Details about Lubos Pastor

Access statistics for papers by Lubos Pastor.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: ppa276

Working Papers

2024

1. Carbon Burden
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Nonstandard Errors
   Post-Print, HAL
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)
3. Sustainable Investing
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

4. Fifty Shades of QE: Robust Evidence
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
   See also Journal Article Fifty shades of QE: Robust evidence, Journal of Banking & Finance, Elsevier (2024) (2024)
5. Green Tilts
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)

2022

6. Dissecting Green Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (32)
   See also Journal Article Dissecting green returns, Journal of Financial Economics, Elsevier (2022) View citations (152) (2022)
7. Steering a Ship in Illiquid Waters: Active Management of Passive Funds
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)

2021

8. Diseconomies of Scale in Active Management: Robust Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Diseconomies of Scale in Active Management: Robust Evidence, Critical Finance Review, now publishers (2022) View citations (2) (2022)
9. Fifty shades of QE: Conflicts of interest in economic research
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) View citations (4)
   Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (16)
   Working and Discussion Papers, Research Department, National Bank of Slovakia (2020) View citations (16)
10. Fifty shades of QE: comparing findings of central bankers and academics
    Working Paper Series, European Central Bank View citations (35)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (15)
    See also Journal Article Fifty shades of QE: Comparing findings of central bankers and academics, Journal of Monetary Economics, Elsevier (2021) View citations (24) (2021)

2020

11. Mutual Fund Performance and Flows During the COVID-19 Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (78)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (81)
    Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (83)
    See also Journal Article Mutual Fund Performance and Flows during the COVID-19 Crisis, The Review of Asset Pricing Studies, Society for Financial Studies
12. Sustainable Investing in Equilibrium
    Working Papers, Becker Friedman Institute for Research In Economics View citations (61)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (6)
    See also Journal Article Sustainable investing in equilibrium, Journal of Financial Economics, Elsevier (2021) View citations (130) (2021)

2019

13. Liquidity Risk After 20 Years
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (8)
    See also Journal Article Liquidity Risk After 20 Years, Critical Finance Review, now publishers (2019) View citations (8) (2019)

2018

14. Inequality Aversion, Populism, and the Backlash Against Globalization
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (42)
    See also Journal Article Inequality Aversion, Populism, and the Backlash against Globalization, Journal of Finance, American Finance Association (2021) View citations (20) (2021)
15. The Capital Markets Union: Key Challenges
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

2017

16. Fund Tradeoffs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017)
    See also Journal Article Fund tradeoffs, Journal of Financial Economics, Elsevier (2020) View citations (1) (2020)
17. Political Cycles and Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (19)
    See also Journal Article Political Cycles and Stock Returns, Journal of Political Economy, University of Chicago Press (2020) View citations (46) (2020)
18. Portfolio Liquidity and Diversification: Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

2015

19. Income Inequality and Asset Prices under Redistributive Taxation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (1)
    See also Journal Article Income inequality and asset prices under redistributive taxation, Journal of Monetary Economics, Elsevier (2016) View citations (14) (2016)

2014

20. Do Funds Make More When They Trade More?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (2)
    See also Journal Article Do Funds Make More When They Trade More?, Journal of Finance, American Finance Association (2017) View citations (56) (2017)
21. Scale and Skill in Active Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (13)
    See also Journal Article Scale and skill in active management, Journal of Financial Economics, Elsevier (2015) View citations (174) (2015)
22. The Price of Political Uncertainty: Theory and Evidence from the Option Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) 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) View citations (336) (2016)

2011

23. Political Uncertainty and Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (18)
    See also Journal Article Political uncertainty and risk premia, Journal of Financial Economics, Elsevier (2013) View citations (879) (2013)
24. Uncertainty about Government Policy and Stock Prices
    2011 Meeting Papers, Society for Economic Dynamics View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (9)
    See also Journal Article Uncertainty about Government Policy and Stock Prices, Journal of Finance, American Finance Association (2012) View citations (921) (2012)

