Ľuboš Pástor

27.0k total citations · 9 hit papers
92 papers, 16.7k citations indexed

About

Ľuboš Pástor is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Ľuboš Pástor has authored 92 papers receiving a total of 16.7k indexed citations (citations by other indexed papers that have themselves been cited), including 68 papers in Finance, 53 papers in Economics and Econometrics and 34 papers in Accounting. Recurrent topics in Ľuboš Pástor's work include Financial Markets and Investment Strategies (62 papers), Monetary Policy and Economic Impact (23 papers) and Corporate Finance and Governance (20 papers). Ľuboš Pástor is often cited by papers focused on Financial Markets and Investment Strategies (62 papers), Monetary Policy and Economic Impact (23 papers) and Corporate Finance and Governance (20 papers). Ľuboš Pástor collaborates with scholars based in United States, United Kingdom and Germany. Ľuboš Pástor's co-authors include Robert F. Stambaugh, Pietro Veronesi, Lucian A. Taylor, Bhaskaran Swaminathan, Meenakshi Sinha, Bryan Kelly, A. Craig MacKinlay, Marc Vorsatz, Joshua D. Coval and Randolph B. Cohen and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Ľuboš Pástor

86 papers receiving 15.8k citations

Hit Papers

Liquidity Risk and Expect... 2001 2026 2009 2017 2003 2013 2012 2020 2003 1000 2.0k 3.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Liquidity Risk and Expected Stock Returns
    2003 3.8k citations Ľuboš Pástor, Robert F. Stambaugh profile →
  2. Political uncertainty and risk premia
    2013 1.6k citations Ľuboš Pástor, Pietro Veronesi Journal of Financial Economics profile →
  3. Uncertainty about Government Policy and Stock Prices
    2012 1.5k citations Ľuboš Pástor, Pietro Veronesi The Journal of Finance profile →
  4. Sustainable investing in equilibrium
    2020 1.1k citations Ľuboš Pástor, Robert F. Stambaugh et al. Journal of Financial Economics profile →
  5. Stock Valuation and Learning about Profitability
    2003 742 citations Ľuboš Pástor et al. The Journal of Finance profile →
  6. Liquidity Risk and Expected Stock Returns
    2001 646 citations Ľuboš Pástor, Robert F. Stambaugh SSRN Electronic Journal profile →
  7. The Price of Political Uncertainty: Theory and Evidence from the Option Market
    2016 514 citations Ľuboš Pástor, Pietro Veronesi et al. The Journal of Finance profile →
  8. Dissecting green returns
    2022 507 citations Ľuboš Pástor, Robert F. Stambaugh et al. Journal of Financial Economics profile →
  9. Scale and skill in active management
    2014 323 citations Ľuboš Pástor, Robert F. Stambaugh et al. Journal of Financial Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ľuboš Pástor United States 42 12.3k 9.3k 7.2k 2.9k 2.6k 92 16.7k
Viral V. Acharya United States 68 16.9k 1.4× 9.9k 1.1× 10.3k 1.4× 2.3k 0.8× 2.0k 0.8× 307 22.0k
Jeffrey Wurgler United States 33 12.7k 1.0× 7.3k 0.8× 10.9k 1.5× 1.3k 0.5× 3.1k 1.2× 72 17.4k
Robert F. Stambaugh United States 47 19.3k 1.6× 12.2k 1.3× 7.7k 1.1× 3.9k 1.3× 2.5k 0.9× 92 21.8k
Harrison Hong United States 44 11.4k 0.9× 7.1k 0.8× 9.9k 1.4× 1.2k 0.4× 3.0k 1.2× 111 16.6k
Lawrence R. Glosten United States 21 13.9k 1.1× 10.2k 1.1× 4.9k 0.7× 3.4k 1.2× 1.0k 0.4× 38 16.6k
George Andrew Karolyi United States 54 10.7k 0.9× 6.6k 0.7× 7.7k 1.1× 2.5k 0.9× 2.0k 0.8× 142 15.3k
Robert W. Faff Australia 53 6.1k 0.5× 5.8k 0.6× 5.0k 0.7× 1.7k 0.6× 1.9k 0.7× 492 11.5k
G. William Schwert United States 41 13.1k 1.1× 11.5k 1.2× 6.6k 0.9× 5.5k 1.9× 2.0k 0.8× 67 19.4k
Markus K. Brunnermeier United States 45 14.5k 1.2× 9.9k 1.1× 5.1k 0.7× 3.5k 1.2× 717 0.3× 113 17.6k
Malcolm Baker United States 36 11.3k 0.9× 6.4k 0.7× 9.7k 1.4× 990 0.3× 2.8k 1.1× 83 15.4k

Countries citing papers authored by Ľuboš Pástor

Since Specialization
Citations

This map shows the geographic impact of Ľuboš Pástor's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ľuboš Pástor with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ľuboš Pástor more than expected).

Fields of papers citing papers by Ľuboš Pástor

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ľuboš Pástor. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ľuboš Pástor. The network helps show where Ľuboš Pástor may publish in the future.

Co-authorship network of co-authors of Ľuboš Pástor

This figure shows the co-authorship network connecting the top 25 collaborators of Ľuboš Pástor. A scholar is included among the top collaborators of Ľuboš Pástor based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ľuboš Pástor. Ľuboš Pástor is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Fabo, Brian, et al.. (2021). Fifty Shades of QE: Comparing Findings of Central Bankers and Academics. SSRN Electronic Journal. 2 indexed citations
2.
Pástor, Ľuboš, Robert F. Stambaugh, & Lucian A. Taylor. (2020). Sustainable investing in equilibrium. Journal of Financial Economics. 142(2). 550–571. 1097 indexed citations breakdown →
3.
Fabo, Brian, et al.. (2020). Fifty Shades of QE: Conflicts of Interest in Economic Research. SSRN Electronic Journal. 8 indexed citations
4.
Pástor, Ľuboš, Robert F. Stambaugh, & Lucian A. Taylor. (2019). Sustainable Investing in Equilibrium. SSRN Electronic Journal. 17 indexed citations
5.
Pástor, Ľuboš, Robert F. Stambaugh, & Lucian A. Taylor. (2017). Do Funds Make More When They Trade More?. The Journal of Finance. 72(4). 1483–1528. 131 indexed citations
6.
Pástor, Ľuboš, Robert F. Stambaugh, & Lucian A. Taylor. (2014). Scale and Skill in Active Management. SSRN Electronic Journal. 3 indexed citations
7.
Pástor, Ľuboš & Pietro Veronesi. (2013). Political uncertainty and risk premia. Journal of Financial Economics. 110(3). 520–545. 1559 indexed citations breakdown →
8.
Pástor, Ľuboš & Pietro Veronesi. (2011). Political Uncertainty and Risk Premia. SSRN Electronic Journal. 29 indexed citations
9.
Pástor, Ľuboš & Pietro Veronesi. (2009). Learning in Financial Markets. Annual Review of Financial Economics. 1(1). 361–381. 221 indexed citations
10.
Pástor, Ľuboš & Pietro Veronesi. (2008). Technological Revolutions and Stock Prices. SSRN Electronic Journal. 53 indexed citations
11.
Pástor, Ľuboš, Meenakshi Sinha, & Bhaskaran Swaminathan. (2008). Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital. The Journal of Finance. 63(6). 2859–2897. 439 indexed citations
12.
Pástor, Ľuboš, Lucian Taylor, & Pietro Veronesi. (2007). Entrepreneurial Learning, the Ipo Decision, and the Post-Ipo Drop in Firm Profitability. SSRN Electronic Journal. 1 indexed citations
13.
Pástor, Ľuboš, Pietro Veronesi, & Lucian Taylor. (2006). Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability. SSRN Electronic Journal. 32 indexed citations
14.
Sadka, Ronnie, Kent Daniel, Michael F. Gallmeyer, et al.. (2004). Informational Versus Non-Informational Aspects of Liquidity Risk: The Pricing of Momentum Stocks. 2 indexed citations
15.
Pástor, Ľuboš & Robert F. Stambaugh. (2003). Liquidity Risk and Expect Stock Returns. SSRN Electronic Journal. 16 indexed citations
16.
Pástor, Ľuboš & Pietro Veronesi. (2003). Stock Prices and IPO Waves. SSRN Electronic Journal. 12 indexed citations
17.
Pástor, Ľuboš, et al.. (2003). Stock Valuation and Learning about Profitability. The Journal of Finance. 58(5). 1749–1789. 742 indexed citations breakdown →
18.
Pástor, Ľuboš & Robert F. Stambaugh. (2002). Mutual fund performance and seemingly unrelated assets. Journal of Financial Economics. 63(3). 315–349. 306 indexed citations
19.
Pástor, Ľuboš. (1999). Portfolio Selection and Asset Pricing Models. SSRN Electronic Journal. 98 indexed citations
20.
MacKinlay, A. Craig & Ľuboš Pástor. (1998). Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. SSRN Electronic Journal. 47 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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