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Employment (1)

University of Chicago: Chicago, IL, US

1999-07-01 to present | Professor (Booth School of Business)
Employment
Source: Self-asserted source
Lubos Pastor

Education and qualifications (1)

University of Pennsylvania: Philadelphia, Pennsylvania, US

1999-06-01 to present | Ph.D. (Wharton School)
Education
Source: Self-asserted source
Lubos Pastor

Works (37)

Fifty shades of QE: Robust evidence

Journal of Banking & Finance
2024 | Journal article
DOI: 10.1016/J.JBANKFIN.2023.107065
WOSUID: WOS:001138271700001
Contributors: Fabo, Brian; Jancokova, Martina; Kempf, Elisabeth; Pastor, L'ubos
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Diseconomies of Scale in Active Management: Robust Evidence

Critical Finance Review
2022 | Journal article
DOI: 10.1561/104.00000121
WOSUID: WOS:001131047000005
Contributors: Pastor, Lubos; Stambaugh, Robert F.; Taylor, Lucian A.; Zhu, Min
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Dissecting green returns

Journal of Financial Economics
2022 | Journal article
DOI: 10.1016/J.JFINECO.2022.07.007
WOSUID: WOS:000843826600003
Contributors: Pastor, Lubos; Stambaugh, Robert F.; Taylor, Lucian A.
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Fifty shades of QE: Comparing findings of central bankers and academics

Journal of Monetary Economics
2021 | Journal article
DOI: 10.1016/J.JMONECO.2021.04.001
WOSUID: WOS:000661924200001
Contributors: Fabo, Brian; Jancokova, Martina; Kempf, Elisabeth; Pastor, Lubos
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Inequality Aversion, Populism, and the Backlash against Globalization

The Journal of Finance
2021 | Journal article
DOI: 10.1111/JOFI.13081
WOSUID: WOS:000700846100001
Contributors: Pastor, Lubos; Veronesi, Pietro
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Sustainable investing in equilibrium

Journal of Financial Economics
2021 | Journal article
DOI: 10.1016/J.JFINECO.2020.12.011
WOSUID: WOS:000709772800004
Contributors: Pastor, L'ubos; Stambaugh, Robert F.; Taylor, Lucian A.
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Fund tradeoffs

Journal of Financial Economics
2020 | Journal article
DOI: 10.1016/J.JFINECO.2020.06.005
WOSUID: WOS:000598501800002
Contributors: Pastor, Lubos; Stambaugh, Robert F.; Taylor, Lucian A.
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Mutual Fund Performance and Flows during the COVID-19 Crisis

Review of Asset Pricing Studies
2020 | Journal article
DOI: 10.1093/RAPSTU/RAAA015
WOSUID: WOS:000595485100010
Contributors: Pastor, Lubos; Vorsatz, M. Blair
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Political Cycles and Stock Returns

Journal of Political Economy
2020 | Journal article
DOI: 10.3386/W23184
WOSUID: WOS:000606316200001
Contributors: Pastor, Lubos; Veronesi, Pietro
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Political Cycles and Stock Returns

Journal of Political Economy
2020 | Journal article
DOI: 10.1086/710532
WOSUID: WOS:000578660200001
Contributors: Pastor, Lubos; Veronesi, Pietro
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Capital Markets Union: Key Challenges

Capital Markets Union and Beyond
2019 | Journal article
DOI: 10.7551/MITPRESS/11080.003.0003
WOSUID: WOS:000561110900001
Contributors: Allen, Franklin; Pastor, Lubos
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Liquidity Risk After 20 Years

Critical Finance Review
2019 | Journal article
DOI: 10.1561/104.00000074
WOSUID: WOS:000503024000014
Contributors: Pastor, Lubos; Stambaugh, Robert F.
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Do Funds Make More When They Trade More?

The Journal of Finance
2017 | Journal article
DOI: 10.1111/JOFI.12509
WOSUID: WOS:000407756800003
Contributors: Pastor, Lubos; Stambaugh, Robert F.; Taylor, Lucian A.
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Income inequality and asset prices under redistributive taxation

Journal of Monetary Economics
2016 | Journal article
DOI: 10.1016/J.JMONECO.2016.03.004
WOSUID: WOS:000383523000001
Contributors: Pastor, Lubos; Veronesi, Pietro
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The Price of Political Uncertainty: Theory and Evidence from the Option Market

The Journal of Finance
2016 | Journal article
DOI: 10.1111/JOFI.12406
WOSUID: WOS:000387797900013
Contributors: Kelly, Bryan; Pastor, Lubos; Veronesi, Pietro
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Scale and skill in active management

Journal of Financial Economics
2015 | Journal article
DOI: 10.1016/J.JFINECO.2014.11.008
WOSUID: WOS:000352334400002
Contributors: Pastor, Lubos; Stambaugh, Robert F.; Taylor, Lucian A.
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Political uncertainty and risk premia

Journal of Financial Economics
2013 | Journal article
DOI: 10.1016/J.JFINECO.2013.08.007
WOSUID: WOS:000326991600002
Contributors: Pastor, L'ubos; Veronesi, Pietro
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Are Stocks Really Less Volatile in the Long Run?