2010

25. On the Size of the Active Management Industry
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (9)
    See also Journal Article On the Size of the Active Management Industry, Journal of Political Economy, University of Chicago Press (2012) View citations (82) (2012)

2009

26. Are Stocks Really Less Volatile in the Long Run?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (11)
    See also Journal Article Are Stocks Really Less Volatile in the Long Run?, Journal of Finance, American Finance Association (2012) View citations (74) (2012)
27. Learning in Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (93)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (125)
    See also Journal Article Learning in Financial Markets, Annual Review of Financial Economics, Annual Reviews (2009) View citations (129) (2009)

2008

28. Predictive Systems: Living with Imperfect Predictors
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (3)
    See also Journal Article Predictive Systems: Living with Imperfect Predictors, Journal of Finance, American Finance Association (2009) View citations (142) (2009)

2007

29. Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) 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) View citations (49) (2009)

2006

30. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) 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) View citations (168) (2008)

2005

31. Technological Revolutions and Stock Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (23)
    See also Journal Article Technological Revolutions and Stock Prices, American Economic Review, American Economic Association (2009) View citations (173) (2009)
32. Was There a Nasdaq Bubble in the Late 1990s?
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (15)
    See also Journal Article Was there a Nasdaq bubble in the late 1990s?, Journal of Financial Economics, Elsevier (2006) View citations (181) (2006)

2003

33. Judging Fund Managers by the Company They Keep
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (3)
    See also Journal Article Judging Fund Managers by the Company They Keep, Journal of Finance, American Finance Association (2005) View citations (105) (2005)
34. Stock Prices and IPO Waves
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (11)

2002

35. Liquidity Risk and Expected Stock Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (16)
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (29)
    See also Journal Article Liquidity Risk and Expected Stock Returns, Journal of Political Economy, University of Chicago Press (2003) View citations (1943) (2003)
36. Stock Valuation and Learning about Profitability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (14)
    See also Journal Article Stock Valuation and Learning about Profitability, Journal of Finance, American Finance Association (2003) View citations (309) (2003)

2000

37. Evaluating and Investing in Equity Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
38. The Equity Premium and Structural Breaks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (2000) View citations (6)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (6)
    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 The Equity Premium and Structural Breaks, Journal of Finance, American Finance Association (2001) View citations (149) (2001)

1999

39. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    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 View citations (1)
    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 (89) (2000)
40. Comparing Asset Pricing Models: An Investment Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (7)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999) View citations (7)
    See also Journal Article Comparing asset pricing models: an investment perspective, Journal of Financial Economics, Elsevier (2000) View citations (199) (2000)

1998

41. Costs of Equity Capital and Model Mispricing
    NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (81) (1999)

Undated

42. 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
43. Investing in Equity Mutual Funds
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (1)
    See also Journal Article Investing in equity mutual funds, Journal of Financial Economics, Elsevier (2002) View citations (92) (2002)
44. 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) View citations (159) (2002)
45. 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) View citations (185) (2000)

Journal Articles

2024

1. Fifty shades of QE: Robust evidence
   Journal of Banking & Finance, 2024, 159, (C)
   See also Working Paper Fifty Shades of QE: Robust Evidence, Working and Discussion Papers (2023) View citations (1) (2023)
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2022

3. Diseconomies of Scale in Active Management: Robust Evidence
   Critical Finance Review, 2022, 11, (3-4), 593-611 View citations (2)
   See also Working Paper Diseconomies of Scale in Active Management: Robust Evidence, CEPR Discussion Papers (2021) (2021)
4. Dissecting green returns
   Journal of Financial Economics, 2022, 146, (2), 403-424 View citations (152)
   See also Working Paper Dissecting Green Returns, CEPR Discussion Papers (2022) (2022)

