NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Lubos Pastor

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

November 2014Do Funds Make More When They Trade More?
with Robert F. Stambaugh, Lucian A. Taylor: w20700
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

Published: Pástor, Ľuboš & Veronesi, Pietro, 2013. "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, vol. 110(3), pages 520-545. citation courtesy of

June 2010Uncertainty about Government Policy and Stock Prices
with Pietro Veronesi: w16128

Published: Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, 08. citation courtesy of

January 2010On the Size of the Active Management Industry
with Robert F. Stambaugh: w15646

Published: ĽuboÅ¡ Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740 - 781. citation courtesy of

February 2009Are Stocks Really Less Volatile in the Long Run?
with Robert F. Stambaugh: w14757

Published: Ľuboš Pástor & Robert F. Stambaugh, 2012. "Are Stocks Really Less Volatile in the Long Run?," Journal of Finance, American Finance Association, vol. 67(2), pages 431-478, 04. citation courtesy of

January 2009Learning in Financial Markets
with Pietro Veronesi: w14646

Published: Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November. citation courtesy of

February 2008Predictive Systems: Living with Imperfect Predictors
with Robert F. Stambaugh: w13804

Published: Lubos Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, 08. citation courtesy of

January 2007Predictive Systems: Living with Imperfect Predictors
with Robert F. Stambaugh: w12814

Published: Lubos Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, 08. citation courtesy of

December 2006Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
with Lucian Taylor, Pietro Veronesi: w12792

Published: &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(8), pages 3005-3046, August. citation courtesy of

January 2006Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
with Meenakshi Sinha, Bhaskaran Swaminathan: w11941

Published: Pastor, Lubos, Meenakshi Sinha and Bhaskaran Swaminathan. “Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital.” Journal of Finance 63 (2008): 2859–2897. citation courtesy of

December 2005Technological Revolutions and Stock Prices
with Pietro Veronesi: w11876

Published: Pastor, Lubos and Pietro Veronesi. "Technological Revolutions and Stock Prices." American Economic Review 99, 4 (2009): 1451-1483. citation courtesy of

June 2004Was There a Nasdaq Bubble in the Late 1990s?
with Pietro Veronesi: w10581

Published: Pastor, Lubos and Pietro Veronesi. "Was There A Nasdaq Bubble In The Late 1990s?," Journal of Financial Economics, 2006, v81(1,Jul), 61-100. citation courtesy of

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

Published: Randolph B. Cohen & Joshua D. Coval & Lubos Pástor, 2005. "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, vol. 60(3), pages 1057-1096, 06. citation courtesy of

June 2002Stock Valuation and Learning about Profitability
with Pietro Veronesi: w8991

Published: Lubos PÁstor & Veronesi Pietro, 2003. "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, vol. 58(5), pages 1749-1790, October. citation courtesy of

September 2001Liquidity Risk and Expected Stock Returns
with Robert F. Stambaugh: w8462

Published: Pastor, Lubos and Robert F. Stambaugh. "Liquidity Risk And Expected Stock Returns," Journal of Political Economy, 2003, v111(3,Jun), 642-685. citation courtesy of

July 2000The Equity Premium and Structural Breaks
with Robert F. Stambaugh: w7778

Published: Pastor, Lubos and Robert F. Stambaugh. "The Equity Premium And Structural Breaks," Journal of Finance, 2001, v56(4,Aug), 1207-1239. citation courtesy of

Evaluating and Investing in Equity Mutual Funds
with Robert F. Stambaugh: w7779

Published: Pastor, Lubog and Robert F. Stambaugh. "Investing In Equity Mutual Funds," Journal of Financial Economics, 2002, v63(3,Mar), 351-380.

August 1999Comparing Asset Pricing Models: An Investment Perspective
with Robert F. Stambaugh: w7284

Published: Journal of Financial Economics, Vol. 56 (2000): 335-381. citation courtesy of

June 1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
with A. Craig MacKinlay: w7162

Published: MacKinlay, A. Craig and L. Pastor. "Asset Pricing Models: Implications For Expected Returns And Portfolio Selection," Review of Financial Studies, 2000, v13(4,Winter), 883-916. citation courtesy of

April 1998Costs of Equity Capital and Model Mispricing
with Robert F. Stambaugh: w6490

Published: Journal of Finance, Vol. 54 (1999): 67-121. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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