The Journal of Finance
2012 | Journal article
DOI: 10.1111/J.1540-6261.2012.01722.X
WOSUID: WOS:000302067500002
Contributors: Pastor, Lubos; Stambaugh, Robert F.
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On the Size of the Active Management Industry

Journal of Political Economy
2012 | Journal article
DOI: 10.1086/667987
WOSUID: WOS:000311037000004
Contributors: Pastor, Lubos; Stambaugh, Robert F.
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Uncertainty about Government Policy and Stock Prices

The Journal of Finance
2012 | Journal article
DOI: 10.1111/J.1540-6261.2012.01746.X
WOSUID: WOS:000306734700002
Contributors: Pastor, Lubos; Veronesi, Pietro
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Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability

Review of Financial Studies
2009 | Journal article
DOI: 10.1093/RFS/HHN082
WOSUID: WOS:000268116300004
Contributors: Pastor, Lubos; Taylor, Lucian A.; Veronesi, Pietro
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Learning in Financial Markets

Annual Review of Financial Economics
2009 | Journal article
DOI: 10.1146/ANNUREV.FINANCIAL.050808.114428
WOSUID: WOS:000274366000015
Contributors: Pastor, Lubos; Veronesi, Pietro
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Predictive Systems: Living with Imperfect Predictors

The Journal of Finance
2009 | Journal article
DOI: 10.1111/J.1540-6261.2009.01474.X
WOSUID: WOS:000268058100003
Contributors: Pastor, Lubos; Stambaugh, Robert F.
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Technological Revolutions and Stock Prices

American Economic Review
2009 | Journal article
DOI: 10.1257/AER.99.4.1451
WOSUID: WOS:000270480500014
Contributors: Pastor, Lubos; Veronesi, Pietro
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Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

The Journal of Finance
2008 | Journal article
DOI: 10.1111/J.1540-6261.2008.01415.X
WOSUID: WOS:000261064900011
Contributors: Pastor, Lubos; Sinha, Meenakshi; Swaminathan, Bhaskaran
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Was there a Nasdaq bubble in the late 1990s?

Journal of Financial Economics
2006 | Journal article
DOI: 10.1016/J.JFINECO.2005.05.009
WOSUID: WOS:000238816400003
Contributors: Pástor, Lubos; Veronesi, Pietro
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Judging fund managers by the company they keep

The Journal of Finance
2005 | Journal article
DOI: 10.1111/J.1540-6261.2005.00756.X
WOSUID: WOS:000228751000001
Contributors: Cohen, RB; Coval, JD; Pastor, L
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Rational IPO waves

The Journal of Finance
2005 | Journal article
DOI: 10.1111/J.1540-6261.2005.00778.X
WOSUID: WOS:000230727000004
Contributors: Pástor, L; Veronesi, P
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Liquidity risk and expected stock returns

Journal of Political Economy
2003 | Journal article
DOI: 10.1086/374184
WOSUID: WOS:000183140500007
Contributors: Pastor, L; Stambaugh, RF
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Stock valuation and learning about profitability

The Journal of Finance
2003 | Journal article
DOI: 10.1111/1540-6261.00587
WOSUID: WOS:000185599400001
Contributors: Pástor, L; Veronesi, P
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Investing in equity mutual funds

Journal of Financial Economics
2002 | Journal article
DOI: 10.1016/S0304-405X(02)00065-X
WOSUID: WOS:000175169800003
Contributors: Pastor, L; Stambaugh, RF
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Mutual fund performance and seemingly unrelated assets

Journal of Financial Economics
2002 | Journal article
DOI: 10.1016/S0304-405X(02)00064-8
WOSUID: WOS:000175169800002
Contributors: Pastor, L; Stambaugh, RF
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The equity premium and structural breaks

The Journal of Finance
2001 | Journal article
DOI: 10.1111/0022-1082.00365
WOSUID: WOS:000170134400004
Contributors: Pastor, L; Stambaugh, RF
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Asset pricing models: Implications for expected returns and portfolio selection

Review of Financial Studies
2000 | Journal article
DOI: 10.1093/RFS/13.4.883
WOSUID: WOS:000090098100002
Contributors: MacKinlay, AC; Pastor, L
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Comparing asset pricing models: an investment perspective

Journal of Financial Economics
2000 | Journal article
DOI: 10.1016/S0304-405X(00)00044-1
WOSUID: WOS:000087673600001
Contributors: Pastor, L; Stambaugh, RF
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Portfolio selection and asset pricing models

The Journal of Finance
2000 | Journal article
DOI: 10.1111/0022-1082.00204
WOSUID: WOS:000085259600006
Contributors: Pastor, L
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Costs of equity capital and model mispricing

The Journal of Finance
1999 | Journal article
DOI: 10.1111/0022-1082.00099
WOSUID: WOS:000078457800003
Contributors: Pastor, L; Stambaugh, RF
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