2021

5. Fifty shades of QE: Comparing findings of central bankers and academics
   Journal of Monetary Economics, 2021, 120, (C), 1-20 View citations (24)
   See also Working Paper Fifty shades of QE: comparing findings of central bankers and academics, Working Paper Series (2021) View citations (35) (2021)
6. Inequality Aversion, Populism, and the Backlash against Globalization
   Journal of Finance, 2021, 76, (6), 2857-2906 View citations (20)
   See also Working Paper Inequality Aversion, Populism, and the Backlash Against Globalization, NBER Working Papers (2018) View citations (42) (2018)
7. Sustainable investing in equilibrium
   Journal of Financial Economics, 2021, 142, (2), 550-571 View citations (130)
   See also Working Paper Sustainable Investing in Equilibrium, Working Papers (2020) View citations (61) (2020)

2020

8. Fund tradeoffs
   Journal of Financial Economics, 2020, 138, (3), 614-634 View citations (1)
   See also Working Paper Fund Tradeoffs, CEPR Discussion Papers (2017) (2017)
9. Political Cycles and Stock Returns
   Journal of Political Economy, 2020, 128, (11), 4011 - 4045 View citations (46)
   See also Working Paper Political Cycles and Stock Returns, CEPR Discussion Papers (2017) View citations (20) (2017)

2019

10. Liquidity Risk After 20 Years
    Critical Finance Review, 2019, 8, (1-2), 277-299 View citations (8)
    See also Working Paper Liquidity Risk After 20 Years, NBER Working Papers (2019) View citations (10) (2019)

2017

11. Do Funds Make More When They Trade More?
    Journal of Finance, 2017, 72, (4), 1483-1528 View citations (56)
    See also Working Paper Do Funds Make More When They Trade More?, NBER Working Papers (2014) View citations (2) (2014)

2016

12. Income inequality and asset prices under redistributive taxation
    Journal of Monetary Economics, 2016, 81, (C), 1-20 View citations (14)
    See also Working Paper Income Inequality and Asset Prices under Redistributive Taxation, CEPR Discussion Papers (2015) View citations (1) (2015)
13. The Price of Political Uncertainty: Theory and Evidence from the Option Market
    Journal of Finance, 2016, 71, (5), 2417-2480 View citations (336)
    See also Working Paper The Price of Political Uncertainty: Theory and Evidence from the Option Market, CEPR Discussion Papers (2014) View citations (17) (2014)
14. Uncertainty and Valuations: A Comment
    Critical Finance Review, 2016, 5, (1), 129-134 View citations (1)

2015

15. Scale and skill in active management
    Journal of Financial Economics, 2015, 116, (1), 23-45 View citations (174)
    See also Working Paper Scale and Skill in Active Management, CEPR Discussion Papers (2014) View citations (13) (2014)

2013

16. Political uncertainty and risk premia
    Journal of Financial Economics, 2013, 110, (3), 520-545 View citations (879)
    See also Working Paper Political Uncertainty and Risk Premia, NBER Working Papers (2011) View citations (17) (2011)

2012

17. Are Stocks Really Less Volatile in the Long Run?
    Journal of Finance, 2012, 67, (2), 431-478 View citations (74)
    See also Working Paper Are Stocks Really Less Volatile in the Long Run?, CEPR Discussion Papers (2009) View citations (12) (2009)
18. On the Size of the Active Management Industry
    Journal of Political Economy, 2012, 120, (4), 740 - 781 View citations (82)
    See also Working Paper On the Size of the Active Management Industry, NBER Working Papers (2010) View citations (9) (2010)
19. Uncertainty about Government Policy and Stock Prices
    Journal of Finance, 2012, 67, (4), 1219-1264 View citations (921)
    See also Working Paper Uncertainty about Government Policy and Stock Prices, 2011 Meeting Papers (2011) View citations (9) (2011)

