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/

SCHOLARLY PAPERS

12

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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)

1.
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

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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

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2.
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)

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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)

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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

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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

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

4.
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

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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)

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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)
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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)
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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

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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

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

7.
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)

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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)
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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
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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)

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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

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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:

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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)

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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:

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D83, G32, L26