Selected Bibliography for Lubos Pastor

Charles P. McQuaid Professor of Finance

Lubos Pastor


Published Works

"Political Uncertainty and Risk Premia." Lubos Pastor and Pietro Veronesi; Journal of Financial Economics, 2013, 110(3), pp. 520-45. 
http://dx.doi.org/10.1016/j.jfineco.2013.08.007

"On the Size of the Active Management Industry." Lubos Pastor and Robert F. Stambaugh; Journal of Political Economy, 2012, 120(4), pp. 740-81. 
http://www.jstor.org/stable/10.1086/667987

"Are Stocks Really Less Volatile in the Long Run?" Lubos Pastor and Robert F. Stambaugh; Journal of Finance, 2012, 67(2), pp. 431-77. 
http://dx.doi.org/10.1111/j.1540-6261.2012.01722.x

"Uncertainty About Government Policy and Stock Prices." Lubos Pastor and Pietro Veronesi; The Journal of Finance, 2012, 67(4), pp. 1219-64. 
http://dx.doi.org/10.1111/j.1540-6261.2012.01746.x

"Learning in Financial Markets." Lubos Pastor and Pietro Veronesi; Annual Review of Financial Economics, 2009, 1(1), pp. 361-81. 
http://dx.doi.org/10.1146/annurev.financial.050808.114428

"Technological Revolutions and Stock Prices." Lubos Pastor and Pietro Veronesi; American Economic Review, 2009, 99(4), pp. 1451-83. 
http://dx.doi.org/10.1257/aer.99.4.1451

"Predictive Systems: Living with Imperfect Predictors." Lubos Pastor and Robert F. Stambaugh; The Journal of Finance, 2009, 64(4), pp. 1583-628.
http://dx.doi.org/10.1111/j.1540-6261.2009.01474.x

"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://dx.doi.org/10.1093/rfs/hhn082

"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

"Was There a Nasdaq Bubble in the Late 1990s?" Luboš 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

"Rational IPO Waves." Luboš Pástor 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

"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

"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

"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

"The Equity Premium and Structural Breaks." Lubos Pastor and Robert F. Stambaugh; Journal of Finance, 2001, 56(4), pp. 1207-39. 
http://www.jstor.org/stable/2697794

"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://www.jstor.org/stable/222554

"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://www.jstor.org/stable/2646056

Portfolio Selection and Asset Pricing Models; Lubos Pastor; Ph.D. Dissertation, University of Pennsylvania, 1999. 
http://search.proquest.com/docview/304519011?accountid=14657

"Costs of Equity Capital and Model Mispricing." Lubos Pastor and Robert F. Stambaugh; Journal of Finance, 1999, 54(1), pp. 67-121. 
http://www.jstor.org/stable/222411