2009

20. Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
    The Review of Financial Studies, 2009, 22, (8), 3005-3046 View citations (49)
    See also Working Paper Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability, CEPR Discussion Papers (2007) (2007)
21. Learning in Financial Markets
    Annual Review of Financial Economics, 2009, 1, (1), 361-381 View citations (129)
    See also Working Paper Learning in Financial Markets, NBER Working Papers (2009) View citations (93) (2009)
22. Predictive Systems: Living with Imperfect Predictors
    Journal of Finance, 2009, 64, (4), 1583-1628 View citations (142)
    See also Working Paper Predictive Systems: Living with Imperfect Predictors, NBER Working Papers (2008) View citations (6) (2008)
23. Technological Revolutions and Stock Prices
    American Economic Review, 2009, 99, (4), 1451-83 View citations (173)
    See also Working Paper Technological Revolutions and Stock Prices, NBER Working Papers (2005) View citations (17) (2005)

2008

24. Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital
    Journal of Finance, 2008, 63, (6), 2859-2897 View citations (168)
    See also Working Paper Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital, CEPR Discussion Papers (2006) View citations (6) (2006)

2006

25. Was there a Nasdaq bubble in the late 1990s?
    Journal of Financial Economics, 2006, 81, (1), 61-100 View citations (181)
    See also Working Paper Was There a Nasdaq Bubble in the Late 1990s?, 2005 Meeting Papers (2005) View citations (3) (2005)

2005

26. Judging Fund Managers by the Company They Keep
    Journal of Finance, 2005, 60, (3), 1057-1096 View citations (105)
    See also Working Paper Judging Fund Managers by the Company They Keep, CEPR Discussion Papers (2003) View citations (1) (2003)
27. Rational IPO Waves
    Journal of Finance, 2005, 60, (4), 1713-1757 View citations (116)

2003

28. Liquidity Risk and Expected Stock Returns
    Journal of Political Economy, 2003, 111, (3), 642-685 View citations (1943)
    See also Working Paper Liquidity Risk and Expected Stock Returns, CEPR Discussion Papers (2002) View citations (8) (2002)
29. Stock Valuation and Learning about Profitability
    Journal of Finance, 2003, 58, (5), 1749-1789 View citations (309)
    See also Working Paper Stock Valuation and Learning about Profitability, CEPR Discussion Papers (2002) View citations (7) (2002)

2002

30. Investing in equity mutual funds
    Journal of Financial Economics, 2002, 63, (3), 351-380 View citations (92)
    See also Working Paper Investing in Equity Mutual Funds, CRSP working papers View citations (1)
31. Mutual fund performance and seemingly unrelated assets
    Journal of Financial Economics, 2002, 63, (3), 315-349 View citations (159)
    See also Working Paper Mutual Fund Performance and Seemingly Unrelated Assets.”, CRSP working papers View citations (3)

2001

32. The Equity Premium and Structural Breaks
    Journal of Finance, 2001, 56, (4), 1207-1239 View citations (149)
    See also Working Paper The Equity Premium and Structural Breaks, NBER Working Papers (2000) View citations (9) (2000)

2000

33. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
    The Review of Financial Studies, 2000, 13, (4), 883-916 View citations (89)
    See also Working Paper Asset Pricing Models: Implications for Expected Returns and Portfolio Selection, NBER Working Papers (1999) View citations (5) (1999)
34. Comparing asset pricing models: an investment perspective
    Journal of Financial Economics, 2000, 56, (3), 335-381 View citations (199)
    See also Working Paper Comparing Asset Pricing Models: An Investment Perspective, NBER Working Papers (1999) View citations (7) (1999)
35. Portfolio Selection and Asset Pricing Models
    Journal of Finance, 2000, 55, (1), 179-223 View citations (185)
    See also Working Paper Portfolio Selection and Asset Pricing Models, CRSP working papers View citations (30)

1999

36. Costs of Equity Capital and Model Mispricing
    Journal of Finance, 1999, 54, (1), 67-121 View citations (81)
    See also Working Paper Costs of Equity Capital and Model Mispricing, NBER Working Papers (1998) View citations (3) (1998)

Undated

37. Mutual Fund Performance and Flows during the COVID-19 Crisis
    The Review of Asset Pricing Studies, 10, (4), 791-833
    See also Working Paper Mutual Fund Performance and Flows During the COVID-19 Crisis, CEPR Discussion Papers (2020) View citations (78) (2020)