Author Page for Lucian A. Taylor

Sustainable Investing in Equilibrium

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Citation 40

4

Sustainable Investing in Equilibrium

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: 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

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Citation 22

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 280 (150,819)

Citation 13

Abstract:

Sustainable Investing in Equilibrium

NBER Working Paper No. w26549

Number of pages: 55 Posted: 16 Dec 2019 Last Revised: 16 Jan 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

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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 11

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2.

Dissecting Green Returns

Fama-Miller Center Working Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 55 Posted: 11 Jun 2021 Last Revised: 15 Jun 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

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Citation 1

Abstract:

Dissecting Green Returns

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-70

Number of pages: 55 Posted: 18 Jun 2021 Last Revised: 15 Jun 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 559 (68,262)

Abstract:

Dissecting Green Returns

NBER Working Paper No. w28940

Number of pages: 56 Posted: 21 Jun 2021 Last Revised: 18 Jun 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

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Abstract:

Dissecting Green Returns

CEPR Discussion Paper No. DP16260

Number of pages: 58 Posted: 14 Jul 2021 Last Revised: 23 Jun 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

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3.

Scale and Skill in Active Management

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Citation 95

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 390 (105,219)

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 147 (272,658)

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

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Citation 144

Abstract:

5.

Do Funds Make More When They Trade More?

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Citation 34

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

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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

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Abstract:

Do Funds Make More When They Trade More?

NBER Working Paper No. w20700

Number of pages: 51 Posted: 24 Nov 2014 Last Revised: 23 Jan 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

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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

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Citation 9

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 35 (607,901)

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

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 57 Posted: 27 Nov 2019 Last Revised: 02 Oct 2021

Xuelin Li, Tong Liu and Lucian A. Taylor

University of South Carolina - Darla Moore School of Business, University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School

Downloads 1,204 (24,332)

Citation 1

Abstract:

8.

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 5

Abstract:

9.

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 481 (83,056)

Citation 48

Abstract:

10.

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

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Citation 4

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 284 (148,646)

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.

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 207 (202,850)

Citation 14

Abstract:

13.

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 19

Abstract:

14.

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 (14)

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Sustainable Investing in Equilibrium

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Dissecting Green Returns

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Dissecting Green Returns

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Portfolio Liquidity and Diversification: Theory and Evidence

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Fund Tradeoffs

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Diseconomies of Scale in Active Management: Robust Evidence

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