There is no reason that it should not work, do you have the volume knob on both the Stingray and the AR turned up a bit? If either is all the way down, you will get no sound. Then again make sure that they are not turned up high either as the gains of each will be additive.
If you are doing this just to use the phono input in the AR, a better way is to use the tape out on the AR, if there is one.