NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Lubos Pastor

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

February 2014Scale and Skill in Active Management
with Robert F. Stambaugh, Lucian A. Taylor: w19891
January 2014The Price of Political Uncertainty: Theory and Evidence from the Option Market
with Bryan Kelly, Pietro Veronesi: w19812
September 2011Political Uncertainty and Risk Premia
with Pietro Veronesi: w17464
June 2010Uncertainty about Government Policy and Stock Prices
with Pietro Veronesi: w16128
January 2010On the Size of the Active Management Industry
with Robert F. Stambaugh: w15646
February 2009Are Stocks Really Less Volatile in the Long Run?
with Robert F. Stambaugh: w14757
January 2009Learning in Financial Markets
with Pietro Veronesi: w14646
February 2008Predictive Systems: Living with Imperfect Predictors
with Robert F. Stambaugh: w13804
January 2007Predictive Systems: Living with Imperfect Predictors
with Robert F. Stambaugh: w12814
December 2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
with Lucian Taylor, Pietro Veronesi: w12792
January 2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
with Meenakshi Sinha, Bhaskaran Swaminathan: w11941
December 2005Technological Revolutions and Stock Prices
with Pietro Veronesi: w11876
June 2004Was There a Nasdaq Bubble in the Late 1990s?
with Pietro Veronesi: w10581
July 2003Stock Prices and IPO Waves
with Pietro Veronesi: w9858
December 2002Judging Fund Managers by the Company They Keep
with Randolph Cohen, Joshua Coval: w9359
June 2002Stock Valuation and Learning about Profitability
with Pietro Veronesi: w8991
September 2001Liquidity Risk and Expected Stock Returns
with Robert F. Stambaugh: w8462
July 2000The Equity Premium and Structural Breaks
with Robert F. Stambaugh: w7778
Evaluating and Investing in Equity Mutual Funds
with Robert F. Stambaugh: w7779
August 1999Comparing Asset Pricing Models: An Investment Perspective
with Robert F. Stambaugh: w7284
June 1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
with A. Craig MacKinlay: w7162
April 1998Costs of Equity Capital and Model Mispricing
with Robert F. Stambaugh: w6490

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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