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Details about Lubos Pastor

E-mail:
Homepage:http://www.ChicagoGSB.edu/fac/lubos.pastor/
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Lubos Pastor.

Last updated 2017-08-16. Update your information in the RePEc Author Service.

Short-id: ppa276


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Working Papers

2017

  1. Political Cycles and Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (2)
  2. Portfolio Liquidity and Diversification: Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads

2015

  1. Income Inequality and Asset Prices under Redistributive Taxation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads

    See also Journal Article in Journal of Monetary Economics (2016)

2014

  1. Do Funds Make More When They Trade More?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (2)
  2. Scale and Skill in Active Management
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (8)

    See also Journal Article in Journal of Financial Economics (2015)
  3. The Price of Political Uncertainty: Theory and Evidence from the Option Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2014) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (9)

    See also Journal Article in Journal of Finance (2016)

2011

  1. Political Uncertainty and Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (11)
    Working Papers, Becker Friedman Institute for Research In Economics (2011) Downloads View citations (11)

    See also Journal Article in Journal of Financial Economics (2013)
  2. Uncertainty about Government Policy and Stock Prices
    2011 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2010) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (2)

    See also Journal Article in Journal of Finance (2012)

2010

  1. On the Size of the Active Management Industry
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)
    Working Papers, Becker Friedman Institute for Research In Economics (2010) Downloads View citations (3)

    See also Journal Article in Journal of Political Economy (2012)

2009

  1. Are Stocks Really Less Volatile in the Long Run?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (6)

    See also Journal Article in Journal of Finance (2012)
  2. Learning in Financial Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (47)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (44)

    See also Journal Article in Annual Review of Financial Economics (2009)

2008

  1. Predictive Systems: Living with Imperfect Predictors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (1)

    See also Journal Article in Journal of Finance (2009)

2007

  1. Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads

    See also Journal Article in Review of Financial Studies (2009)

2006

  1. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (3)

    See also Journal Article in Journal of Finance (2008)

2005

  1. Technological Revolutions and Stock Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (10)

    See also Journal Article in American Economic Review (2009)
  2. Was There a Nasdaq Bubble in the Late 1990s?
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (9)

    See also Journal Article in Journal of Financial Economics (2006)

2003

  1. Judging Fund Managers by the Company They Keep
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (3)

    See also Journal Article in Journal of Finance (2005)
  2. Stock Prices and IPO Waves
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (4)

2002

  1. Liquidity Risk and Expected Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (17)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (16)

    See also Journal Article in Journal of Political Economy (2003)
  2. Stock Valuation and Learning about Profitability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (14)

    See also Journal Article in Journal of Finance (2003)

2000

  1. Evaluating and Investing in Equity Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads
  2. The Equity Premium and Structural Breaks
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (6)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (2)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (2)

    See also Journal Article in Journal of Finance (2001)

1999

  1. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (14)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (14)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2000)
  2. Comparing Asset Pricing Models: An Investment Perspective
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (7)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (7)

    See also Journal Article in Journal of Financial Economics (2000)

1998

  1. Costs of Equity Capital and Model Mispricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)

    See also Journal Article in Journal of Finance (1999)

Undated

  1. Costs of Equity from Factor-Based Models (Revised 4-98)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  2. Investing in Equity Mutual Funds
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2002)
  3. Mutual Fund Performance and Seemingly Unrelated Assets.”
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (3)
    See also Journal Article in Journal of Financial Economics (2002)
  4. Portfolio Selection and Asset Pricing Models
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (31)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (32)

    See also Journal Article in Journal of Finance (2000)

Journal Articles

2016

  1. Income inequality and asset prices under redistributive taxation
    Journal of Monetary Economics, 2016, 81, (C), 1-20 Downloads View citations (2)
    See also Working Paper (2015)
  2. The Price of Political Uncertainty: Theory and Evidence from the Option Market
    Journal of Finance, 2016, 71, (5), 2417-2480 Downloads View citations (12)
    See also Working Paper (2014)
  3. Uncertainty and Valuations: A Comment
    Critical Finance Review, 2016, 5, (1), 129-134 Downloads

