Author Page for Roberto Stein

1.

The Top 5 Predictable Effects of New Entries in Robinhood’s ‘100 Most Popular’ List

Number of pages: 48 Posted: 07 Oct 2020

Roberto Stein

University of Nebraska at Lincoln - Department of Finance

Downloads 503 (115,159)

Citation 1

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2.

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce

Downloads 124 (225,844)

Citation 1

1

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce

Number of pages: 55 Posted: 27 Jun 2016 Last Revised: 13 May 2018

David A. Lesmond, Xuhui (Nick) Pan, Roberto Stein and Yihua Zhao

Tulane University - A.B. Freeman School of Business, University of Oklahoma, University of Nebraska at Lincoln - Department of Finance and Tulane University - A.B. Freeman School of Business

Downloads 124 (461,978)

Citation 1

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3.

More than Meets the Eye: On the Relationship between Skewness and Expected Returns

Number of pages: 15 Posted: 12 Oct 2023

Roberto Stein

University of Nebraska at Lincoln - Department of Finance

Downloads 100 (539,059)

Abstract:

4.

Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding

Number of pages: 30 Posted: 16 Sep 2012

Roberto Stein

University of Nebraska at Lincoln - Department of Finance

Downloads 93 (564,985)

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5.

Portfolio Performance Under Reference-Day Risk

Gonzalez, M., Rodriguez, A., & Stein, R. (2017). Portfolio performance under reference-day risk. Investment Analysts Journal, 46(1), 32-43.

Posted: 24 Aug 2017

Marcelo Gonzalez, Arturo Rodriguez and Roberto Stein

University of Chile - School of Economics and Business, Universidad de Chile and University of Nebraska at Lincoln - Department of Finance

Abstract:

6.

Are Mutual Fund Managers Good Gamblers?

Journal of Financial Markets, Forthcoming

Posted: 17 Feb 2017 Last Revised: 23 Jan 2023

Roberto Stein

University of Nebraska at Lincoln - Department of Finance

Abstract:

7.

Adjusted Betas under Reference-Day Risk

Gonzalez, M., Rodriguez, A., & Stein, R. (2014). Adjusted betas under reference-day risk. The Engineering Economist, 59(1), 79-88.

Posted: 15 Jan 2013 Last Revised: 22 Aug 2017

Marcelo Gonzalez, Arturo Rodriguez and Roberto Stein

University of Chile - School of Economics and Business, Universidad de Chile and University of Nebraska at Lincoln - Department of Finance

Abstract:

8.

Not Fooled by Randomness: Using Random Portfolios to Analyze Investment Funds

Stein, R. (2014). Not fooled by randomness: Using random portfolios to analyse investment funds. Investment Analysts Journal, 2014 (79), 1-16

Posted: 08 Sep 2012 Last Revised: 22 Aug 2017

Roberto Stein

University of Nebraska at Lincoln - Department of Finance

Roberto Stein

University of Nebraska at Lincoln - Department of Finance

Assistant Professor of Practice

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Scholarly Papers (8)

The Top 5 Predictable Effects of New Entries in Robinhood’s ‘100 Most Popular’ List

Abstract:

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce

Abstract:

More than Meets the Eye: On the Relationship between Skewness and Expected Returns

Abstract:

Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding

Abstract:

Portfolio Performance Under Reference-Day Risk

Abstract:

Are Mutual Fund Managers Good Gamblers?

Abstract:

Adjusted Betas under Reference-Day Risk

Abstract:

Not Fooled by Randomness: Using Random Portfolios to Analyze Investment Funds

Abstract:

Other Papers (1)

The (Mutual Fund) Imitation Game: On the Performance of 'Smart' Copycat Funds

Abstract: