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Details about Lubos Pastor

Homepage:https://www.chicagobooth.edu/faculty/directory/p/lubos-pastor
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Lubos Pastor.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

Short-id: ppa276


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Working Papers

2024

  1. Nonstandard errors
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in Working Papers, Lund University, Department of Economics (2021) Downloads
    Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021) Downloads View citations (1)
    Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) Downloads View citations (6)

    See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) Downloads (2024)

2023

  1. Fifty Shades of QE: Robust Evidence
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023) Downloads

    See also Journal Article Fifty shades of QE: Robust evidence, Journal of Banking & Finance, Elsevier (2024) Downloads (2024)
  2. Green Tilts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2023) Downloads

2022

  1. Dissecting Green Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads View citations (30)

    See also Journal Article Dissecting green returns, Journal of Financial Economics, Elsevier (2022) Downloads View citations (70) (2022)
  2. Steering a Ship in Illiquid Waters: Active Management of Passive Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads

2021

  1. Diseconomies of Scale in Active Management: Robust Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article Diseconomies of Scale in Active Management: Robust Evidence, Critical Finance Review, now publishers (2022) Downloads View citations (1) (2022)
  2. Fifty shades of QE: Conflicts of interest in economic research
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads View citations (4)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) Downloads View citations (16)
    Working and Discussion Papers, Research Department, National Bank of Slovakia (2020) Downloads View citations (16)
  3. Fifty shades of QE: comparing findings of central bankers and academics
    Working Paper Series, European Central Bank Downloads View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (2)

    See also Journal Article Fifty shades of QE: Comparing findings of central bankers and academics, Journal of Monetary Economics, Elsevier (2021) Downloads View citations (23) (2021)

2020

  1. Mutual Fund Performance and Flows During the COVID-19 Crisis
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (65)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (60)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (63)

    See also Journal Article Mutual Fund Performance and Flows during the COVID-19 Crisis, The Review of Asset Pricing Studies, Society for Financial Studies Downloads
  2. Sustainable Investing in Equilibrium
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (51)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (6)

    See also Journal Article Sustainable investing in equilibrium, Journal of Financial Economics, Elsevier (2021) Downloads View citations (128) (2021)

2019

  1. Liquidity Risk After 20 Years
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (9)

    See also Journal Article Liquidity Risk After 20 Years, Critical Finance Review, now publishers (2019) Downloads View citations (7) (2019)

2018

  1. Inequality Aversion, Populism, and the Backlash Against Globalization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (41)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (41)

    See also Journal Article Inequality Aversion, Populism, and the Backlash against Globalization, Journal of Finance, American Finance Association (2021) Downloads View citations (19) (2021)
  2. The Capital Markets Union: Key Challenges
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2017

  1. Fund Tradeoffs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads

    See also Journal Article Fund tradeoffs, Journal of Financial Economics, Elsevier (2020) Downloads View citations (1) (2020)
  2. Political Cycles and Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (18)

    See also Journal Article Political Cycles and Stock Returns, Journal of Political Economy, University of Chicago Press (2020) Downloads View citations (36) (2020)
  3. Portfolio Liquidity and Diversification: Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2015

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

    See also Journal Article Income inequality and asset prices under redistributive taxation, Journal of Monetary Economics, Elsevier (2016) Downloads View citations (13) (2016)

2014

  1. Do Funds Make More When They Trade More?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (2)

    See also Journal Article Do Funds Make More When They Trade More?, Journal of Finance, American Finance Association (2017) Downloads View citations (48) (2017)
  2. Scale and Skill in Active Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (13)

    See also Journal Article Scale and skill in active management, Journal of Financial Economics, Elsevier (2015) Downloads View citations (161) (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 (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (17)

    See also Journal Article The Price of Political Uncertainty: Theory and Evidence from the Option Market, Journal of Finance, American Finance Association (2016) Downloads View citations (293) (2016)

2011

  1. Political Uncertainty and Risk Premia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (16)

    See also Journal Article Political uncertainty and risk premia, Journal of Financial Economics, Elsevier (2013) Downloads View citations (758) (2013)
  2. Uncertainty about Government Policy and Stock Prices
    2011 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (9)

    See also Journal Article Uncertainty about Government Policy and Stock Prices, Journal of Finance, American Finance Association (2012) Downloads View citations (798) (2012)

2010

  1. On the Size of the Active Management Industry
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (9)

    See also Journal Article On the Size of the Active Management Industry, Journal of Political Economy, University of Chicago Press (2012) Downloads View citations (78) (2012)

2009

  1. Are Stocks Really Less Volatile in the Long Run?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (11)

    See also Journal Article Are Stocks Really Less Volatile in the Long Run?, Journal of Finance, American Finance Association (2012) Downloads View citations (75) (2012)
  2. Learning in Financial Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (119)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (87)

    See also Journal Article Learning in Financial Markets, Annual Review of Financial Economics, Annual Reviews (2009) Downloads View citations (123) (2009)

2008

  1. Predictive Systems: Living with Imperfect Predictors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (3)

    See also Journal Article Predictive Systems: Living with Imperfect Predictors, Journal of Finance, American Finance Association (2009) Downloads View citations (141) (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 View citations (1)

    See also Journal Article Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability, The Review of Financial Studies, Society for Financial Studies (2009) Downloads View citations (44) (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 (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (6)

    See also Journal Article Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital, Journal of Finance, American Finance Association (2008) Downloads View citations (163) (2008)

2005

  1. Technological Revolutions and Stock Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (23)

    See also Journal Article Technological Revolutions and Stock Prices, American Economic Review, American Economic Association (2009) Downloads View citations (160) (2009)
  2. Was There a Nasdaq Bubble in the Late 1990s?
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (15)

    See also Journal Article Was there a Nasdaq bubble in the late 1990s?, Journal of Financial Economics, Elsevier (2006) Downloads View citations (178) (2006)

2003

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

    See also Journal Article Judging Fund Managers by the Company They Keep, Journal of Finance, American Finance Association (2005) Downloads View citations (96) (2005)
  2. Stock Prices and IPO Waves
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (11)

2002

  1. Liquidity Risk and Expected Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (29)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads View citations (16)

    See also Journal Article Liquidity Risk and Expected Stock Returns, Journal of Political Economy, University of Chicago Press (2003) Downloads View citations (1867) (2003)
  2. Stock Valuation and Learning about Profitability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (7)

    See also Journal Article Stock Valuation and Learning about Profitability, Journal of Finance, American Finance Association (2003) Downloads View citations (300) (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
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 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)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (2000) Downloads View citations (6)

    See also Journal Article The Equity Premium and Structural Breaks, Journal of Finance, American Finance Association (2001) Downloads View citations (148) (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 (5)
    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 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 View citations (1)

    See also Journal Article Asset Pricing Models: Implications for Expected Returns and Portfolio Selection, The Review of Financial Studies, Society for Financial Studies (2000) View citations (84) (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 Comparing asset pricing models: an investment perspective, Journal of Financial Economics, Elsevier (2000) Downloads View citations (189) (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 Costs of Equity Capital and Model Mispricing, Journal of Finance, American Finance Association (1999) Downloads View citations (80) (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 Investing in equity mutual funds, Journal of Financial Economics, Elsevier (2002) Downloads View citations (91) (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 Mutual fund performance and seemingly unrelated assets, Journal of Financial Economics, Elsevier (2002) Downloads View citations (153) (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 (30)
    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 Portfolio Selection and Asset Pricing Models, Journal of Finance, American Finance Association (2000) Downloads View citations (182) (2000)

Journal Articles

2024

  1. Fifty shades of QE: Robust evidence
    Journal of Banking & Finance, 2024, 159, (C) Downloads
    See also Working Paper Fifty Shades of QE: Robust Evidence, Working and Discussion Papers (2023) Downloads (2023)
  2. Nonstandard Errors
    Journal of Finance, 2024, 79, (3), 2339-2390 Downloads
    See also Working Paper Nonstandard errors, LSE Research Online Documents on Economics (2024) Downloads (2024)

2022

  1. Diseconomies of Scale in Active Management: Robust Evidence
    Critical Finance Review, 2022, 11, (3-4), 593-611 Downloads View citations (1)
    See also Working Paper Diseconomies of Scale in Active Management: Robust Evidence, CEPR Discussion Papers (2021) Downloads (2021)
  2. Dissecting green returns
    Journal of Financial Economics, 2022, 146, (2), 403-424 Downloads View citations (70)
    See also Working Paper Dissecting Green Returns, CEPR Discussion Papers (2022) Downloads (2022)

