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Selected Bibliography for Lubos Pastor
Professor of Finance



Accessing Articles

"Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability." Lubos Pastor, Lucian A. Taylor and Pietro Veronesi; Review of Financial Studies, 2009, 22(8), pp. 3005-46.

http://rfs.oxfordjournals.org/cgi/content/abstract/22/8/3005

Are Stocks Really Less Volatile in the Long Run?; Lubos Pastor and Robert F. Stambaugh; NBER Working Paper Series No. 14757; Cambridge: National Bureau of Economic Research, 2009.

http://www.nber.org/papers/w14757

Learning in Financial Markets; Luboš Pástor and Pietro Veronesi; NBER Working Paper Series No. 14646; Cambridge: National Bureau of Economic Research, 2009.

http://www.nber.org/papers/w14646

"Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital." Luboš Pástor, Meenakshi Sinha and Bhaskaran Swaminathan; Journal of Finance, 2008, 63(6), pp. 2859-97.

http://dx.doi.org/10.1111/j.1540-6261.2008.01415.x

Predictive Systems: Living with Imperfect Predictors; Lubos Pástor and Robert F. Stambaugh; NBER working paper series ; no. w12814; Cambridge, Mass.: National Bureau of Economic Research, 2007.

http://www.nber.org/papers/w12814

Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability; Lubos Pástor, Lucian Taylor and Pietro Veronesi; NBER working paper series ; no. w12792; Cambridge, Mass.: National Bureau of Economic Research, 2006.

http://www.nber.org/papers/w12792

"Was There a Nasdaq Bubble in the Late 1990s?" Lubos Pástor and Pietro Veronesi; Journal of Financial Economics, 2006, 81(1), pp. 61-100.

http://dx.doi.org/10.1016/j.jfineco.2005.05.009

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital; Lubos Pastor, Meenakshi Sinha and Bhaskaran Swaminathan; NBER working paper series ; no. w11941; Cambridge, Mass.: National Bureau of Economic Research, 2006.

http://www.nber.org/papers/w11941

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital; Lubos Pastor, Meenakshi Sinha and Bhaskaran Swaminathan; CEPR Discussion Papers: 5462; London: Centre for Economic Policy Research, 2006.

http://www.cepr.org/pubs/dps/DP5462.asp

Technological Revolutions and Stock Prices; Lubos Pastor and Pietro Veronesi; NBER working paper series ; no. w11876; Cambridge, Mass.: National Bureau of Economic Research, 2005.

http://www.nber.org/papers/w11876

Technological Revolutions and Stock Prices; Lubos Pastor and Pietro Veronesi; CEPR Discussion Papers: 5428; London: Centre for Economic Policy Research, 2006.

http://www.cepr.org/pubs/dps/DP5428.asp

"Rational IPO Waves." Lubos Pastor and Pietro Veronesi; Journal of Finance, 2005, 60(4), pp. 1713.

http://dx.doi.org/10.1111/j.1540-6261.2005.00778.x

"Judging Fund Managers by the Company They Keep." Randolph B. Cohen, Joshua D. Coval and Lubos Pástor; Journal of Finance, 2005, 60, pp. 1057.

http://dx.doi.org/10.1111/j.1540-6261.2005.00756.x

Was There a Nasdaq Bubble in the Late 1990s?; Lubos Pástor and Pietro Veronesi; NBER working paper series ;; no. 10581;; Cambridge: National Bureau of Economic Research, 2004.

http://www.nber.org/papers/w10581

"Stock Valuation and Learning About Profitability." Lubos Pástor and Pietro Veronesi; Journal of Finance, 2003, 58(5), pp. 1749-89.

http://dx.doi.org/10.1111/1540-6261.00587

Stock Prices and IPO Waves; Lubos Pástor and Pietro Veronesi; Discussion paper no. 4002.; Centre for Economic Policy Research, 2003.

http://www.cepr.org/pubs/dps/DP4002.asp

Judging Fund Managers by the Company They Keep; Randolph B. Cohen, Joshua Coval and Lubos Pástor; Discussion paper no. 3717.; Centre for Economic Policy Research, 2003.

http://www.cepr.org/pubs/dps/DP3717.asp

Judging Fund Managers by the Company They Keep; Randolph B. Cohen, Joshua Coval and Lubos Pástor; Working paper 04-023.; Boston: Division of Research Harvard Business School, 2003. Stock Prices and IPO Waves; Lubos Pástor and Pietro Veronesi; NBER working paper series no. 9858.; Cambridge: National Bureau of Economic Research, 2003.

http://www.nber.org/papers/W9858

"Liquidity Risk and Expected Stock Returns." Lubos Pástor and Robert F. Stambaugh; Journal of Political Economy, 2003, 111(3), pp. 642-85.

http://dx.doi.org/10.1086/374184

Stock Valuation and Learning About Profitability; Lubos Pástor and Pietro Veronesi; Discussion paper series no. 3410.; Centre for Economic Policy Research, 2002.

http://www.cepr.org/pubs/dps/DP3410.asp

Judging Fund Managers by the Company They Keep; Randolph B. Cohen, Joshua Coval and Lubos Pástor; NBER working paper series no. 9359.; Cambridge: National Bureau of Economic Research, 2002.

http://www.nber.org/papers/W9359

Stock Valuation and Learning About Profitability; Lubos Pástor and Pietro Veronesi; NBER working paper series no. 8991.; Cambridge: National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/W8991

