Lubos Pastor
Personal Details
First Name: | Lubos |
Middle Name: | |
Last Name: | Pastor |
Suffix: | |
RePEc Short-ID: | ppa276 |
http://www.ChicagoGSB.edu/fac/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/
:
:1101 East 58th Street, Chicago, Illinois 60637
RePEc:edi:sbuchus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Allen, Franklin & Pástor, Luboš, 2018. "The Capital Markets Union: Key Challenges," CEPR Discussion Papers 12761, C.E.P.R. Discussion Papers.
- P�stor, Lubo� & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers 12195, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2017.
"Political Cycles and Stock Returns,"
NBER Working Papers
23184, National Bureau of Economic Research, Inc.
- P�stor, Lubo� & Veronesi, Pietro, 2017. "Political Cycles and Stock Returns," CEPR Discussion Papers 11864, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Fund Tradeoffs," NBER Working Papers 23670, National Bureau of Economic Research, Inc.
- Lubos Pastor & Pietro Veronesi, 2015.
"Income Inequality and Asset Prices under Redistributive Taxation,"
NBER Working Papers
21668, National Bureau of Economic Research, Inc.
- Pástor, Lˇuboš & Veronesi, Pietro, 2016. "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 1-20.
- Pástor, Luboš & Veronesi, Pietro, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," CEPR Discussion Papers 10899, C.E.P.R. Discussion Papers.
- Bryan Kelly & Lubos Pastor & Pietro Veronesi, 2014.
"The Price of Political Uncertainty: Theory and Evidence from the Option Market,"
NBER Working Papers
19812, National Bureau of Economic Research, Inc.
- 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.
- Bryan T. Kelly & Lubos Pastor & Pietro Veronesi, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Working Papers 2014-001, Becker Friedman Institute for Research In Economics.
- Kelly, Bryan & Pástor, Luboš & Veronesi, Pietro, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," CEPR Discussion Papers 9822, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014.
"Scale and Skill in Active Management,"
NBER Working Papers
19891, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," Working Papers 2014-003, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014.
"Do Funds Make More When They Trade More?,"
NBER Working Papers
20700, National Bureau of Economic Research, Inc.
- 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.
- Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2011.
"Political Uncertainty and Risk Premia,"
NBER Working Papers
17464, National Bureau of Economic Research, Inc.
- Pástor, Ľuboš & Veronesi, Pietro, 2013. "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, vol. 110(3), pages 520-545.
- Pástor, Luboš & Veronesi, Pietro, 2011. "Political Uncertainty and Risk Premia," CEPR Discussion Papers 8601, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2011. "Political Uncertainty and Risk Premia," Working Papers 2011-007, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Pietro Veronesi, 2010.
"Uncertainty about Government Policy and Stock Prices,"
NBER Working Papers
16128, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Veronesi, Pietro, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
- Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
- Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," Working Papers 2010-008, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh, 2010.
"On the Size of the Active Management Industry,"
NBER Working Papers
15646, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Stambaugh, Robert F., 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh, 2009.
"Are Stocks Really Less Volatile in the Long Run?,"
NBER Working Papers
14757, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Stambaugh, Robert F., 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2009.
"Learning in Financial Markets,"
NBER Working Papers
14646, National Bureau of Economic Research, Inc.
- Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November.
- Pástor, Luboš & Veronesi, Pietro, 2009. "Learning in Financial Markets," CEPR Discussion Papers 7127, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2007.
"Predictive Systems: Living with Imperfect Predictors,"
NBER Working Papers
12814, National Bureau of Economic Research, Inc.
- Lubos Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, August.
- Pástor, Luboš & Stambaugh, Robert F., 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2008. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 13804, National Bureau of Economic Research, Inc.
- Lubos Pastor & Lucian Taylor & Pietro Veronesi, 2006.
"Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability,"
NBER Working Papers
12792, National Bureau of Economic Research, Inc.
- &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, Society for Financial Studies, vol. 22(8), pages 3005-3046, August.
- Pástor, Luboš & Taylor, Lucian & Veronesi, Pietro, 2007. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," CEPR Discussion Papers 6061, C.E.P.R. Discussion Papers.
- Lubos Pastor & Meenakshi Sinha & Bhaskaran Swaminathan, 2006.
"Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital,"
NBER Working Papers
11941, National Bureau of Economic Research, Inc.
- Lubos 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.
- 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.
- Lubos Pastor & Pietro Veronesi, 2005.
"Technological Revolutions and Stock Prices,"
NBER Working Papers
11876, National Bureau of Economic Research, Inc.
- Luboš Pástor & Pietro Veronesi, 2009. "Technological Revolutions and Stock Prices," American Economic Review, American Economic Association, vol. 99(4), pages 1451-1483, September.
- Pástor, Luboš & Veronesi, Pietro, 2005. "Technological Revolutions and Stock Prices," CEPR Discussion Papers 5428, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2004.
"Was There a Nasdaq Bubble in the Late 1990s?,"
NBER Working Papers
10581, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Veronesi, Pietro, 2004. "Was There A Nasdaq Bubble in the Late 1990s?," CEPR Discussion Papers 4485, C.E.P.R. Discussion Papers.
- Pietro Veronesi & Lubos Pastor, 2005. "Was There a Nasdaq Bubble in the Late 1990s?," 2005 Meeting Papers 95, Society for Economic Dynamics.
- Lubos Pastor & Pietro Veronesi, 2003.
"Stock Prices and IPO Waves,"
NBER Working Papers
9858, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Veronesi, Pietro, 2003. "Stock Prices and IPO Waves," CEPR Discussion Papers 4002, C.E.P.R. Discussion Papers.
- Randolph Cohen & Joshua Coval & Lubos Pastor, 2002.
"Judging Fund Managers by the Company They Keep,"
NBER Working Papers
9359, National Bureau of Economic Research, Inc.
- 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, June.
- Cohen, Randolph & Coval, Joshua & Pástor, Luboš, 2003. "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers 3717, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2002.
"Stock Valuation and Learning about Profitability,"
NBER Working Papers
8991, National Bureau of Economic Research, Inc.
- Lubos PÁstor & Veronesi Pietro, 2003. "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, vol. 58(5), pages 1749-1790, October.
- Pástor, Luboš & Veronesi, Pietro, 2002. "Stock Valuation and Learning about Profitability," CEPR Discussion Papers 3410, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2001.
"Liquidity Risk and Expected Stock Returns,"
NBER Working Papers
8462, National Bureau of Economic Research, Inc.
- 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.
- Luboš Pástor & Robert F. Stambaugh, "undated". "Liquidity Risk and Expected Stock Returns," CRSP working papers 531, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Pástor, Luboš & Stambaugh, Robert F., 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2000.
"Evaluating and Investing in Equity Mutual Funds,"
NBER Working Papers
7779, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, "undated". "Evaluating and Investing in Equity Mutual Funds," CRSP working papers 516, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- A. Craig MacKinlay & Lubos Pastor, 1999.
"Asset Pricing Models: Implications for Expected Returns and Portfolio Selection,"
NBER Working Papers
7162, National Bureau of Economic Research, Inc.
- MacKinlay, A Craig & Pastor, Lubos, 2000. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Review of Financial Studies, Society for Financial Studies, vol. 13(4), pages 883-916.
- A. Craig MacKinlay & Lubos Pástor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 19-98, Wharton School Rodney L. White Center for Financial Research.
- A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 362, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 510, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- Lubos Pastor & Robert F. Stambaugh, 1998.
"Costs of Equity Capital and Model Mispricing,"
NBER Working Papers
6490, National Bureau of Economic Research, Inc.
- Lubos 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.
- Lubos Pástor & Robert F. Stambaugh, "undated". "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers 4-98, Wharton School Rodney L. White Center for Financial Research.
- 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.
- 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.
- Pastor, Lubos & Stambaugh, Robert F., 2002. "Investing in equity mutual funds," Journal of Financial Economics, Elsevier, vol. 63(3), pages 351-380, March.
- 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.
- 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 8-97, Wharton School Rodney L. White Center for Financial Research.
- 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.
- Llubos Pástor, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
- Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
- Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
- Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- 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.
- Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- Lubos Pástor, 2000. "Portfolio Selection and Asset Pricing Models," Journal of Finance, American Finance Association, vol. 55(1), pages 179-223, February.
- Lubo Pástor, "undated". "Portfolio Selection and Asset Pricing Models," CRSP working papers 498, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- 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.
