2026 Robert F. Stambaugh: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	64	616	556	394	348	142	42584

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Economics and Finance

616

556

394

348

142

42584

Research.com Recognitions

2014 - Fellow of the American Finance Association (AFA)
Fellow of the Financial Institutions Center (FIC)
Fellow of the Financial Management Association
Fellow of the Financial Institutions Center (FIC)
Fellow of the Financial Management Association
Fellow of the Financial Institutions Center (FIC)
Fellow of the Financial Management Association

Overview

Robert F. Stambaugh is affiliated with the University of Pennsylvania in the United States. Their primary research contributions lie within the broad field of Economics, Econometrics, and Finance, with a focus on Finance, Economics and Econometrics, Strategy and Management, Accounting, and Management Science and Operations Research.

Stambaugh's work extensively covers various topics including:

Financial Markets and Investment Strategies
Sustainable Finance and Green Bonds
Market Dynamics and Volatility
Housing Market and Economics
Corporate Social Responsibility Reporting
Climate Change Policy and Economics
Economic Theories and Models

The scientist has published in multiple venues, with frequent contributions to:

SSRN Electronic Journal
Journal of Financial Economics
The Review of Asset Pricing Studies
Critical Finance Review
Annual Review of Financial Economics

A selection of recent papers by Robert F. Stambaugh includes:

"Sustainable Investing in Equilibrium," 2020, Journal of Financial Economics
"Dissecting Green Returns," 2022, Journal of Financial Economics
"Investing in Socially Responsible Mutual Funds," 2021, The Review of Asset Pricing Studies
"Fund Tradeoffs," 2020, Journal of Financial Economics
"Sustainable Investing in Equilibrium," 2020, SSRN Electronic Journal

Collaboration has been an important aspect of Stambaugh's research, with frequent co-authors including:

Ľuboš Pástor
Lucian A. Taylor
Min Zhu
Jianan Liu
Tobias J. Moskowitz

Over the course of their career, Robert F. Stambaugh has received recognitions such as:

Fellow of the American Finance Association (AFA), 2014
Fellow of the Financial Management Association
Fellow of the Financial Institutions Center (FIC)

Best Publications

Liquidity Risk and Expected Stock Returns

Lubos Pastor;Robert F. Stambaugh

6910
Citations
Expected stock returns and volatility

Kenneth R. French;G.William Schwert;Robert F. Stambaugh

5977
Citations
Predicting returns in the stock and bond markets

Donald B. Keim;Robert F. Stambaugh

2458
Citations
Predictive Regressions

Unknown

1676
Citations
The short of it

Robert F. Stambaugh;Jianfeng Yu;Yu Yuan

1362
Citations
A Further Investigation of the Weekend Effect in Stock Returns

Donald B. Keim;Robert F. Stambaugh

1297
Citations
BIASES IN COMPUTED RETURNS An Application to the Size Effect

Marshall E. Blume;Robert F. Stambaugh

1288
Citations
On the Predictability of Stock Returns: An Asset-Allocation Perspective

Shmuel Kandel;Robert F. Stambaugh

1259
Citations
Liquidity Risk and Expected Stock Returns

Lubos Pastor;Lubos Pastor;Lubos Pastor;Robert F. Stambaugh;Robert F. Stambaugh

1246
Citations
Arbitrage asymmetry and the idiosyncratic volatility puzzle

Robert F. Stambaugh;Jianfeng Yu;Yu Yuan;Yu Yuan

1100
Citations
Sustainable investing in equilibrium

Lubos Pastor;Robert F Stambaugh;Lucian A Taylor

1087
Citations
Dissecting green returns

Unknown

903
Citations
Mispricing Factors

Unknown

866
Citations
The Short of It: Investor Sentiment and Anomalies

Unknown

784
Citations
On the exclusion of assets from tests of the two-parameter model

Robert F Stambaugh

682
Citations
Scale and skill in active management

Ľuboš Pástor;Ľuboš Pástor;Robert F. Stambaugh;Lucian A. Taylor

630
Citations
Investing in Socially Responsible Mutual Funds

Christopher C Geczy;Robert F Stambaugh;David Levin

625
Citations
Asset Returns and Intertemporal Preferences

Shmuel Kandel;Robert F. Stambaugh;Robert F. Stambaugh

601
Citations
Size and Value in China

Jianan Liu;Robert F. Stambaugh;Yu Yuan

577
Citations
Comparing asset pricing models: an investment perspective

Ľuboš Pástor;Robert F. Stambaugh;Robert F. Stambaugh

576
Citations
Mutual fund performance and seemingly unrelated assets

Ľuboš Pástor;Robert F. Stambaugh;Robert F. Stambaugh

525
Citations
Investing in Socially Responsible Mutual Funds

Christopher C. Geczy;Robert F. Stambaugh;Robert F. Stambaugh;David Levin

419
Citations
Investing in equity mutual funds

Ľuboš Pástor;Robert F. Stambaugh;Robert F. Stambaugh

406
Citations
Investing In Equity Mutual Funds

Lubos Pastor;Lubos Pastor;Lubos Pastor;Robert F. Stambaugh;Robert F. Stambaugh

65
Citations

Frequent Co-Authors

Lubos Pastor University of Chicago

Donald B. Keim University of Pennsylvania

G. William Schwert National Bureau of Economic Research

Marshall E. Blume University of Pennsylvania

Kenneth R. French Dartmouth College

Gur Huberman Columbia University

Wayne E. Ferson University of Southern California

External Links

Personal website of Robert F. Stambaugh Google Scholar page

If you think any of the details on this page are incorrect, let us know.

Related Online Degrees & Career Pathways

Studying Economics and Finance can open doors to a variety of rewarding careers. Today, many institutions offer flexible online programs to help you upskill or specialize while managing work and life commitments.

For students aiming to accelerate their business acumen, exploring the fastest mba programs can be an excellent choice. These programs are designed for professionals seeking rapid advancement into management or executive roles.

Those interested in foundational financial roles can look into which bookkeeping certification is best. Bookkeeping certifications help strengthen accounting skills, often leading to entry-level finance positions.

If office management or support roles align with your goals, attending an online office administrator school can provide essential organizational and administrative training for diverse industries.

Advancing into talent management is possible by pursuing an online masters human resources. This pathway equips graduates to take on strategic HR or leadership positions in large organizations.