Liquidity Risk and Expected Stock Returns; Lubos Pástor and Robert F. Stambaugh; Discussion paper no. 3494.; Centre for Economic Policy Research, 2002.

http://www.cepr.org/pubs/dps/DP3494.asp

"Investing in Equity Mutual Funds." Lubos Pastor and Robert F. Stambaugh; Journal of Financial Economics, 2002, 63(3), pp. 351-80.

http://dx.doi.org/10.1016/S0304-405X(02)00065-X

"Mutual Fund Performance and Seemingly Unrelated Assets." Lubos Pastor and Robert F. Stambaugh; Journal of Financial Economics, 2002, 63(3), pp. 315-49.

http://dx.doi.org/10.1016/S0304-405X(02)00064-8

Liquidity Risk and Expected Stock Returns Lubos Pástor and Robert F. Stambaugh; Rodney L. White Center for Financial Research ;; 021-01; Philadelphia, PA.: Rodney L. White Center for Financial Research, 2001

Investing in Equity Mutual Funds Lubos Pástor and Robert F. Stambaugh; Rodney L. White Center for Financial Research ;; 020-01; Philadelphia, PA.: Rodney L. White Center for Financial Research, 2001

Liquidity Risk and Expected Stock Returns; Lubos Pástor and Robert F. Stambaugh; NBER working paper series no. 8462; Cambridge: National Bureau of Economic Research, 2001.

http://www.nber.org/papers/W8462

Mutual Fund Performance and Seemingly Unrelated Assets Lubos Pástor and Robert F. Stambaugh; Rodney L. White Center for Financial Research ;; 019-01.; Philadelphia, PA.: Rodney L. White Center for Financial Research, 2001

"The Equity Premium and Structural Breaks." Lubos Pastor and Robert F. Stambaugh; Journal of Finance, 2001, 56(4), pp. 1207-39.

http://links.jstor.org/sici?sici=0022-1082%28200108%2956%3A4%3C1207%3ATEPASB%3E2.0.CO%3B2-E

Evaluating and Investing in Equity Mutual Funds Lubos Pástor and Robert F. Stambaugh; Rodney L. White Center for Financial Research ;; 010-00;; Philadelphia, PA: Rodney L. White Center for Financial Research, 2000

The Equity Premium and Structural Breaks Lubos Pástor, Robert F. Stambaugh and h; Rodney L. White Center for Financial Research ;; 011-00; Philadelphia, PA: Rodney L. White Center for Financial Research, 2000

The Equity Premium and Structural Breaks; Lubos Pástor and Robert F. Stambaugh; NBER working paper series no. 7778.; Cambridge: National Bureau of Economic Research, 2000.

http://www.nber.org/papers/W7778

Evaluating and Investing in Equity Mutual Funds; Lubos Pástor and Robert F. Stambaugh; NBER working paper series no. 7779.; Cambridge: National Bureau of Economic Research, 2000.

http://www.nber.org/papers/W7779

"Comparing Asset Pricing Models: An Investment Perspective." Lubos Pastor and Robert F. Stambaugh; Journal of Financial Economics, 2000, 56(3), pp. 335-81.

http://dx.doi.org/10.1016/S0304-405X(00)00044-1

"Portfolio Selection and Asset Pricing Models." Lubos Pastor; Journal of Finance, 2000, 55(1), pp. 179-223.

http://links.jstor.org/sici?sici=0022-1082%28200002%2955%3A1%3C179%3APSAAPM%3E2.0.CO%3B2-P

"Asset Pricing Models: Implications for Expected Returns and Portfolio Selection." A. Craig MacKinlay and Lubos Pastor; Review of Financial Studies, 2000, 13(4), pp. 883-916.

http://links.jstor.org/sici?sici=0893-9454%28200024%2913%3A4%3C883%3AAPMIFE%3E2.0.CO%3B2-S

Portfolio Selection and Asset Pricing Models; Lubos Pastor; Ph.D. Dissertation, University of Pennsylvania, 1999.

http://proquest.umi.com/pqdweb?did=733962981&sid=1&Fmt=2&clientId=13392&RQT=309&VName=PQD

Costs of Equity Capital and Model Mispricing Lubos Pástor and Robert F. Stambaugh; Rodney L. White Center for Financial Research ;; No. 072.; Philadelphia, PA.: Rodney L. White Center for Financial Research, 1999

Asset Pricing Models : Implications for Expected Returns and Portfolio Selection; Archie Craig MacKinlay and Lubos Pástor; NBER working paper series no. 7162.; Cambridge: National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/W7162

Comparing Asset Pricing Models : An Investment Perspective; Lubos Pástor and Robert F. Stambaugh; NBER working paper series no. 7284.; Cambridge: National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/W7284

"Costs of Equity Capital and Model Mispricing." Lubos Pastor and Robert F. Stambaugh; Journal of Finance, 1999, 54(1), pp. 67-121.

http://links.jstor.org/sici?sici=0022-1082%28199902%2954%3A1%3C67%3ACOECAM%3E2.0.CO%3B2-W

Costs of Equity Capital and Model Mispricing; Lubos Pástor and Robert F. Stambaugh; NBER working paper series no. 6490.; Cambridge: National Bureau of Economic Research, 1998.

http://www.nber.org/papers/w6490

Costs of Equity from Factor-Based Models Lubos Pastor and Robert F. Stambaugh; Rodney L. White Center for Financial Research ;; 008-97; Philadelphia, PA: Rodney L. White Center for Financial Research, 1997

 

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