Lubos Pastor - National Bureau of Economic Research.
Lubos Pastor is Charles P. McQuaid Professor of Finance at the University of Chicago Booth School of Business. At Chicago Booth, he also serves as co-director of the Fama-Miller Center for Research in Finance and a member of the CRSP Indexes Advisory Council. Outside Chicago Booth, he is a member of the Bank Board of the National Bank of.
CRSP working papers. From Center for Research in Security Prices,. Lubos Pastor and Robert Stambaugh 531:. Papers sorted by number 532 482 349. Papers sorted by number 532 482 349. This site is part of RePEc and all the data displayed here is part of the RePEc data set.
The University of Chicago Booth School of Business 5807 S. Woodlawn Ave. Chicago, IL 60637 USA. Phone: 773.702.7743. Contact.
Lubos Pastor, Lucian A. Taylor, and Pietro Veronesi Review of Financial Studies, 2009, 22(8), 3005-3046.. Awarded Jacobs Levy Center Research Paper Prize for Best Paper, 2014) (Winner of Best Paper Award, Rothschild Caesarea Center Annual Academic Conference, 2014).
Lubos Pastor and Pietro Veronesi, both professors of finance, were honored for their paper “Technological Revolutions and Stock Prices.” Their research explains why stock prices of innovative companies tend to exhibit bubble-like patterns during technological revolutions.
The Pre-FOMC Announcement Drift David O. Lucca Emanuel Moench Staff Report No. 512 September 2011. Thomas Mertens, Lubos Pastor, Simon Potter, Asani Sarkar, Ernst Schaumburg, Pietro Veronesi, and Jonathan Wright and seminar participants at the New York. Blomberger provided valuable research assistance. The views expressed in the paper are.
Lubos Pastor, Robert F. Stambaugh, Luke Taylor (2020), Fund Tradeoffs, Journal of Financial Economics. Lubos Pastor, Robert F. Stambaugh, Luke Taylor, Sustainable Investing in Equilibrium. Abstract: We present a model of investing based on environmental, social, and governance (ESG) criteria.In equilibrium, green assets have negative alphas, whereas brown assets have positive alphas.