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Lubos Pastor

Personal Details

First Name:Lubos
Middle Name:
Last Name:Pastor
Suffix:
RePEc Short-ID:ppa276
[This author has chosen not to make the email address public]
https://www.chicagobooth.edu/faculty/directory/p/lubos-pastor
Terminal Degree:1999 Finance Department; Wharton School of Business; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Booth School of Business
University of Chicago

Chicago, Illinois (United States)
http://www.chicagobooth.edu/
RePEc:edi:sbuchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024. "Sustainable Investing," NBER Working Papers 33252, National Bureau of Economic Research, Inc.
  3. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024. "Carbon Burden," NBER Working Papers 33110, National Bureau of Economic Research, Inc.
  4. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2023. "Green Tilts," CEPR Discussion Papers 18219, C.E.P.R. Discussion Papers.
  5. Fabo, Brian & Jancokova, Martina & Kempf, Elisabeth & Pástor, Luboš, 2023. "Fifty Shades of QE: Robust Evidence," CEPR Discussion Papers 17998, C.E.P.R. Discussion Papers.
  6. Koont, Naz & Ma, Yiming & Pástor, Luboš & Zeng, Yao, 2022. "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," CEPR Discussion Papers 17283, C.E.P.R. Discussion Papers.
  7. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022. "Dissecting Green Returns," CEPR Discussion Papers 16260, C.E.P.R. Discussion Papers.
  8. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021. "Diseconomies of Scale in Active Management: Robust Evidence," CEPR Discussion Papers 16376, C.E.P.R. Discussion Papers.
  9. Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers 2020-96, Becker Friedman Institute for Research In Economics.
  10. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020. "Sustainable Investing in Equilibrium," Working Papers 2020-23, Becker Friedman Institute for Research In Economics.
  11. Kempf, Elisabeth & Fabo, Brian & Jancokova, Martina & Pástor, Luboš, 2020. "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," CEPR Discussion Papers 15449, C.E.P.R. Discussion Papers.
  12. Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020. "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working Papers 2020-128, Becker Friedman Institute for Research In Economics.
  13. Pástor, Luboš & Stambaugh, Robert F., 2019. "Liquidity Risk After 20 Years," CEPR Discussion Papers 13680, C.E.P.R. Discussion Papers.
  14. Pástor, Luboš & Allen, Franklin, 2018. "The Capital Markets Union: Key Challenges," CEPR Discussion Papers 12761, C.E.P.R. Discussion Papers.
  15. Pástor, Luboš & Veronesi, Pietro, 2018. "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers 13107, C.E.P.R. Discussion Papers.
  16. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers 12195, C.E.P.R. Discussion Papers.
  17. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Fund Tradeoffs," CEPR Discussion Papers 12513, C.E.P.R. Discussion Papers.
  18. Pástor, Luboš & Veronesi, Pietro, 2017. "Political Cycles and Stock Returns," CEPR Discussion Papers 11864, C.E.P.R. Discussion Papers.
  19. Veronesi, Pietro & Pástor, Luboš, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," CEPR Discussion Papers 10899, C.E.P.R. Discussion Papers.
  20. Veronesi, Pietro & Pástor, Luboš & Kelly, Bryan, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," CEPR Discussion Papers 9822, C.E.P.R. Discussion Papers.
  21. Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
  22. Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
  23. Veronesi, Pietro & Pástor, Luboš, 2011. "Political Uncertainty and Risk Premia," CEPR Discussion Papers 8601, C.E.P.R. Discussion Papers.
  24. Veronesi, Pietro & Pástor, Luboš, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
  25. Stambaugh, Robert F. & Pástor, Luboš, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
  26. Stambaugh, Robert F. & Pástor, Luboš, 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers.
  27. Veronesi, Pietro & Pástor, Luboš, 2009. "Learning in Financial Markets," CEPR Discussion Papers 7127, C.E.P.R. Discussion Papers.
  28. Veronesi, Pietro & Pástor, Luboš & Taylor, Lucian, 2007. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," CEPR Discussion Papers 6061, C.E.P.R. Discussion Papers.
  29. Stambaugh, Robert F. & Pástor, Luboš, 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers.
  30. Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers 5462, C.E.P.R. Discussion Papers.
  31. Veronesi, Pietro & Pástor, Luboš, 2005. "Technological Revolutions and Stock Prices," CEPR Discussion Papers 5428, C.E.P.R. Discussion Papers.
  32. Veronesi, Pietro & Pástor, Luboš, 2004. "Was There A Nasdaq Bubble in the Late 1990s?," CEPR Discussion Papers 4485, C.E.P.R. Discussion Papers.
  33. Coval, Joshua & Pástor, Luboš & Cohen, Randolph, 2003. "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers 3717, C.E.P.R. Discussion Papers.
  34. Veronesi, Pietro & Pástor, Luboš, 2003. "Stock Prices and IPO Waves," CEPR Discussion Papers 4002, C.E.P.R. Discussion Papers.
  35. Veronesi, Pietro & Pástor, Luboš, 2002. "Stock Valuation and Learning about Profitability," CEPR Discussion Papers 3410, C.E.P.R. Discussion Papers.
  36. Stambaugh, Robert F. & Pástor, Luboš, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
  37. Lubos Pástor & Robert F. Stambaugh, "undated". "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers 04-98, Wharton School Rodney L. White Center for Financial Research.

