| Liquidity risk and expected stock returns Ľ Pástor, RF Stambaugh Journal of Political economy 111 (3), 642-685, 2003 | 7638 | 2003 |
| Expected stock returns and volatility K French, GW Schwert, RF Stambaugh Journal of Financial Economics 19, 3-30, 1987 | 6329 | 1987 |
| Predicting returns in the stock and bond markets DB Keim, RF Stambaugh Journal of financial Economics 17 (2), 357-390, 1986 | 2559 | 1986 |
| Sustainable investing in equilibrium Ľ Pástor, RF Stambaugh, LA Taylor Journal of financial economics 142 (2), 550-571, 2021 | 2545 | 2021 |
| The short of it: Investor sentiment and anomalies RF Stambaugh, J Yu, Y Yuan Journal of financial economics 104 (2), 288-302, 2012 | 2521 | 2012 |
| Predictive regressions RF Stambaugh Journal of financial economics 54 (3), 375-421, 1999 | 2316 | 1999 |
| A further investigation of the weekend effect in stock returns DB Keim, RF Stambaugh The journal of finance 39 (3), 819-835, 1984 | 1363 | 1984 |
| Biases in computed returns: An application to the size effect ME Blume, RF Stambaugh Journal of financial Economics 12 (3), 387-404, 1983 | 1341 | 1983 |
| Dissecting green returns Ľ Pástor, RF Stambaugh, LA Taylor Journal of financial economics 146 (2), 403-424, 2022 | 1298 | 2022 |
| Arbitrage asymmetry and the idiosyncratic volatility puzzle RF Stambaugh, J Yu, Y Yuan The Journal of Finance 70 (5), 1903-1948, 2015 | 1202 | 2015 |
| Mispricing factors RF Stambaugh, Y Yuan The review of financial studies 30 (4), 1270-1315, 2017 | 1187 | 2017 |
| On the predictability of stock returns: an asset‐allocation perspective S Kandel, RF Stambaugh The Journal of Finance 51 (2), 385-424, 1996 | 1102 | 1996 |
| On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis RF Stambaugh Journal of financial economics 10 (3), 237-268, 1982 | 912 | 1982 |
| Size and value in China J Liu, RF Stambaugh, Y Yuan Journal of financial economics 134 (1), 48-69, 2019 | 872 | 2019 |
| Investing in socially responsible mutual funds CC Geczy, RF Stambaugh, D Levin The Review of Asset Pricing Studies 11 (2), 309-351, 2021 | 818* | 2021 |
| Scale and skill in active management Ľ Pástor, RF Stambaugh, LA Taylor Journal of financial economics 116 (1), 23-45, 2015 | 785 | 2015 |
| Comparing asset pricing models: an investment perspective Ľ Pástor, RF Stambaugh Journal of Financial Economics 56 (3), 335-381, 2000 | 631 | 2000 |
| Mutual fund performance and seemingly unrelated assets Ľ Pástor, RF Stambaugh Journal of Financial Economics 63 (3), 315-349, 2002 | 546 | 2002 |
| Asset returns and intertemporal preferences S Kandel, RF Stambaugh Journal of Monetary Economics 27 (1), 39-71, 1991 | 545 | 1991 |
| The equity premium and structural breaks Ľ Pástor, RF Stambaugh The Journal of Finance 56 (4), 1207-1239, 2001 | 411 | 2001 |
Lubos PastorUniversity of Chicago, Booth School of BusinessVerified email at chicagobooth.edu
