Ľuboš Pástor - Researcher Profile

Publications

2 shown

Sustainable investing in equilibrium

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

2020 Journal of Financial Economics 1691 citations

Liquidity Risk and Expected Stock Returns

Ľuboš Pástor , Robert F. Stambaugh

This study investigates whether marketwide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the se...

2003 Journal of Political Economy 5468 citations

Frequent Co-Authors

Robert F. Stambaugh

University of Chicago

Lucian A. Taylor

University of Pennsylvania

Researcher Info

h-index: 2
Publications: 2
Citations: 7,159
Institution: Centre for Economic Policy Research

External Links

ORCID Profile Google Scholar

Identifiers

ORCID: 0000-0002-7946-8057

Impact Metrics

h-index 2

h-index: Number of publications with at least h citations each.