Tyler Beason

Virginia Tech

Assistant Professor

Blacksburg, VA 24061

United States

http://tbeason.com

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 45,954

SSRN RANKINGS

Top 45,954

in Total Papers Downloads

1,406

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Ideas:
“  Tail risks, asset prices, and financial markets more broadly.  ”

Scholarly Papers (2)

1.

The Anatomy of Trading Algorithms

Number of pages: 50 Posted: 18 Dec 2019 Last Revised: 21 Jan 2021
Tyler Beason and Sunil Wahal
Virginia Tech and Arizona State University (ASU) - Finance Department
Downloads 830 (40,722)
Citation 2

Abstract:

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Institutional Trading, Trading Algorithms, Market Microstructure, Transaction Costs

2.

Dissecting the Equity Premium

Number of pages: 27 Posted: 13 Sep 2019 Last Revised: 02 Feb 2022
Tyler Beason and David Schreindorfer
Virginia Tech and Arizona State University
Downloads 576 (65,693)
Citation 5

Abstract:

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tail risk, equity premium puzzle, equity index options, Arrow-Debreu securities, rare disasters, long-run risks, external habits, incomplete markets, intermediary-based asset pricing