    repec:grz:wpsses:2021-08 is not listed on IDEAS
  38. Lubos Pastor & Robert F. Stambaugh, "undated". "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers 10-00, Wharton School Rodney L. White Center for Financial Research.
  39. Luboš Pástor & Robert F. Stambaugh, "undated". "Investing in Equity Mutual Funds," CRSP working papers 532, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  40. Lubos Pastor & Robert F. Stambaugh, "undated". "Costs of Equity from Factor-Based Models (Revised 4-98)," Rodney L. White Center for Financial Research Working Papers 08-97, Wharton School Rodney L. White Center for Financial Research.
  41. Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
  42. Lubos Pastor & Robert F. Stambaugh, "undated". "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
  43. A. Craig MacKinlay & Lubos Pastor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 13-99, Wharton School Rodney L. White Center for Financial Research.
  44. Lubo Pástor, "undated". "Portfolio Selection and Asset Pricing Models," CRSP working papers 356, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  45. Luboš Pástor & Robert F. Stambaugh, "undated". "Mutual Fund Performance and Seemingly Unrelated Assets.”," CRSP working papers 527, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Articles

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024. "Fifty shades of QE: Robust evidence," Journal of Banking & Finance, Elsevier, vol. 159(C).
  3. Luboš Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022. "Diseconomies of Scale in Active Management: Robust Evidence," Critical Finance Review, now publishers, vol. 11(3-4), pages 593-611, August.
  4. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022. "Dissecting green returns," Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
  5. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021. "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
  6. Ľuboš Pástor & Pietro Veronesi, 2021. "Inequality Aversion, Populism, and the Backlash against Globalization," Journal of Finance, American Finance Association, vol. 76(6), pages 2857-2906, December.
  7. Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2021. "Fifty shades of QE: Comparing findings of central bankers and academics," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 1-20.
  8. Ľuboš Pástor & Pietro Veronesi, 2020. "Political Cycles and Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 128(11), pages 4011-4045.
  9. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020. "Fund tradeoffs," Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
  10. Pástor, Luboš & Stambaugh, Robert F., 2019. "Liquidity Risk After 20 Years," Critical Finance Review, now publishers, vol. 8(1-2), pages 277-299, December.
  11. Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
  12. Pastor, Lubos & Veronesi, Pietro, 2016. "Uncertainty and Valuations: A Comment," Critical Finance Review, now publishers, vol. 5(1), pages 129-134, May.
  13. Pástor, Lˇuboš & Veronesi, Pietro, 2016. "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 1-20.
  14. Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, vol. 71(5), pages 2417-2480, October.
  15. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
  16. Pástor, Ľuboš & Veronesi, Pietro, 2013. "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, vol. 110(3), pages 520-545.
  17. Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
  18. 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, April.
  19. Ľuboš 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.
  20. Luboš Pástor & Pietro Veronesi, 2009. "Technological Revolutions and Stock Prices," American Economic Review, American Economic Association, vol. 99(4), pages 1451-1483, September.
  21. Ľuboš Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, August.
  22. &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3005-3046, August.
  23. Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November.
  24. Ľuboš Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008. "Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital," Journal of Finance, American Finance Association, vol. 63(6), pages 2859-2897, December.
  25. Pastor, Lubos & Veronesi, Pietro, 2006. "Was there a Nasdaq bubble in the late 1990s?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 61-100, July.
  26. Ľuboš Pástor & Pietro Veronesi, 2005. "Rational IPO Waves," Journal of Finance, American Finance Association, vol. 60(4), pages 1713-1757, August.
  27. Randolph B. Cohen & Joshua D. Coval & Ľuboš Pástor, 2005. "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, vol. 60(3), pages 1057-1096, June.
  28. Pastor, Lubos & Stambaugh, Robert F., 2003. "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
