Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management

Assistant Professor of Finance

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 2,454

SSRN RANKINGS

Top 2,454

in Total Papers Downloads

15,088

SSRN CITATIONS
Rank 3,386

SSRN RANKINGS

Top 3,386

in Total Papers Citations

258

CROSSREF CITATIONS

95

Scholarly Papers (15)

1.
Downloads 8,471 ( 681)
Citation 70

Volatility-Managed Portfolios

Journal of Finance, Forthcoming
Number of pages: 76 Posted: 12 Sep 2015 Last Revised: 08 Mar 2017
Alan Moreira and Tyler Muir
University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 8,386 (679)
Citation 22

Abstract:

Loading...

Volatility Managed Portfolios

NBER Working Paper No. w22208
Number of pages: 57 Posted: 02 May 2016
Alan Moreira and Tyler Muir
University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 85 (320,139)
Citation 41

Abstract:

Loading...

2.

Financial Crises and Risk Premia

Number of pages: 52 Posted: 17 Jan 2014 Last Revised: 03 Nov 2016
Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,702 (10,529)
Citation 31

Abstract:

Loading...

3.

Hedging Risk Factors

Number of pages: 83 Posted: 24 Mar 2018 Last Revised: 28 Sep 2019
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,157 (19,121)
Citation 4

Abstract:

Loading...

Risk and Return, Equity Premium, Hedging, Asset Pricing Models, Factor Models

4.

Should Long-Term Investors Time Volatility?

Number of pages: 61 Posted: 03 Dec 2016 Last Revised: 16 Jan 2018
Alan Moreira and Tyler Muir
University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 961 (25,137)
Citation 10

Abstract:

Loading...

5.

Financial Intermediaries and the Cross-Section of Asset Returns

Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper
Number of pages: 58 Posted: 23 Mar 2011 Last Revised: 20 Nov 2014
Tobias Adrian, Erkko Etula and Tyler Muir
International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 873 (28,833)
Citation 82

Abstract:

Loading...

cross sectional asset pricing, financial intermediation

6.
Downloads 478 ( 64,013)
Citation 9

The Cost of Capital of the Financial Sector

Number of pages: 57 Posted: 22 Dec 2015 Last Revised: 17 Dec 2016
Tobias Adrian, Evan Friedman and Tyler Muir
International Monetary Fund, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 326 (99,508)
Citation 10

Abstract:

Loading...

The Cost of Capital of the Financial Sector

FRB of NY Staff Report No. 755
Number of pages: 52 Posted: 11 Jan 2016 Last Revised: 11 Nov 2017
Tobias Adrian, Evan Friedman and Tyler Muir
International Monetary Fund, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 148 (214,348)

Abstract:

Loading...

cost of capital, financial intermediation, asset pricing, capital structure

The Cost of Capital of the Financial Sector

CEPR Discussion Paper No. DP11031
Number of pages: 53 Posted: 12 Jan 2016
Tobias Adrian, Evan Friedman and Tyler Muir
International Monetary Fund, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 4 (700,086)
  • Add to Cart

Abstract:

Loading...

asset pricing, cost of capital, financial intermediation

7.

Intermediaries and Asset Prices: International Evidence since 1870

Number of pages: 145 Posted: 14 Feb 2018 Last Revised: 30 Jun 2020
Matthew Baron and Tyler Muir
Cornell University - Samuel Curtis Johnson Graduate School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 387 (82,344)
Citation 1

Abstract:

Loading...

intermediary asset pricing, return predictability

8.
Downloads 357 ( 90,412)
Citation 2

Mobile Collateral Versus Immobile Collateral

Number of pages: 36 Posted: 03 Aug 2015 Last Revised: 18 May 2020
Gary B. Gorton, Toomas Laarits and Tyler Muir
Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 277 (118,841)
Citation 2

Abstract:

Loading...

Mobile Collateral Versus Immobile Collateral

BIS Working Paper No. 561
Number of pages: 56 Posted: 07 Jun 2016
Gary B. Gorton and Tyler Muir
Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 61 (386,480)

Abstract:

Loading...

Liquidity regulation, collateral, policy evaluation with economic history

Mobile Collateral Versus Immobile Collateral

NBER Working Paper No. w22619
Number of pages: 55 Posted: 12 Sep 2016 Last Revised: 28 Sep 2016
Gary B. Gorton and Tyler Muir
Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 19 (588,066)

Abstract:

Loading...

9.

Volatility Expectations and Returns

Number of pages: 71 Posted: 30 Oct 2019 Last Revised: 02 Dec 2019
Lars A. Lochstoer and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 309 (106,183)
Citation 2

Abstract:

Loading...

10.

Intermediary Leverage and the Cross-Section of Expected Returns

Number of pages: 41 Posted: 07 Jun 2010 Last Revised: 09 Jun 2010
Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 220 (150,526)

Abstract:

Loading...

Asset Pricing, Financial Intermediation

11.
Downloads 11 (247,129)

1930: First Modern Crisis

NBER Working Paper No. w25452
Number of pages: 32 Posted: 15 Jan 2019
Gary B. Gorton, Toomas Laarits and Tyler Muir
Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 11 (646,333)
  • Add to Cart

Abstract:

Loading...

12.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

Number of pages: 46 Posted: 04 May 2020 Last Revised: 08 May 2020
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 82 (324,345)

Abstract:

Loading...

COVID-19, Bond Markets, Financial Crisis, Liquidity, CDS-Bond Basis, ETF Arbitrage, Federal Reserve

13.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response

NBER Working Paper No. w27168
Number of pages: 53 Posted: 18 May 2020 Last Revised: 27 May 2020
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 36 (474,523)

Abstract:

Loading...

14.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850
Number of pages: 55 Posted: 25 Sep 2017
Arvind Krishnamurthy and Tyler Muir
Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 27 (519,501)
Citation 6

Abstract:

Loading...

15.
Downloads 17 (581,117)
Citation 22

Aggregate External Financing and Savings Waves

Journal of Monetary Economics, Vol. 84, No. 1, 2016
Number of pages: 34 Posted: 07 Oct 2018
Andrea L. Eisfeldt and Tyler Muir
UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 11 (646,333)
Citation 8

Abstract:

Loading...

Cost of External Finance, Issuance Waves, Cash, Business Cycles

Aggregate External Financing and Savings Waves

NBER Working Paper No. w20442
Number of pages: 34 Posted: 08 Sep 2014
Andrea L. Eisfeldt and Tyler Muir
UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 6 (684,170)

Abstract:

Loading...