2021

  1. Fifty shades of QE: Comparing findings of central bankers and academics
    Journal of Monetary Economics, 2021, 120, (C), 1-20 Downloads View citations (23)
    See also Working Paper Fifty shades of QE: comparing findings of central bankers and academics, Working Paper Series (2021) Downloads View citations (26) (2021)
  2. Inequality Aversion, Populism, and the Backlash against Globalization
    Journal of Finance, 2021, 76, (6), 2857-2906 Downloads View citations (19)
    See also Working Paper Inequality Aversion, Populism, and the Backlash Against Globalization, CEPR Discussion Papers (2018) Downloads View citations (41) (2018)
  3. Sustainable investing in equilibrium
    Journal of Financial Economics, 2021, 142, (2), 550-571 Downloads View citations (128)
    See also Working Paper Sustainable Investing in Equilibrium, Working Papers (2020) Downloads View citations (51) (2020)

2020

  1. Fund tradeoffs
    Journal of Financial Economics, 2020, 138, (3), 614-634 Downloads View citations (1)
    See also Working Paper Fund Tradeoffs, CEPR Discussion Papers (2017) Downloads (2017)
  2. Political Cycles and Stock Returns
    Journal of Political Economy, 2020, 128, (11), 4011 - 4045 Downloads View citations (36)
    See also Working Paper Political Cycles and Stock Returns, CEPR Discussion Papers (2017) Downloads View citations (19) (2017)

2019

  1. Liquidity Risk After 20 Years
    Critical Finance Review, 2019, 8, (1-2), 277-299 Downloads View citations (7)
    See also Working Paper Liquidity Risk After 20 Years, CEPR Discussion Papers (2019) Downloads View citations (7) (2019)

2017

  1. Do Funds Make More When They Trade More?
    Journal of Finance, 2017, 72, (4), 1483-1528 Downloads View citations (48)
    See also Working Paper Do Funds Make More When They Trade More?, CEPR Discussion Papers (2014) Downloads View citations (2) (2014)

2016

  1. Income inequality and asset prices under redistributive taxation
    Journal of Monetary Economics, 2016, 81, (C), 1-20 Downloads View citations (13)
    See also Working Paper Income Inequality and Asset Prices under Redistributive Taxation, CEPR Discussion Papers (2015) Downloads View citations (1) (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 (293)
    See also Working Paper The Price of Political Uncertainty: Theory and Evidence from the Option Market, NBER Working Papers (2014) Downloads View citations (17) (2014)
  3. Uncertainty and Valuations: A Comment
    Critical Finance Review, 2016, 5, (1), 129-134 Downloads View citations (1)

2015

  1. Scale and skill in active management
    Journal of Financial Economics, 2015, 116, (1), 23-45 Downloads View citations (161)
    See also Working Paper Scale and Skill in Active Management, CEPR Discussion Papers (2014) Downloads View citations (13) (2014)

2013

  1. Political uncertainty and risk premia
    Journal of Financial Economics, 2013, 110, (3), 520-545 Downloads View citations (758)
    See also Working Paper Political Uncertainty and Risk Premia, CEPR Discussion Papers (2011) Downloads View citations (17) (2011)

2012

  1. Are Stocks Really Less Volatile in the Long Run?
    Journal of Finance, 2012, 67, (2), 431-478 Downloads View citations (75)
    See also Working Paper Are Stocks Really Less Volatile in the Long Run?, CEPR Discussion Papers (2009) Downloads View citations (12) (2009)
  2. On the Size of the Active Management Industry
    Journal of Political Economy, 2012, 120, (4), 740 - 781 Downloads View citations (78)
    See also Working Paper On the Size of the Active Management Industry, NBER Working Papers (2010) Downloads View citations (9) (2010)
  3. Uncertainty about Government Policy and Stock Prices
    Journal of Finance, 2012, 67, (4), 1219-1264 Downloads View citations (798)
    See also Working Paper Uncertainty about Government Policy and Stock Prices, 2011 Meeting Papers (2011) View citations (8) (2011)

