Robert F. Stambaugh

33.8k citations
92 papers · 21.8k indexed · 15 hit papers · h-index 47
Topics
Financial Markets and Investment Strategies (81 papers)Housing Market and Economics (24 papers)Monetary Policy and Economic Impact (21 papers)

In The Last Decade

Robert F. Stambaugh

88 papers receiving 20.1k citations

Hit Papers

Liquidity Risk and Expected Stock Returns19832026199720112003198719862011199910002.0k3.0k

Peers

Robert F. Stambaugh
Comparison fields: 5 of 108
  • Finance 19.3k
  • Economics and Econometrics 12.2k
  • Accounting 7.7k
  • General Economics, Econometrics and Finance 3.9k
  • Strategy and Management 2.5k
Replace Narasimhan Jegadeesh with:
Narasimhan Jegadeesh United States
Ľuboš Pástor United States
Yakov Amihud United States
G. William Schwert United States
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Robert F. Stambaugh relative to Narasimhan Jegadeesh United States Narasimhan Jegadeesh's profile →
Citations per field
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Narasimhan Jegadeesh · 1×
Citations per year

Countries citing papers authored by Robert F. Stambaugh

Since Specialization
Citations

This map shows the geographic impact of Robert F. Stambaugh'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 Robert F. Stambaugh with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert F. Stambaugh more than expected).

Fields of papers citing papers by Robert F. Stambaugh

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert F. Stambaugh. 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 Robert F. Stambaugh. The network helps show where Robert F. Stambaugh may publish in the future.

Co-authorship network of co-authors of Robert F. Stambaugh

This figure shows the co-authorship network connecting the top 25 collaborators of Robert F. Stambaugh. A scholar is included among the top collaborators of Robert F. Stambaugh 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 Robert F. Stambaugh. Robert F. Stambaugh 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
#WorkIndexed citations
1 0
2 3
3
Sustainable investing in equilibriumbreakdown →
1097
4
Size and value in Chinabreakdown →
474
5 1
6 131
7 1
8 3
9 25
10 205
11
Liquidity Risk and Expect Stock Returns
16
12 306
13 70
14
Expected stock returns and volatilitybreakdown →
3045
15 149
16 3
17 8
18 163
19 6
20
Missing assets, measuring the market, and testing the capital asset pricing model
11

About Robert F. Stambaugh

Robert F. Stambaugh is a scholar working on Finance, Accounting and General Economics, Econometrics and Finance, having authored 92 papers that have together received 21.8k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (81 papers), Housing Market and Economics (24 papers) and Monetary Policy and Economic Impact (21 papers). The work is most often cited by research in Finance (19.3k citations), Accounting (7.7k citations) and General Economics, Econometrics and Finance (3.9k citations). Robert F. Stambaugh has collaborated with scholars based in United States, United Kingdom and China. Frequent co-authors include Ľuboš Pástor, Yu Yuan, Donald B. Keim, G. William Schwert, Kenneth R. French, Shmuel Kandel, Lucian A. Taylor, Jianfeng Yu, Marshall E. Blume and Yu Yuan. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and Journal of Political Economy.

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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