Rob Stambaugh

Finance · 1996–2021

A researcher in the Science corpus: 12 papers; trusts 70 researchers and is trusted by 55 researchers here, as inferred from the citation graph.

Subfields

Whom Rob Stambaugh trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yuhang Xing
  2. Eugene F. Fama
  3. Sheridan Titman
  4. Kenneth R. French
  5. Russ Wermers
  6. Malcolm P. Baker
  7. Jianfeng Yu
  8. G. D'Avolio
  9. Jeffrey Pontiff
  10. Alex Edmans

Who trusts Rob Stambaugh overall

  1. Kent D. Daniel
  2. Ľuboš Pástor
  3. Doron Avramov
  4. Nicolas P. B. Bollen
  5. Michael Weber
  6. Bayram Veli Salur
  7. George Serafeim
  8. Guofu Zhou
  9. Heiko Jacobs
  10. Jianfeng Yu

Papers from Rob Stambaugh's perspective

Ordered by how strongly the researchers Rob Stambaugh trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Cross-Section of Volatility and Expected Returns
  2. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
  3. The Cross‐Section of Expected Stock Returns
  4. The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (Journal of Financial and Quantitative Analysis)
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. The Persistence of Mutual Fund Performance
  7. Costly arbitrage and the myth of idiosyncratic risk
  8. Asset Growth and the Cross-Section of Stock Returns
  9. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
  10. The market for borrowing stock

Their papers