Author Page for Lucian A. Taylor

Chicago Booth Research Paper No. 20-12, Fama-Miller Working Paper, Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 54 Posted: 19 Dec 2019 Last Revised: 30 Aug 2023

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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Citation 109

Abstract:

Sustainable Investing in Equilibrium

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-24

Number of pages: 53 Posted: 24 Mar 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 391 (126,249)

Citation 39

Abstract:

Sustainable Investing in Equilibrium

NBER Working Paper No. w26549

Number of pages: 55 Posted: 16 Dec 2019 Last Revised: 17 Jul 2023

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 65 (571,054)

Citation 9

Abstract:

Sustainable Investing in Equilibrium

CEPR Discussion Paper No. DP14171

Number of pages: 57 Posted: 17 Dec 2019 Last Revised: 16 Jun 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

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Citation 108

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Abstract:

3.

Scale and Skill in Active Management

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Citation 169

2

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 407 (120,121)

Citation 1

Abstract:

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 163 (300,990)

Abstract:

4.

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 3,317 (6,102)

Citation 308

Abstract:

5.

Do Funds Make More When They Trade More?

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Citation 60

3

Do Funds Make More When They Trade More?

Journal of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 53 Posted: 16 Nov 2014 Last Revised: 11 Aug 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 2,461 (9,562)

Abstract:

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 106 (421,232)

Abstract:

Do Funds Make More When They Trade More?

NBER Working Paper No. w20700

Number of pages: 51 Posted: 24 Nov 2014 Last Revised: 24 Jul 2023

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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Citation 11

Abstract:

6.

Fund Tradeoffs

Journal of Financial Economics (JFE), Forthcoming, Chicago Booth Research Paper No. 20-10, Fama-Miller Working Paper , Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 55 Posted: 02 Aug 2017 Last Revised: 12 Aug 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 1,926 (14,147)

Citation 8

Abstract:

Fund Tradeoffs

NBER Working Paper No. w23670

Number of pages: 55 Posted: 17 Aug 2017 Last Revised: 06 Mar 2022

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 55 (621,382)

Citation 2

Abstract:

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

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Abstract:

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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Abstract:

7.

Common Ownership and Innovation Efficiency

Journal of Financial Economics (JFE), forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 57 Posted: 27 Nov 2019 Last Revised: 17 Dec 2022

Xuelin Li, Tong Liu and Lucian A. Taylor

Columbia Business School, MIT Sloan School of Management and University of Pennsylvania - The Wharton School

Downloads 1,765 (16,526)

Citation 1

Abstract:

8.

Green Tilts

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, University of Chicago, Becker Friedman Institute for Economics Working Paper

Number of pages: 75 Posted: 31 May 2023 Last Revised: 31 Aug 2023

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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Abstract:

Green Tilts

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-74

Number of pages: 60 Posted: 31 May 2023 Last Revised: 31 Aug 2023

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 150 (323,029)

Abstract:

Green Tilts

NBER Working Paper No. w31320

Number of pages: 76 Posted: 12 Jun 2023 Last Revised: 26 Jun 2023

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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Abstract:

9.

Dissecting Bankruptcy Frictions

Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 75 Posted: 20 May 2019 Last Revised: 02 Feb 2021

Winston Wei 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

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Citation 20

Abstract:

10.

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 546 (85,329)

Citation 71

Abstract:

11.

Diseconomies of Scale in Active Management: Robust Evidence

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Citation 1

2

Diseconomies of Scale in Active Management: Robust Evidence

Number of pages: 21 Posted: 16 Jul 2021

Lubos Pastor, Robert F. Stambaugh, Lucian A. Taylor and Min Zhu

University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Queensland

Downloads 470 (101,415)

Citation 1

Abstract:

Diseconomies of Scale in Active Management: Robust Evidence

CEPR Discussion Paper No. DP16376

Number of pages: 24 Posted: 22 Sep 2021

Lubos Pastor, Robert F. Stambaugh, Lucian A. Taylor and Min Zhu

University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Queensland

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Abstract:

12.

Inefficiencies and Externalities from Opportunistic Acquirers

Journal of Financial Economics (JFE), 130 (2): 265-290. doi: 10.1016/j.jfineco.2018.07.005, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 56 Posted: 15 Jun 2016 Last Revised: 02 Sep 2020

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 470 (102,456)

Citation 4

Abstract:

13.

CEO Wage Dynamics: Estimates from a Learning Model

Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 53 Posted: 03 Oct 2010 Last Revised: 11 Aug 2020

Lucian A. Taylor

University of Pennsylvania - The Wharton School

Downloads 242 (210,159)

Citation 19

Abstract:

14.

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

Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 68 Posted: 14 Mar 2012 Last Revised: 11 Aug 2020

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

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Citation 41

Abstract:

15.

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

Lubos Pastor, Lucian A. Taylor and Pietro Veronesi

University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Lucian A. Taylor

University of Pennsylvania - The Wharton School

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Scholarly Papers (15)

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Dissecting Green Returns

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Sustainable Investing in Equilibrium

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Portfolio Liquidity and Diversification: Theory and Evidence

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Fund Tradeoffs

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Green Tilts

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Diseconomies of Scale in Active Management: Robust Evidence

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