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Investing in socially responsible mutual funds
Géczy, Christopher; Stambaugh, Robert F.; Levin, David - In: Review of asset pricing studies : RAPS 11 (2021) 2, pp. 309-351
Persistent link: https://www.econbiz.de/10012545907
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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On the size of the active management industry
Pástor, Ľuboš; Stambaugh, Robert F. - 2010
Persistent link: https://www.econbiz.de/10003945509
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On the size of the active management industry
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of political economy 120 (2012) 4, pp. 740-781
Persistent link: https://www.econbiz.de/10009693737
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Diseconomies of scale in active management : robust evidence
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A.; … - In: Critical finance review 11 (2022) 3/4, pp. 593-611
Persistent link: https://www.econbiz.de/10013457308
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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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The Short of It : Investor Sentiment and Anomalies
Stambaugh, Robert F. - 2011
This study explores the role of investor sentiment in a broad set of anomalies in cross-sectional stock returns. We consider a setting where the presence of market-wide sentiment is combined with the argument that overpricing should be more prevalent than underpricing, due to short-sale...
Persistent link: https://www.econbiz.de/10012461759
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The Short of it : Investor Sentiment and Anomalies
Stambaugh, Robert F. - 2011
This study explores the role of investor sentiment in a broad set of anomalies in cross-sectional stock returns. We consider a setting where the presence of market-wide sentiment is combined with the argument that overpricing should be more prevalent than underpricing, due to short-sale...
Persistent link: https://www.econbiz.de/10013127985