Statistics
Publications
76
Citations
32.9K
H-Index
52
Active since
1982
Robert F. Stambaugh is an author at University of Pennsylvania specializing in business, financial economics, and finance.
Publications per year
1982–2022
76
76
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations
Business, Finance, Asset Pricing +16
Expected stock returns and volatility
Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text
The short of it: Investor sentiment and anomalies
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · Journal of Financial Economics · 2011 · 1.8K citations · Full text
Predicting returns in the stock and bond markets
Donald B. Keim, Robert F. Stambaugh · Journal of Financial Economics · 1986 · 1.8K citations · Full text
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