search query: @author Stambaugh, R. F. / total: 13
references: 4-13 / 13
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4.
Expected stock returns and votality
Journal of Financial Economics
1987 : SEP, VOL. 19:1, p.3-30
 1987 French, K. R.
Schwert, G. W.
Stambaugh, R. F.
5.
Expected stock returns and volatility. (!Risk premium)
Journal of Financial Economics
1987 : VOL. 19:1, p. 3-29
 1987 French, K. R.
Schwert, G. W.
Stambaugh, R. F.
6.
On correlations and inferences about mean-variance efficiency.
Journal of Financial Economics
1987 : MAR, VOL. 18:1, p. 61-90
 1987 Kandel, S.
Stambaugh, R. F.
7.
Tests of asset pricing with time-varying expected risk premiums and market betas.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 201-220
 1987 Ferson, W. E.
Kandel, S.
Stambaugh, R. F.
8.
Mimicking portfolios and exact arbitrage pricing. ( )
Journal of Finance
1987 : MAR, VOL. 42:1, p. 1-9
 1987 Huberman, G.
Kandel, S.
Stambaugh, R. F.
9.
Predicting returns in the stock and bond markets.
Journal of Financial Economics
1986 : DEC, VOL. 17:2, p. 357-390
 1986 Keim, D. B.
Stambaugh, R. F.
10.
A further investigation of the weekend effect in stock returns.
Journal of Finance
1984 : JUL, VOL. 39:3, p. 819-839
 1984 Keim, D. B.
Stambaugh, R. F.
11.
Arbitrage pricing with information.
Journal of Financial Economics
1983 : NOV, VOL. 12:3, p. 357-369
 1983 Stambaugh, R. F.
12.
Biases in computed returns : An application to the size effect.
Journal of Financial Economics
1983 : NOV, VOL. 12:3, p. 387-404
 1983 Blume, M. E.
Stambaugh, R. F.
13.
On the exclusion of assets from tests of the two-parameter model.
Journal of Financial Economics
1982 : NOV, VOL. 10:3, p. 237-268
 1982 Stambaugh, R. F.
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