ROBERT F. STAMBAUGH: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Expected stock returns and volatility

Kenneth R. French, G.William Schwert, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1987

Language:

english

File:

PDF, 1.63 MB

english, 1987

2

The short of it: Investor sentiment and anomalies

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan

Journal:

Journal of Financial Economics

Year:

2012

Language:

english

File:

PDF, 463 KB

english, 2012

3

Size and Value in China

Liu, Jianan, Stambaugh, Robert F., Yuan, Yu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 657 KB

english, 2018

4

The long of it: Odds that investor sentiment spuriously predicts anomaly returns

Stambaugh, Robert F., Yu, Jianfeng, Yuan, Yu

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 434 KB

english, 2014

5

Mispricing Factors

Stambaugh, Robert F., Yuan, Yu

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 499 KB

english, 2017

6

Are Stocks Really Less Volatile in the Long Run?

ĽUBOŠ PÁSTOR, ROBERT F. STAMBAUGH

Journal:

The Journal of Finance

Year:

2012

Language:

english

File:

PDF, 965 KB

english, 2012

7

Predicting returns in the stock and bond markets

Donald B. Keim, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1986

Language:

english

File:

PDF, 2.24 MB

english, 1986

8

Scale and skill in active management

Pástor, Ľuboš, Stambaugh, Robert F., Taylor, Lucian A.

Journal:

Journal of Financial Economics

Year:

2015

Language:

english

File:

PDF, 974 KB

english, 2015

9

Comparing asset pricing models: an investment perspective

Ľuboš Pástor, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

2000

Language:

english

File:

PDF, 375 KB

english, 2000

10

Biases in computed returns: An application to the size effect

Marshall E. Blume, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1983

Language:

english

File:

PDF, 855 KB

english, 1983

11

Investing in equity mutual funds

Ľuboš Pástor, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

2002

Language:

english

File:

PDF, 238 KB

english, 2002

12

Arbitrage pricing with information

Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1983

Language:

english

File:

PDF, 575 KB

english, 1983

13

The information in forward rates: Implications for models of the term structure

Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1988

Language:

english

File:

PDF, 2.66 MB

english, 1988

14

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

STAMBAUGH, ROBERT F., YU, JIANFENG, YUAN, YU

Journal:

The Journal of Finance

Year:

2015

Language:

english

File:

PDF, 581 KB

english, 2015

15

On the Predictability of Stock Returns: An Asset-Allocation Perspective

Shmuel Kandel and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1996

Language:

english

File:

PDF, 1.04 MB

english, 1996

16

Do Funds Make More When They Trade More?

PÁSTOR, ĽUBOŠ, STAMBAUGH, ROBERT F., TAYLOR, LUCIAN A.

Journal:

The Journal of Finance

Year:

2017

Language:

english

File:

PDF, 397 KB

english, 2017

17

Costs of Equity Capital and Model Mispricing

Ľuboš Pástor, Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 1.36 MB

english, 1999

18

Analyzing investments whose histories differ in length

Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1997

Language:

english

File:

PDF, 2.35 MB

english, 1997

19

On the Predictability of Stock Returns: An Asset-Allocation Perspective

SHMUEL KANDEL, ROBERT F. STAMBAUGH

Journal:

The Journal of Finance

Year:

1996

Language:

english

File:

PDF, 2.34 MB

english, 1996

20

On the Size of the Active Management Industry

Luboš Pástor and Robert F. Stambaugh

Journal:

Journal of Political Economy

Year:

2012

Language:

english

File:

PDF, 643 KB

english, 2012

21

A Further Investigation of the Weekend Effect in Stock Returns

Keim, Donald B., Stambaugh, Robert F.

Journal:

The Journal of Finance

Year:

1984

Language:

english

File:

PDF, 412 KB

english, 1984

22

Predictive Systems: Living with Imperfect Predictors

ĽUBOŠ PÁSTOR, ROBERT F. STAMBAUGH

Journal:

The Journal of Finance

Year:

2009

Language:

english

File:

PDF, 677 KB

english, 2009

23

Mutual fund performance and seemingly unrelated assets

Ľuboš Pástor, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

2002

Language:

english

File:

PDF, 277 KB

english, 2002

24

Predictive regressions

Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1999

Language:

english

File:

PDF, 315 KB

english, 1999

25

On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis

Robert F Stambaugh

Journal:

Journal of Financial Economics

Year:

1982

Language:

english

File:

PDF, 1.91 MB

english, 1982

26

On correlations and inferences about mean-variance efficiency

Shmuel Kandel, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1987

Language:

english

File:

PDF, 1.88 MB

english, 1987

27

Testing the CAPM with broader market indexes: A problem of mean-deficiency

Robert F. Stambaugh

Journal:

Journal of Banking & Finance

Year:

1983

Language:

english

File:

PDF, 713 KB

english, 1983

28

Presidential Address: Investment Noise and Trends

STAMBAUGH, ROBERT F.