2009

  1. Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
    The Review of Financial Studies, 2009, 22, (8), 3005-3046 Downloads View citations (44)
    See also Working Paper Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability, CEPR Discussion Papers (2007) Downloads (2007)
  2. Learning in Financial Markets
    Annual Review of Financial Economics, 2009, 1, (1), 361-381 Downloads View citations (123)
    See also Working Paper Learning in Financial Markets, CEPR Discussion Papers (2009) Downloads View citations (119) (2009)
  3. Predictive Systems: Living with Imperfect Predictors
    Journal of Finance, 2009, 64, (4), 1583-1628 Downloads View citations (141)
    See also Working Paper Predictive Systems: Living with Imperfect Predictors, NBER Working Papers (2008) Downloads View citations (6) (2008)
  4. Technological Revolutions and Stock Prices
    American Economic Review, 2009, 99, (4), 1451-83 Downloads View citations (160)
    See also Working Paper Technological Revolutions and Stock Prices, NBER Working Papers (2005) Downloads View citations (17) (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 (163)
    See also Working Paper Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital, NBER Working Papers (2006) Downloads View citations (6) (2006)

2006

  1. Was there a Nasdaq bubble in the late 1990s?
    Journal of Financial Economics, 2006, 81, (1), 61-100 Downloads View citations (178)
    See also Working Paper Was There a Nasdaq Bubble in the Late 1990s?, 2005 Meeting Papers (2005) Downloads View citations (3) (2005)

2005

  1. Judging Fund Managers by the Company They Keep
    Journal of Finance, 2005, 60, (3), 1057-1096 Downloads View citations (96)
    See also Working Paper Judging Fund Managers by the Company They Keep, CEPR Discussion Papers (2003) Downloads View citations (1) (2003)
  2. Rational IPO Waves
    Journal of Finance, 2005, 60, (4), 1713-1757 Downloads View citations (116)

2003

  1. Liquidity Risk and Expected Stock Returns
    Journal of Political Economy, 2003, 111, (3), 642-685 Downloads View citations (1867)
    See also Working Paper Liquidity Risk and Expected Stock Returns, CEPR Discussion Papers (2002) Downloads View citations (8) (2002)
  2. Stock Valuation and Learning about Profitability
    Journal of Finance, 2003, 58, (5), 1749-1789 Downloads View citations (300)
    See also Working Paper Stock Valuation and Learning about Profitability, NBER Working Papers (2002) Downloads View citations (14) (2002)

2002

  1. Investing in equity mutual funds
    Journal of Financial Economics, 2002, 63, (3), 351-380 Downloads View citations (91)
    See also Working Paper Investing in Equity Mutual Funds, CRSP working papers Downloads View citations (1)
  2. Mutual fund performance and seemingly unrelated assets
    Journal of Financial Economics, 2002, 63, (3), 315-349 Downloads View citations (153)
    See also Working Paper Mutual Fund Performance and Seemingly Unrelated Assets.”, CRSP working papers View citations (3)

2001

  1. The Equity Premium and Structural Breaks
    Journal of Finance, 2001, 56, (4), 1207-1239 Downloads View citations (148)
    See also Working Paper The Equity Premium and Structural Breaks, NBER Working Papers (2000) Downloads View citations (9) (2000)

2000

  1. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
    The Review of Financial Studies, 2000, 13, (4), 883-916 View citations (84)
    See also Working Paper Asset Pricing Models: Implications for Expected Returns and Portfolio Selection, NBER Working Papers (1999) Downloads View citations (5) (1999)
  2. Comparing asset pricing models: an investment perspective
    Journal of Financial Economics, 2000, 56, (3), 335-381 Downloads View citations (189)
    See also Working Paper Comparing Asset Pricing Models: An Investment Perspective, CRSP working papers (1999) Downloads View citations (7) (1999)
  3. Portfolio Selection and Asset Pricing Models
    Journal of Finance, 2000, 55, (1), 179-223 Downloads View citations (182)
    See also Working Paper Portfolio Selection and Asset Pricing Models, CRSP working papers View citations (30)

1999

  1. Costs of Equity Capital and Model Mispricing
    Journal of Finance, 1999, 54, (1), 67-121 Downloads View citations (80)
    See also Working Paper Costs of Equity Capital and Model Mispricing, NBER Working Papers (1998) Downloads View citations (3) (1998)

Undated

  1. Mutual Fund Performance and Flows during the COVID-19 Crisis
    The Review of Asset Pricing Studies, 10, (4), 791-833 Downloads
    See also Working Paper Mutual Fund Performance and Flows During the COVID-19 Crisis, Working Papers (2020) Downloads View citations (65) (2020)
 
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