2015

  1. Scale and skill in active management
    Journal of Financial Economics, 2015, 116, (1), 23-45 Downloads View citations (17)
    See also Working Paper (2014)

2013

  1. Political uncertainty and risk premia
    Journal of Financial Economics, 2013, 110, (3), 520-545 Downloads View citations (74)
    See also Working Paper (2011)

2012

  1. Are Stocks Really Less Volatile in the Long Run?
    Journal of Finance, 2012, 67, (2), 431-478 Downloads View citations (22)
    See also Working Paper (2009)
  2. On the Size of the Active Management Industry
    Journal of Political Economy, 2012, 120, (4), 740 - 781 Downloads View citations (20)
    See also Working Paper (2010)
  3. Uncertainty about Government Policy and Stock Prices
    Journal of Finance, 2012, 67, (4), 1219-1264 Downloads View citations (114)
    See also Working Paper (2011)

2009

  1. Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
    Review of Financial Studies, 2009, 22, (8), 3005-3046 Downloads View citations (13)
    See also Working Paper (2007)
  2. Learning in Financial Markets
    Annual Review of Financial Economics, 2009, 1, (1), 361-381 Downloads View citations (43)
    See also Working Paper (2009)
  3. Predictive Systems: Living with Imperfect Predictors
    Journal of Finance, 2009, 64, (4), 1583-1628 Downloads View citations (56)
    See also Working Paper (2008)
  4. Technological Revolutions and Stock Prices
    American Economic Review, 2009, 99, (4), 1451-83 Downloads View citations (56)
    See also Working Paper (2005)

2008

  1. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
    Journal of Finance, 2008, 63, (6), 2859-2897 Downloads View citations (67)
    See also Working Paper (2006)

2006

  1. Was there a Nasdaq bubble in the late 1990s?
    Journal of Financial Economics, 2006, 81, (1), 61-100 Downloads View citations (95)
    See also Working Paper (2005)

2005

  1. Judging Fund Managers by the Company They Keep
    Journal of Finance, 2005, 60, (3), 1057-1096 Downloads View citations (59)
    See also Working Paper (2003)
  2. Rational IPO Waves
    Journal of Finance, 2005, 60, (4), 1713-1757 Downloads View citations (76)

2003

  1. Liquidity Risk and Expected Stock Returns
    Journal of Political Economy, 2003, 111, (3), 642-685 Downloads View citations (819)
    See also Working Paper (2002)
  2. Stock Valuation and Learning about Profitability
    Journal of Finance, 2003, 58, (5), 1749-1790 Downloads View citations (152)
    See also Working Paper (2002)

2002

  1. Investing in equity mutual funds
    Journal of Financial Economics, 2002, 63, (3), 351-380 Downloads View citations (59)
    See also Working Paper
  2. Mutual fund performance and seemingly unrelated assets
    Journal of Financial Economics, 2002, 63, (3), 315-349 Downloads View citations (90)
    See also Working Paper

2001

  1. The Equity Premium and Structural Breaks
    Journal of Finance, 2001, 56, (4), 1207-1239 Downloads View citations (82)
    See also Working Paper (2000)

2000

  1. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
    Review of Financial Studies, 2000, 13, (4), 883-916 View citations (37)
    See also Working Paper (1999)
  2. Comparing asset pricing models: an investment perspective
    Journal of Financial Economics, 2000, 56, (3), 335-381 Downloads View citations (112)
    See also Working Paper (1999)
  3. Portfolio Selection and Asset Pricing Models
    Journal of Finance, 2000, 55, (1), 179-223 Downloads View citations (105)
    See also Working Paper

1999

  1. Costs of Equity Capital and Model Mispricing
    Journal of Finance, 1999, 54, (1), 67-121 Downloads View citations (58)
    See also Working Paper (1998)
 
Page updated 2017-08-21