Articles
- 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.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
- Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
- Pastor, Lubos & Veronesi, Pietro, 2016. "Uncertainty and Valuations: A Comment," Critical Finance Review, now publishers, vol. 5(1), pages 129-134, May.
- Pástor, Lˇuboš & Veronesi, Pietro, 2016.
"Income inequality and asset prices under redistributive taxation,"
Journal of Monetary Economics,
Elsevier, vol. 81(C), pages 1-20.
- Pástor, Luboš & Veronesi, Pietro, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," CEPR Discussion Papers 10899, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," NBER Working Papers 21668, National Bureau of Economic Research, Inc.
- 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.
- Bryan T. Kelly & Lubos Pastor & Pietro Veronesi, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Working Papers 2014-001, Becker Friedman Institute for Research In Economics.
- Kelly, Bryan & Pástor, Luboš & Veronesi, Pietro, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," CEPR Discussion Papers 9822, C.E.P.R. Discussion Papers.
- Bryan Kelly & Lubos Pastor & Pietro Veronesi, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," NBER Working Papers 19812, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," Working Papers 2014-003, Becker Friedman Institute for Research In Economics.
- Pástor, Ľuboš & Veronesi, Pietro, 2013.
"Political uncertainty and risk premia,"
Journal of Financial Economics,
Elsevier, vol. 110(3), pages 520-545.
- Pástor, Luboš & Veronesi, Pietro, 2011. "Political Uncertainty and Risk Premia," CEPR Discussion Papers 8601, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2011. "Political Uncertainty and Risk Premia," Working Papers 2011-007, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Pietro Veronesi, 2011. "Political Uncertainty and Risk Premia," NBER Working Papers 17464, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Veronesi, Pietro, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
- Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
- Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," Working Papers 2010-008, Becker Friedman Institute for Research In Economics.
- 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.
- Pástor, Luboš & Stambaugh, Robert F., 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2009. "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers 14757, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Stambaugh, Robert F., 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
- Luboš Pástor & Pietro Veronesi, 2009.
"Technological Revolutions and Stock Prices,"
American Economic Review,
American Economic Association, vol. 99(4), pages 1451-1483, September.
- Pástor, Luboš & Veronesi, Pietro, 2005. "Technological Revolutions and Stock Prices," CEPR Discussion Papers 5428, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2005. "Technological Revolutions and Stock Prices," NBER Working Papers 11876, National Bureau of Economic Research, Inc.
- Lubos Pástor & Robert F. Stambaugh, 2009.
"Predictive Systems: Living with Imperfect Predictors,"
Journal of Finance,
American Finance Association, vol. 64(4), pages 1583-1628, August.
- Pástor, Luboš & Stambaugh, Robert F., 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2007. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 12814, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, 2008. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 13804, National Bureau of Economic Research, Inc.
- &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,
Society for Financial Studies, vol. 22(8), pages 3005-3046, August.
- Lubos Pastor & Lucian Taylor & Pietro Veronesi, 2006. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," NBER Working Papers 12792, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Taylor, Lucian & Veronesi, Pietro, 2007. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," CEPR Discussion Papers 6061, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2009.
"Learning in Financial Markets,"
Annual Review of Financial Economics,
Annual Reviews, vol. 1(1), pages 361-381, November.
- Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," NBER Working Papers 14646, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Veronesi, Pietro, 2009. "Learning in Financial Markets," CEPR Discussion Papers 7127, C.E.P.R. Discussion Papers.
- Lubos 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.
- 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.
- Lubos Pastor & Meenakshi Sinha & Bhaskaran Swaminathan, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," NBER Working Papers 11941, National Bureau of Economic Research, Inc.
- 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.
- Pástor, Luboš & Veronesi, Pietro, 2004. "Was There A Nasdaq Bubble in the Late 1990s?," CEPR Discussion Papers 4485, C.E.P.R. Discussion Papers.
- Pietro Veronesi & Lubos Pastor, 2005. "Was There a Nasdaq Bubble in the Late 1990s?," 2005 Meeting Papers 95, Society for Economic Dynamics.
- Lubos Pastor & Pietro Veronesi, 2004. "Was There a Nasdaq Bubble in the Late 1990s?," NBER Working Papers 10581, National Bureau of Economic Research, Inc.
