Lucian A. Taylor

University of Pennsylvania - The Wharton School

Lecturer

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

http://finance.wharton.upenn.edu/~luket/

  • University of Pennsylvania - The Wharton School

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 5,834

SSRN RANKINGS

Top 5,834

in Total Papers Downloads

7,563

SSRN CITATIONS
Rank 3,542

SSRN RANKINGS

Top 3,542

in Total Papers Citations

132

CROSSREF CITATIONS

176

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

Scale and Skill in Active Management

Downloads 516 ( 2,227)
Citation 70

Scale and Skill in Active Management

Becker Friedman Institute for Research in Economics Working Paper No. 2014-03
Number of pages: 51 Posted: 05 Feb 2014
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 377 (79,749)
Citation 1

Abstract:

Loading...

Scale and Skill in Active Management

Chicago Booth Research Paper No. 14-20
Number of pages: 52 Posted: 15 Jul 2014
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 139 (214,989)
Citation 1

Abstract:

Loading...

2.

Do Funds Make More When They Trade More?

Downloads 2,256 ( 6,133)
Citation 23

Do Funds Make More When They Trade More?

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 16 Nov 2014 Last Revised: 11 Oct 2016
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 2,157 (6,466)

Abstract:

Loading...

turnover, skill, performance, active management, mutual funds

Do Funds Make More When They Trade More?

Fama-Miller Working Paper , Chicago Booth Research Paper No. 14-39
Number of pages: 46 Posted: 19 Nov 2014
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 85 (305,681)

Abstract:

Loading...

Do Funds Make More When They Trade More?

NBER Working Paper No. w20700
Number of pages: 51 Posted: 24 Nov 2014
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 14 (596,944)
Citation 2

Abstract:

Loading...

3.

Intangible Capital and the Investment-q Relation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 07 Mar 2014 Last Revised: 02 Sep 2016
Ryan H. Peters and Lucian A. Taylor
Tulane University - Finance & Economics and University of Pennsylvania - The Wharton School
Downloads 1,957 (7,814)
Citation 49

Abstract:

Loading...

Tobin's q, Investment, Intangible Capital, R&D, Organization Capital

4.

Fund Tradeoffs

Downloads 1,333 ( 14,566)
Citation 1

Fund Tradeoffs

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 02 Aug 2017 Last Revised: 13 Jan 2020
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 1,306 (14,706)
Citation 2

Abstract:

Loading...

fund tradeoffs, fund characteristics, portfolio liquidity, diversification

Fund Tradeoffs

NBER Working Paper No. w23670
Number of pages: 55 Posted: 17 Aug 2017
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 25 (523,773)

Abstract:

Loading...

Portfolio Liquidity and Diversification: Theory and Evidence

CEPR Discussion Paper No. DP12195
Number of pages: 49 Posted: 11 Aug 2017
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 1 (703,156)
  • Add to Cart

Abstract:

Loading...

Diversification, Mutual funds, portfolio liquidity

Fund Tradeoffs

CEPR Discussion Paper No. DP12513
Number of pages: 44 Posted: 19 Dec 2017 Last Revised: 22 Oct 2018
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 1 (703,156)
  • Add to Cart

Abstract:

Loading...

Diversification, Mutual funds, portfolio liquidity

5.

Why are CEOS Rarely Fired? Evidence from Structural Estimation

EFA 2009 Bergen Meetings Paper
Number of pages: 51 Posted: 16 Feb 2009
Lucian A. Taylor
University of Pennsylvania - The Wharton School
Downloads 381 (79,451)
Citation 26

Abstract:

Loading...

CEO, succession, structural estimation

6.

Inefficiencies and Externalities from Opportunistic Acquirers

Journal of Financial Economics (JFE), 130 (2): 265-290. doi: 10.1016/j.jfineco.2018.07.005
Number of pages: 56 Posted: 15 Jun 2016 Last Revised: 07 Oct 2018
Di Li, Lucian A. Taylor and Wenyu Wang
Peking University - HSBC School of Business, University of Pennsylvania - The Wharton School and Indiana University - Kelley School of Business - Department of Finance
Downloads 355 (86,316)
Citation 2

Abstract:

Loading...

Mergers and acquisitions, structural estimation, misvaluation, inefficiency, externality

7.

Sustainable Investing in Equilibrium

Downloads 217 (147,580)

Sustainable Investing in Equilibrium

Number of pages: 41 Posted: 19 Dec 2019
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 211 (151,369)

Abstract:

Loading...

sustainable investing, socially responsible investing, ESG, social impact

Sustainable Investing in Equilibrium

NBER Working Paper No. w26549
Number of pages: 42 Posted: 16 Dec 2019
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 6 (654,577)
  • Add to Cart

Abstract:

Loading...

Sustainable Investing in Equilibrium

CEPR Discussion Paper No. DP14171
Number of pages: 44 Posted: 17 Dec 2019
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 0
  • Add to Cart

Abstract:

Loading...

ESG, social impact, Socially responsible investing, sustainable investing

8.

Dissecting Bankruptcy Frictions

Number of pages: 63 Posted: 20 May 2019 Last Revised: 19 Dec 2019
Winston Dou, Lucian A. Taylor, Wei Wang and Wenyu Wang
The Wharton School, University of Pennsylvania, University of Pennsylvania - The Wharton School, Queen's University - Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 184 (168,978)

Abstract:

Loading...

bankruptcy, structural estimation, conflicts of interest, asymmetric information

9.

CEO Wage Dynamics: Estimates from a Learning Model

Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013
Number of pages: 53 Posted: 03 Oct 2010 Last Revised: 08 May 2013
Lucian A. Taylor
University of Pennsylvania - The Wharton School
Downloads 152 (199,321)
Citation 4

Abstract:

Loading...

CEO, compensation, learning, dynamics, bargaining, SMM

10.

Dynamic Debt Runs and Financial Fragility: Evidence from the 2007 ABCP Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 68 Posted: 14 Mar 2012 Last Revised: 28 Nov 2013
Enrique J. Schroth, Gustavo Suarez and Lucian A. Taylor
EDHEC Business School, Board of Governors of the Federal Reserve System and University of Pennsylvania - The Wharton School
Downloads 130 (226,139)
Citation 12

Abstract:

Loading...

runs, financial crises, structural estimation, asset-backed commercial paper

11.

Do Venture Capitalists Stifle Competition?

Number of pages: 53 Posted: 27 Nov 2019 Last Revised: 19 Dec 2019
Xuelin Li, Tong Liu and Lucian A. Taylor
University of Minnesota - Twin Cities, Carlson School of Management, University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School
Downloads 82 (309,842)

Abstract:

Loading...

venture capital, common ownership, competition, healthcare

12.

Entrepreneurial Learning, the IPO Decision, and the Post-Ipo Drop in Firm Profitability

The Review of Financial Studies, Vol. 22, Issue 8, pp. 3005-3046, 2009
Posted: 05 Aug 2009
Ľuboš Pástor, Lucian A. Taylor and Pietro Veronesi
affiliation not provided to SSRN, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Abstract:

Loading...

D83, G32, L26