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~person:"Stambaugh, Robert F."
~subject:"Factor analysis"
~subject:"Firm size"
~subject:"Liquidität"
~subject:"Share price"
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Factor analysis
Firm size
Liquidität
Share price
Theorie
105
Theory
105
CAPM
47
Capital income
44
Kapitaleinkommen
44
USA
27
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27
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23
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23
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15
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Firm performance
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Kapitalanlage
7
Schätztheorie
7
Unternehmenserfolg
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7
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7
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1
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English
37
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Stambaugh, Robert F.
Pesaran, M. Hashem
56
Lux, Thomas
47
Hautsch, Nikolaus
46
Härdle, Wolfgang
45
Caporale, Guglielmo Maria
38
Caballero, Ricardo J.
33
Campbell, John Y.
33
Dow, James
33
Foucault, Thierry
31
Timmermann, Allan
31
Vayanos, Dimitri
31
Gorton, Gary
30
Subrahmanyam, Avanidhar
30
Jarrow, Robert A.
29
Koopman, Siem Jan
29
Gupta, Rangan
28
Lo, Andrew W.
28
Marcellino, Massimiliano
27
Wang, Jiang
27
Weber, Michael
27
Weill, Pierre-Olivier
27
Allen, Franklin
26
Sornette, Didier
26
Veronesi, Pietro
26
Westerhoff, Frank H.
26
Bekaert, Geert
25
Pedersen, Lasse Heje
25
Rocheteau, Guillaume
25
Stein, Jeremy C.
25
Kapetanios, George
24
Gil-Alaña, Luis A.
23
Shleifer, Andrei
23
Bansal, Ravi
22
Garcia, René
22
Jovanovic, Boyan
22
Pástor, Ľuboš
22
Chiarella, Carl
21
Farmer, Roger E. A.
21
Grammig, Joachim
21
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5
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2
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NBER Working Paper
5
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5
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5
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4
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3
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3
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2
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2
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1
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1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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ECONIS (ZBW)
37
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1
On the size of the active management industry
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003945509
Saved in:
2
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
Saved in:
3
On the size of the active management industry
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
120
(
2012
)
4
,
pp. 740-781
Persistent link: https://www.econbiz.de/10009693737
Saved in:
4
The short of it : investor sentiment and anomalies
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
Saved in:
5
Investment noise and trends
Stambaugh, Robert F.
-
2014
Persistent link: https://www.econbiz.de/10010360079
Saved in:
6
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2016
-
This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
Saved in:
7
Investment noise and trends
Stambaugh, Robert F.
-
2014
-
Current draft: October 5, 2014
Persistent link: https://www.econbiz.de/10010484311
Saved in:
8
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
Saved in:
9
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636396
Saved in:
10
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001609805
Saved in:
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