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

10

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CITATIONS
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42

Scholarly Papers (10)

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1.

Scale and Skill in Active Management

Downloads 510 ( 2,140)
Citation 4

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 374 (76,083)
Citation 4

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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 136 (207,478)
Citation 4

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2.

Do Funds Make More When They Trade More?

Downloads 2,207 ( 5,897)

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 2,112 (6,223)

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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 83 (294,567)

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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 12 (578,349)

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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 1,780 (8,541)

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

4.

Fund Tradeoffs

Downloads 1,108 ( 18,087)

Fund Tradeoffs

Number of pages: 41 Posted: 02 Aug 2017 Last Revised: 15 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 1,085 (18,295)

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fund tradeoffs, fund characteristics, portfolio liquidity, diversification, mutual funds

Fund Tradeoffs

NBER Working Paper No. w23670
Number of pages: 42 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 21 (527,057)

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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 (664,922)
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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
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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 373 (76,992)
Citation 32

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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 326 (90,259)

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

7.

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 143 (198,729)
Citation 4

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CEO, compensation, learning, dynamics, bargaining, SMM

8.

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
City University London - Cass Business School, Board of Governors of the Federal Reserve System and University of Pennsylvania - The Wharton School
Downloads 124 (222,355)
Citation 3

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

9.

Dissecting Bankruptcy Frictions

Number of pages: 51 Posted: 20 May 2019
Winston Dou, Lucian A. Taylor, Wei Wang and Wenyu Wang
The Wharton School, University of Pennsylvania, University of Pennsylvania - The Wharton School, Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 11 (567,594)

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bankruptcy, structural estimation, conflicts of interest, asymmetric information

10.

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

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D83, G32, L26