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27 Oct 98
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Last Revised:
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13 Dec 11
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499
(25,561)
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87
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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53
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87
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Stambaugh, Robert F. University of Pennsylvania - The Wharton School Pastor, Lubos University of Chicago - Booth School of Business
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446
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87
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22.
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Pastor, Lubos University of Chicago - Booth School of Business Veronesi, Pietro University of Chicago - Booth School of Business
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63
(179,238)
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84
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IPO, waves
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23.
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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62
(180,700)
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88
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24.
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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41
(217,763)
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42
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25.
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Pastor, Lubos University of Chicago - Booth School of Business Stambaugh, Robert F. University of Pennsylvania - The Wharton School
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