2003
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh
Journal of Political EconomyTop-listed
5.7k
cites
Researcher
Robert F. Stambaugh is a Finance scholar at National Bureau of Economic Research. Research spans Financial Markets and Investment Strategies. 156 works, 36k citations (h-index 60).
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Affiliation on publications · National Bureau of Economic Research
Ľuboš Pástor, Robert F. Stambaugh
Journal of Political EconomyTop-listed
Kenneth R. French, G. William Schwert, Robert F. Stambaugh
Journal of Financial Economics OATop-listed
Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor
Journal of Financial EconomicsTop-listed