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Lubos Pastor

Global rank #923 98%

Institution: University of Chicago

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.chicagobooth.edu/faculty/directory/p/lubos-pastor

First Publication: 1999

Most Recent: 2025

RePEc ID: ppa276 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.52 1.17 0.00 8.22
Last 10 Years 1.01 6.54 1.17 0.00 18.28
All Time 4.02 24.30 1.17 0.00 65.87

Publication Statistics

Raw Publications 34
Coauthorship-Adjusted Count 29.62

Publications (34)

Year Article Journal Tier Authors
2025 Green tilts Journal of Financial Economics A 3
2024 Nonstandard Errors Journal of Finance A 343
2024 Fifty shades of QE: Robust evidence Journal of Banking & Finance B 4
2022 Dissecting green returns Journal of Financial Economics A 3
2021 Fifty shades of QE: Comparing findings of central bankers and academics Journal of Monetary Economics A 4
2021 Inequality Aversion, Populism, and the Backlash against Globalization Journal of Finance A 2
2021 Sustainable investing in equilibrium Journal of Financial Economics A 3
2020 Fund tradeoffs Journal of Financial Economics A 3
2020 Political Cycles and Stock Returns Journal of Political Economy S 2
2017 Do Funds Make More When They Trade More? Journal of Finance A 3
2016 The Price of Political Uncertainty: Theory and Evidence from the Option Market Journal of Finance A 3
2016 Income inequality and asset prices under redistributive taxation Journal of Monetary Economics A 2
2015 Scale and skill in active management Journal of Financial Economics A 3
2013 Political uncertainty and risk premia Journal of Financial Economics A 2
2012 Are Stocks Really Less Volatile in the Long Run? Journal of Finance A 2
2012 Uncertainty about Government Policy and Stock Prices Journal of Finance A 2
2012 On the Size of the Active Management Industry Journal of Political Economy S 2
2009 Technological Revolutions and Stock Prices American Economic Review S 2
2009 Predictive Systems: Living with Imperfect Predictors Journal of Finance A 2
2009 Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability The Review of Financial Studies A 3
2008 Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital Journal of Finance A 3
2006 Was there a Nasdaq bubble in the late 1990s? Journal of Financial Economics A 2
2005 Judging Fund Managers by the Company They Keep Journal of Finance A 3
2005 Rational IPO Waves Journal of Finance A 2
2003 Stock Valuation and Learning about Profitability Journal of Finance A 2
2003 Liquidity Risk and Expected Stock Returns Journal of Political Economy S 2
2002 Mutual fund performance and seemingly unrelated assets Journal of Financial Economics A 2
2002 Investing in equity mutual funds Journal of Financial Economics A 2
2001 The Equity Premium and Structural Breaks Journal of Finance A 2
2000 Portfolio Selection and Asset Pricing Models Journal of Finance A 1
2000 Comparing asset pricing models: an investment perspective Journal of Financial Economics A 2
2000 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. The Review of Financial Studies A 2
1999 Costs of Equity Capital and Model Mispricing Journal of Finance A 2
- Mutual Fund Performance and Flows during the COVID-19 Crisis Review of Asset Pricing Studies B 3