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

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

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

16

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17,874

SSRN CITATIONS
Rank 2,845

SSRN RANKINGS

Top 2,845

in Total Papers Citations

364

CROSSREF CITATIONS

100

Scholarly Papers (16)

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1.

Volatility-Managed Portfolios

Downloads 9,063 ( 691)
Citation 75

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 8,973 (694)
Citation 17

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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 90 (340,409)
Citation 52

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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 1,752 (11,491)
Citation 42

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3.

Hedging Risk Factors

Number of pages: 83 Posted: 24 Mar 2018 Last Revised: 28 Sep 2019
Bernard Herskovic, 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 1,434 (15,777)
Citation 7

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

4.

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

Number of pages: 69 Posted: 04 May 2020 Last Revised: 07 Jul 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 1,345 (17,444)
Citation 9

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

5.

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 1,047 (25,236)
Citation 15

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6.

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 916 (30,594)
Citation 137

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cross sectional asset pricing, financial intermediation

7.

The Cost of Capital of the Financial Sector

Downloads 537 ( 62,257)
Citation 11

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 371 (96,337)
Citation 14

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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 162 (219,781)

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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 (765,270)
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asset pricing, cost of capital, financial intermediation

8.

Intermediaries and Asset Prices: International Evidence since 1870

Number of pages: 152 Posted: 14 Feb 2018 Last Revised: 18 May 2021
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 530 (63,198)
Citation 2

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intermediary asset pricing, return predictability

9.

Volatility Expectations and Returns

Downloads 477 ( 72,255)
Citation 1

Volatility Expectations and Returns

Number of pages: 84 Posted: 30 Oct 2019 Last Revised: 12 Dec 2020
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 469 (73,069)
Citation 2

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Volatility Expectations and Returns

NBER Working Paper No. w28102
Number of pages: 85 Posted: 16 Nov 2020 Last Revised: 15 Apr 2021
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 8 (731,420)
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10.

Mobile Collateral Versus Immobile Collateral

Downloads 391 ( 91,112)
Citation 3

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 309 (117,788)
Citation 2

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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 62 (421,961)
Citation 1

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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: 22 Apr 2021
Gary B. Gorton and Tyler Muir
Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 20 (636,176)

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11.

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 227 (162,057)

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Asset Pricing, Financial Intermediation

12.

1930: First Modern Crisis

Downloads 11 (240,527)
Citation 1

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 (706,874)
Citation 2
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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 Mar 2021
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 78 (370,591)
Citation 3

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14.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850
Number of pages: 56 Posted: 25 Sep 2017 Last Revised: 03 Mar 2021
Arvind Krishnamurthy and Tyler Muir
Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 37 (516,290)
Citation 10

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15.

Aggregate External Financing and Savings Waves

Downloads 25 (589,072)
Citation 28

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 18 (658,990)
Citation 13

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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 Last Revised: 10 May 2021
Andrea L. Eisfeldt and Tyler Muir
UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 7 (739,669)

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16.

Do Intermediaries Matter for Aggregate Asset Prices?

NBER Working Paper No. w28692
Number of pages: 79 Posted: 19 Apr 2021 Last Revised: 24 Apr 2021
Valentin Haddad 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 4 (733,728)
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