Robert F. Stambaugh | Academic Influence

Robert F. Stambaugh's AcademicInfluence.com Rankings

Robert F. Stambaugh

Economics

#1120

World Rank

#1304

Historical Rank

economics Degrees

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Economics

Robert F. Stambaugh's Degrees

PhD Finance University of Chicago
Masters Economics University of Chicago

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Why Is Robert F. Stambaugh Influential?

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According to Wikipedia, Robert F. Stambaugh is an American economist, who specializes in econometrics and finance. Early life and education Stambaugh graduated from the University of Chicago in 1981. Career Stambaugh served as the editor of the Journal of Finance from July 2003 to June 2006 after which he returned to spending most of his time on research and teaching. His research focuses on empirical asset pricing, and he often uses Bayesian analysis in his papers. He was the president of American Finance Association.

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Robert F. Stambaugh's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Expected stock returns and volatility (1987) (4148)
Predicting returns in the stock and bond markets (1986) (1757)
Predictive Regressions (1999) (1346)
BIASES IN COMPUTED RETURNS An Application to the Size Effect (1983) (820)
The short of it (2012) (791)
On the Predictability of Stock Returns: An Asset-Allocation Perspective (1995) (789)
The Short of It: Investor Sentiment and Anomalies (2011) (754)
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2012) (694)
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis (1982) (542)
A Further Investigation of the Weekend Effect in Stock Returns (1984) (536)
Mispricing Factors (2015) (470)
Scale and Skill in Active Management (2014) (435)
Investing in Equity Mutual Funds (2001) (423)
Mutual Fund Performance and Seemingly Unrelated Assets (2001) (385)
Asset Returns and Intertemporal Preferences (1991) (366)
Expectations and Volatility of Consumption and Asset Returns (1990) (327)
Sustainable Investing in Equilibrium (2019) (309)
Size and Value in China (2018) (290)
The information in forward rates: Implications for models of the term structure (1988) (276)
Portfolio Inefficiency and the Cross-Section of Expected Returns (1994) (275)
On the Size of the Active Management Industry (2010) (244)
Are Stocks Really Less Volatile in the Long Run? (2009) (214)
Mimicking Portfolios and Exact Arbitrage Pricing (1987) (204)
Tests of Asset Pricing with Time‐Varying Expected Risk Premiums and Market Betas (1987) (202)
Investing in Socially Responsible Mutual Funds (2005) (199)
Costs of Equity Capital and Model Mispricing (1998) (196)
Analyzing Investments Whose Histories Differ in Length (1997) (195)
Do Funds Make More When They Trade More? (2014) (170)
On correlations and inferences about mean-variance efficiency (1987) (164)
The Long of it: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns (2012) (139)
Presidential Address: Investment Noise and Trends (2014) (122)
Bayesian Inference and Portfolio Efficiency (1993) (109)
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects (1990) (91)
Absolving Beta of Volatility's Effects (2017) (83)
A Mean-Variance Framework for Tests of Asset Pricing Models (1989) (83)
Dissecting Green Returns (2021) (74)
Arbitrage pricing with information (1983) (68)
Fund Tradeoffs (2017) (41)
Anomalies Abroad: Beyond Data Mining (2017) (29)
Investment Noise and Trends (2014) (25)
Liquidity Risk and Expect Stock Returns (2003) (25)
Liquidity Risk after 20 Years (2019) (17)
Estimating Conditional Expectations When Volatility Fluctuates (1993) (16)
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES (1990) (15)
Missing assets, measuring the market, and testing the capital asset pricing model (1981) (13)
Does the Stock Market Rationally Reflect Fundamental Values? Discussion (1986) (12)
Testing the CAPM with broader market indexes: A problem of mean-deficiency (1983) (12)
Evaluating and Investing in Equity Mutual Funds (2000) (11)
Inference about Survivors (2011) (11)
Inequaltty and social status in successive generations (1977) (6)
BIASES IN C O M P U T E D RETURNS An Application to the Size Effect * (1983) (3)
Investing in Equity Mutual Funds by * ÿ (2001) (3)
Skill and Profit in Active Management (2019) (3)
The Rodney L. White Center for Financial Research (1999) (2)
Diseconomies of Scale in Active Management: Robust Evidence (2021) (2)
Skill and Proﬁt in Active Management (2019) (2)
Analysts' Selective Coverage and the Long-term Performance of Newly Public Firms (2004) (2)
Stable Factors in Security Returns: Identification Using Cross-Validation: Comment (1988) (2)
Correction: A Mean-Variance Framework for Tests of Asset Pricing Models (1994) (1)
Pricing Without Mispricing (2021) (1)
Noisy Active Management (2017) (1)
Fund Tradeoffs Ľuboš Pástor (2018) (0)
8-2014 Presidential Address : Investment Noise and Trends (2017) (0)
Report of the Editor of "The Journal of Finance" for the Year 2005 (2006) (0)
BFI Working Paper Series No . 2014-03 Scale ! and ! Skill ! in ! Ac 6 ve ! Management ! (2014) (0)
WORKING PAPER SERIES SIZE AND VALUE IN CHINA Jianan (2018) (0)
Investing in Equity Mutual Funds by * · Lubo · s P ¶ astor and (2001) (0)
NBER WORKING PAPER SERIES DISSECTING GREEN RETURNS (2022) (0)
Report of the Editor of The Journal of Finance for the Year 2004 (2005) (0)
Predictive regressions q (1999) (0)
Report of the Editor of The Journal of Finance for the Year 2003 (2004) (0)
NBER WORKING PAPER SERIES FUND TRADEOFFS Lubos (2018) (0)
The spermatozoon. Don W. Fawcet and J. Michael Bedford, eds. Urban and Schwarzenberg, Baltimore-Munich, 1979. 40 illustrted chapters. 441 pages. $49.00 (1980) (0)
Internet Appendix for “Dissecting Green Returns” (2021) (0)
NBER WORKING PAPER SERIES PORTFOLIO LIQUIDITY AND DIVERSIFICATION : THEORY AND EVIDENCE Lubos (0)
Investing in Equity Mutual Funds by * ÿ Lubo ÿ s Pástor (2017) (0)
Costs of Equity from Factor-Based Models (1997) (0)
The Equity Premium and Structural Breaks by * · Lubo (2001) (0)
Portfolio Liquidity and Diversification : Theory and Evidence Ľuboš Pástor (0)
Documentation: Mispricing Measure Data (0)
Mutual fund performance and seemingly unrelated assets ? · Lubo (2001) (0)

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