- Lubos Pástor & Pietro Veronesi, 2005. "Rational IPO Waves," Journal of Finance, American Finance Association, vol. 60(4), pages 1713-1757, August.
- 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, June.
- Cohen, Randolph & Coval, Joshua & Pástor, Luboš, 2003. "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers 3717, C.E.P.R. Discussion Papers.
- Randolph Cohen & Joshua Coval & Lubos Pastor, 2002. "Judging Fund Managers by the Company They Keep," NBER Working Papers 9359, National Bureau of Economic Research, Inc.
- 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.
- Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, "undated". "Liquidity Risk and Expected Stock Returns," CRSP working papers 531, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Pástor, Luboš & Stambaugh, Robert F., 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
- Lubos PÁstor & Veronesi Pietro, 2003.
"Stock Valuation and Learning about Profitability,"
Journal of Finance,
American Finance Association, vol. 58(5), pages 1749-1790, October.
- Pástor, Luboš & Veronesi, Pietro, 2002. "Stock Valuation and Learning about Profitability," CEPR Discussion Papers 3410, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2002. "Stock Valuation and Learning about Profitability," NBER Working Papers 8991, National Bureau of Economic Research, Inc.
- Pastor, Lubos & Stambaugh, Robert F., 2002.
"Investing in equity mutual funds,"
Journal of Financial Economics,
Elsevier, vol. 63(3), pages 351-380, March.
- 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.
- 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.
- 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.
- Llubos Pástor, 2001.
"The Equity Premium and Structural Breaks,"
Journal of Finance,
American Finance Association, vol. 56(4), pages 1207-1239, August.
- 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.
- Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
- Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
- Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- 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.
- Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Lubos Pástor, 2000.
"Portfolio Selection and Asset Pricing Models,"
Journal of Finance,
American Finance Association, vol. 55(1), pages 179-223, February.
- Lubo Pástor, "undated". "Portfolio Selection and Asset Pricing Models," CRSP working papers 498, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- MacKinlay, A Craig & Pastor, Lubos, 2000.
"Asset Pricing Models: Implications for Expected Returns and Portfolio Selection,"
Review of Financial Studies,
Society for Financial Studies, vol. 13(4), pages 883-916.
- A. Craig MacKinlay & Lubos Pástor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 19-98, Wharton School Rodney L. White Center for Financial Research.
- A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 362, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 510, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc.
- 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.
- Lubos 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.
- Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc.
- Lubos Pástor & Robert F. Stambaugh, "undated". "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers 4-98, Wharton School Rodney L. White Center for Financial Research.
- 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.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 48 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.- 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
- NEP-FMK: Financial Markets (14) 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. Author is listed
- 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
- NEP-POL: Positive Political Economics (8) 2011-10-09 2011-10-22 2012-01-03 2014-01-24 2014-06-02 2014-09-25 2017-02-26 2017-03-12. Author is listed
- NEP-BEC: Business Economics (6) 2007-01-02 2007-01-28 2009-01-17 2009-02-28 2014-02-15 2014-09-25. Author is listed
- NEP-RMG: Risk Management (5) 2003-03-14 2003-04-09 2003-10-05 2006-01-29 2009-03-14. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2006-01-01 2006-01-29 2015-11-01 2015-11-07
- NEP-ECM: Econometrics (3) 2007-01-23 2007-02-24 2008-02-16
- NEP-ENT: Entrepreneurship (3) 2007-01-02 2007-01-28 2015-11-07
- NEP-CBA: Central Banking (2) 2011-10-09 2011-10-22
- NEP-CDM: Collective Decision-Making (2) 2011-10-09 2011-10-22
- NEP-INO: Innovation (2) 2006-01-01 2006-01-29
- NEP-MAC: Macroeconomics (2) 2015-11-01 2015-11-07
- NEP-PBE: Public Economics (2) 2015-11-01 2015-11-07
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-CSE: Economics of Strategic Management (1) 2007-01-28
- NEP-EEC: European Economics (1) 2018-04-09
- NEP-HRM: Human Capital & Human Resource Management (1) 2014-02-15
- NEP-IFN: International Finance (1) 2015-11-07
- NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2014-02-15
- NEP-SOG: Sociology of Economics (1) 2014-02-15
- NEP-UPT: Utility Models & Prospect Theory (1) 2011-10-22
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