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

16

DOWNLOADS
Rank 2,282

SSRN RANKINGS

Top 2,282

in Total Papers Downloads

17,874

SSRN CITATIONS
Rank 2,845

SSRN RANKINGS

Top 2,845

in Total Papers Citations

364

CROSSREF CITATIONS

100

Scholarly Papers (16)

1.
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

Abstract:

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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

Abstract:

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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 1,434 (15,777)
Citation 7

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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cross sectional asset pricing, financial intermediation

7.
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

Abstract:

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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)

Abstract:

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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

Abstract:

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intermediary asset pricing, return predictability

9.
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

Abstract:

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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.
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

Abstract:

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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

Abstract:

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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)

Abstract:

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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)

Abstract:

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Asset Pricing, Financial Intermediation

12.
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

Abstract:

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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

Abstract:

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15.
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

Abstract:

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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)

Abstract:

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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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