Journal:

The Journal of Finance

Year:

2014

Language:

english

File:

PDF, 778 KB

english, 2014

29

Portfolio Inefficiency and the Cross-Section of Expected Returns

Shmuel Kandel and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1995

Language:

english

File:

PDF, 607 KB

english, 1995

30

The Equity Premium and Structural Breaks

Ľluboš Pástor, Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 457 KB

english, 2001

31

Report of the Editor of The Journal of Finance for the Year 2003

Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 75 KB

english, 2004

32

Report of the Editor of The Journal of Finance for the Year 2004

ROBERT F. STAMBAUGH

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 64 KB

english, 2005

33

Report of the Editor of The Journal of Finance for the Year 2005

ROBERT F. STAMBAUGH

Journal:

The Journal of Finance

Year:

2006

Language:

english

File:

PDF, 125 KB

english, 2006

34

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

Wayne E. Ferson, Shmuel Kandel and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1987

Language:

english

File:

PDF, 559 KB

english, 1987

35

Costs of Equity Capital and Model Mispricing

Ľuboš Pástor and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 1.10 MB

english, 1999

36

Part 2: A Conference in Honor of Merton H. Miller's Contributions to Finance and Economics || Changing Risk, Changing Risk Premiums, and Dividend Yield Effects

Nai-Fu Chen, Bruce Grundy and Robert F. Stambaugh

Journal:

The Journal of Business

Year:

1990

Language:

english

File:

PDF, 390 KB

english, 1990

37

Predictive Systems: Living with Imperfect Predictors

Ľuboš Pástor and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2009

Language:

english

File:

PDF, 4.62 MB

english, 2009

38

Papers and Proceedings of the Sixty-First Annual Meeting of the American Finance Association, New Orleans, Louisiana, January 5-7, 2001 || The Equity Premium and Structural Breaks

Ľuboš Pástor and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 605 KB

english, 2001

39

Double-Blind, Randomized Comparison of the Analgesic and Pharmacokinetic Profiles of Controlled- and Immediate-Release Oral Oxycodone in Cancer Pain Patients

Stambaugh, John E., Reder, Robert F., Stambaugh, Michael D., Stambaugh, Heather, Davis, Maureen

Journal:

Journal of Clinical Pharmacology

Year:

2001

Language:

english

File:

PDF, 89 KB

english, 2001

40

Papers and Proceedings of the Forty-Fourth Annual Meeting of the America Finance Association, New York, New York, December 28-30, 1985 || Does the Stock Market Rationally Reflect Fundamental Values?: Discussion

Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1986

Language:

english

File:

PDF, 182 KB

english, 1986

41

Mimicking Portfolios and Exact Arbitrage Pricing

Gur Huberman, Shmuel Kandel and Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

1987

Language:

english

File:

PDF, 357 KB

english, 1987

42

Report of the Editor of "The Journal of Finance" for the Year 2005

Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2006

Language:

english

File:

PDF, 1.45 MB

english, 2006

43

Report of the Editor of "The Journal of Finance" for the Year 2004

Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 1.33 MB

english, 2005

44

Report of the Editor of "The Journal of Finance" for the Year 2003

Robert F. Stambaugh

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 1.35 MB

english, 2004

45

Absolving Beta of Volatility’s Effects

Liu, Jianan, Stambaugh, Robert F., Yuan, Yu

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 3.06 MB

english, 2018

46

Investing in Socially Responsible Mutual Funds

Geczy, Christopher Charles, Stambaugh, Robert F., Levin, David

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 390 KB

english, 2003

47

Liquidity Risk and Expected Stock Returns

Pástor, Lubos, Stambaugh, Robert F.

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 366 KB

english, 2001

48

Absolving Beta of Volatility's Effects

Liu, Jianan, Stambaugh, Robert F., Yuan, Yu

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 258 KB

english, 2016

49

Portfolio Liquidity and Diversification: Theory and Evidence

Pastor, Lubos, Stambaugh, Robert F., Taylor, Lucian A.

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 418 KB

english, 2017

50

Preliminary report: Complete remission of nonresectable pancreas cancer following infusional colloidal 32P brachytherapy, external radiation therapy and 5-FU

Albert S. DeNittis, Michael D. Stambaugh, Patricia Lang, Paul E. Wallner, Robert O. Dillman, Stanley E. Order

Journal:

International Journal of Radiation Oncology*Biology*Physics

Year:

1998

Language:

english

File:

PDF, 108 KB

english, 1998

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски