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List of works by Lubos Pastor

Are Stocks Really Less Volatile in the Long Run?

scientific article published in February 2009

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

scientific article published in June 1999

Comparing Asset Pricing Models: An Investment Perspective

scientific article published in August 1999

Costs of Equity Capital and Model Mispricing

scientific article published in April 1998

Do Funds Make More When They Trade More?

scientific article published in November 2014

Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability

scientific article published in December 2006

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

scientific article published in January 2006

Evaluating and Investing in Equity Mutual Funds

scientific article published in July 2000

Fifty Shades of QE: Comparing Findings of Central Bankers and Academics

scientific article published in September 2020

Fund Tradeoffs

scientific article published in August 2017

Income Inequality and Asset Prices under Redistributive Taxation

scientific article published in October 2015

Inequality Aversion, Populism, and the Backlash Against Globalization

scientific article published in August 2018

Judging Fund Managers by the Company They Keep

Learning in Financial Markets

scientific article published in January 2009

Liquidity Risk After 20 Years

Liquidity Risk and Expected Stock Returns

Mutual Fund Performance and Flows During the COVID-19 Crisis

scientific article published in July 2020

On the Size of the Active Management Industry

scientific article published in January 2010

Political Cycles and Stock Returns

Political Uncertainty and Risk Premia

scientific article published in September 2011

Predictive Systems: Living with Imperfect Predictors

scientific article published in February 2008

Scale and Skill in Active Management

scientific article published in February 2014

Stock Prices and IPO Waves

scientific article published in July 2003

Stock Valuation and Learning about Profitability

scientific article published in June 2002

Sustainable Investing in Equilibrium

scientific article published in December 2019

Technological Revolutions and Stock Prices

The Equity Premium and Structural Breaks

scientific article published in July 2000

The Price of Political Uncertainty: Theory and Evidence from the Option Market

scientific article published in January 2014

Uncertainty about Government Policy and Stock Prices

scientific article published in June 2010

Was There a Nasdaq Bubble in the Late 1990s?

scientific article published in June 2004