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The long of it : odds that investor sentiment spuriously predicts anomaly returns

Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619

Persistent link: https://www.econbiz.de/10010532685

Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349

Persistent link: https://www.econbiz.de/10001661695

Emerging equity market volatility

Bekaert, Geert - In: Journal of financial economics 43 (1997) 1, pp. 29-77

Persistent link: https://www.econbiz.de/10001213778

Analyzing investments whose histories differ in length

Stambaugh, Robert F. - In: Journal of financial economics 45 (1997) 3, pp. 285-331

Persistent link: https://www.econbiz.de/10001229284

Macro risks and the term structure of interest rates

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

Persistent link: https://www.econbiz.de/10013259807

Scale and skill in active management

Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: Journal of financial economics 116 (2015) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10011347321

Scale and Skill in Active Management

Pastor, Lubos - 2020

We empirically analyze the nature of returns to scale in active mutual fund management. We find strong evidence of … that avoid econometric biases are insignificant. We also find that the active management industry has become more skilled …

Persistent link: https://www.econbiz.de/10012856954