  29. Ľuboš Pástor & Veronesi Pietro, 2003. "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, vol. 58(5), pages 1749-1789, October.
  30. Pastor, Lubos & Stambaugh, Robert F., 2002. "Investing in equity mutual funds," Journal of Financial Economics, Elsevier, vol. 63(3), pages 351-380, March.
  31. Pastor, Lubos & Stambaugh, Robert F., 2002. "Mutual fund performance and seemingly unrelated assets," Journal of Financial Economics, Elsevier, vol. 63(3), pages 315-349, March.
  32. Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
  33. Pastor, Lubos & Stambaugh, Robert F., 2000. "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
  34. Ľuboš Pástor, 2000. "Portfolio Selection and Asset Pricing Models," Journal of Finance, American Finance Association, vol. 55(1), pages 179-223, February.
  35. MacKinlay, A Craig & Pastor, Lubos, 2000. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, vol. 13(4), pages 883-916.
  36. Ľuboš Pástor & Robert F. Stambaugh, 1999. "Costs of Equity Capital and Model Mispricing," Journal of Finance, American Finance Association, vol. 54(1), pages 67-121, February.
  37. Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors
  26. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  27. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  28. Number of Abstract Views in RePEc Services over the past 12 months
  29. Number of Downloads through RePEc Services over the past 12 months
  30. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Euclidian citation score
  33. Closeness measure in co-authorship network
  34. Breadth of citations across fields
  35. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 63 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (18) 2001-08-30 2001-09-10 2003-03-14 2003-10-05 2006-01-01 2006-01-29 2007-01-02 2009-01-17 2009-02-28 2009-02-28 2009-03-14 2017-02-26 2017-03-12 2018-04-09 2020-09-14 2021-03-01 2022-07-18 2023-07-17. Author is listed
  2. NEP-FIN: Finance (15) 1999-07-28 1999-08-27 2000-07-11 2000-07-11 2000-10-23 2000-10-23 2001-08-30 2001-08-30 2002-06-18 2003-02-18 2003-04-09 2006-01-01 2006-01-24 2006-01-29 2006-01-29. Author is listed
  3. NEP-CFN: Corporate Finance (10) 2002-12-02 2003-02-18 2003-03-14 2003-07-21 2003-10-05 2004-06-27 2005-12-01 2007-01-02 2007-01-28 2014-01-24. Author is listed
  4. NEP-MAC: Macroeconomics (8) 2015-11-01 2015-11-07 2020-10-19 2020-11-23 2021-01-25 2021-03-01 2021-05-24 2021-08-16. Author is listed
  5. NEP-POL: Positive Political Economics (8) 2011-10-09 2011-10-22 2014-01-24 2014-06-02 2017-02-26 2017-03-12 2018-08-27 2018-09-24. Author is listed
  6. NEP-ENV: Environmental Economics (7) 2020-01-13 2020-08-10 2020-10-05 2021-07-12 2023-07-17 2024-12-02 2025-01-27. Author is listed
  7. NEP-MON: Monetary Economics (7) 2020-10-19 2020-11-23 2021-01-25 2021-03-01 2021-05-24 2021-08-16 2023-07-24. Author is listed
  8. NEP-RMG: Risk Management (7) 2003-03-14 2003-04-09 2003-10-05 2006-01-29 2009-03-14 2018-01-22 2019-04-29. Author is listed
  9. NEP-SOG: Sociology of Economics (7) 2014-02-15 2020-11-23 2021-01-25 2021-03-01 2021-05-24 2021-08-16 2023-07-24. Author is listed
  10. NEP-BEC: Business Economics (5) 2007-01-02 2007-01-28 2009-01-17 2009-02-28 2014-02-15. Author is listed
  11. NEP-DGE: Dynamic General Equilibrium (4) 2006-01-01 2006-01-29 2015-11-01 2015-11-07
  12. NEP-ENE: Energy Economics (4) 2021-07-12 2023-07-17 2024-12-02 2025-01-27
  13. NEP-CBA: Central Banking (3) 2011-10-09 2011-10-22 2020-10-19
  14. NEP-ECM: Econometrics (3) 2007-01-23 2007-02-24 2008-02-16
  15. NEP-ENT: Entrepreneurship (3) 2007-01-02 2007-01-28 2015-11-07
  16. NEP-BAN: Banking (2) 2023-07-17 2023-07-24
  17. NEP-CDM: Collective Decision-Making (2) 2011-10-09 2011-10-22
  18. NEP-CWA: Central and Western Asia (2) 2021-03-01 2021-05-24
  19. NEP-IFN: International Finance (2) 2015-11-07 2022-07-18
  20. NEP-INO: Innovation (2) 2006-01-01 2006-01-29
  21. NEP-PBE: Public Economics (2) 2015-11-01 2015-11-07
  22. NEP-PKE: Post Keynesian Economics (2) 2018-08-27 2018-09-24
  23. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  24. NEP-CSE: Economics of Strategic Management (1) 2007-01-28
  25. NEP-DEM: Demographic Economics (1) 2022-07-18
  26. NEP-EEC: European Economics (1) 2018-04-09
  27. NEP-EXP: Experimental Economics (1) 2021-12-06
  28. NEP-HIS: Business, Economic and Financial History (1) 2019-04-29
  29. NEP-HRM: Human Capital and Human Resource Management (1) 2014-02-15
  30. NEP-ISF: Islamic Finance (1) 2021-08-16
  31. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2014-02-15
  32. NEP-ORE: Operations Research (1) 2020-11-23
  33. NEP-RES: Resource Economics (1) 2020-10-05
  34. NEP-UPT: Utility Models and Prospect Theory (1) 2011-10-22

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