Loading...

← Back to Leaderboard

Robert F. Stambaugh

Global rank #337 99%

Institution: National Bureau of Economic Research (NBER)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://finance.wharton.upenn.edu/~stambaug/

First Publication: 1977

Most Recent: 2022

RePEc ID: pst282 ↗

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 1.34 0.67 0.00 3.35
Last 10 Years 0.00 5.03 0.67 0.00 10.72
All Time 2.01 47.59 3.69 0.00 106.91

Publication Statistics

Raw Publications 47
Coauthorship-Adjusted Count 53.52

Publications (47)

Year Article Journal Tier Authors
2022 Dissecting green returns Journal of Financial Economics A 3
2021 Sustainable investing in equilibrium Journal of Financial Economics A 3
2021 Healthy investments and investing in health Review of Asset Pricing Studies B 3
2020 Fund tradeoffs Journal of Financial Economics A 3
2019 Size and value in China Journal of Financial Economics A 3
2018 Absolving beta of volatility’s effects Journal of Financial Economics A 3
2017 Do Funds Make More When They Trade More? Journal of Finance A 3
2017 Mispricing Factors The Review of Financial Studies A 2
2015 Scale and skill in active management Journal of Financial Economics A 3
2015 Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle Journal of Finance A 3
2014 Presidential Address: Investment Noise and Trends Journal of Finance A 1
2014 The long of it: Odds that investor sentiment spuriously predicts anomaly returns Journal of Financial Economics A 3
2012 Are Stocks Really Less Volatile in the Long Run? Journal of Finance A 2
2012 On the Size of the Active Management Industry Journal of Political Economy S 2
2012 The short of it: Investor sentiment and anomalies Journal of Financial Economics A 3
2009 Predictive Systems: Living with Imperfect Predictors Journal of Finance A 2
2006 Report of the Editor of The Journal of Finance for the Year 2005 Journal of Finance A 1
2005 Report of the Editor of The Journal of Finance for the Year 2004 Journal of Finance A 1
2004 repec:bla:jfinan:v:59:y:2004:i:4:p:1931-1932 Journal of Finance A 1
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 Comparing asset pricing models: an investment perspective Journal of Financial Economics A 2
1999 Costs of Equity Capital and Model Mispricing Journal of Finance A 2
1999 Predictive regressions Journal of Financial Economics A 1
1997 Analyzing investments whose histories differ in length Journal of Financial Economics A 1
1996 On the Predictability of Stock Returns: An Asset-Allocation Perspective. Journal of Finance A 2
1995 Portfolio Inefficiency and the Cross-Section of Expected Returns. Journal of Finance A 2
1995 Bayesian Inference and Portfolio Efficiency. The Review of Financial Studies A 3
1994 A Mean-Variance Framework for Tests of Asset Pricing Models: Correction. The Review of Financial Studies A 2
1991 Asset returns and intertemporal preferences Journal of Monetary Economics A 2
1990 Expectations and Volatility of Consumption and Asset Returns. The Review of Financial Studies A 2
1989 A Mean-Variance Framework for Tests of Asset Pricing Models. The Review of Financial Studies A 2
1988 The information in forward rates : Implications for models of the term structure Journal of Financial Economics A 1
1987 Expected stock returns and volatility Journal of Financial Economics A 3
1987 Mimicking Portfolios and Exact Arbitrage Pricing. Journal of Finance A 3
1987 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas. Journal of Finance A 3
1987 On correlations and inferences about mean-variance efficiency Journal of Financial Economics A 2
1986 Predicting returns in the stock and bond markets Journal of Financial Economics A 2
1986 Does the Stock Market Rationally Reflect Fundamental Values? Discussion. Journal of Finance A 1
1984 A Further Investigation of the Weekend Effect in Stock Returns. Journal of Finance A 2
1983 Testing the CAPM with broader market indexes : A problem of mean-deficiency Journal of Banking & Finance B 1
1983 Arbitrage pricing with information Journal of Financial Economics A 1
1983 Biases in computed returns : An application to the size effect Journal of Financial Economics A 2
1982 On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis Journal of Financial Economics A 1
1977 Inequaltty and social status in successive generations European Economic Review B 2