Tyler Beason

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

http://tbeason.com

SCHOLARLY PAPERS

2

DOWNLOADS

397

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

The Anatomy of Trading Algorithms

Number of pages: 45 Posted: 18 Dec 2019 Last Revised: 15 May 2020
Tyler Beason and Sunil Wahal
Arizona State University (ASU) - Finance Department and Arizona State University (ASU) - Finance Department
Downloads 329 (99,442)
Citation 3

Abstract:

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Institutional Trading, Trading Algorithms, Market Microstructure, Transaction Costs

2.

On Sources of Risk Premia in Representative Agent Models

Number of pages: 41 Posted: 13 Sep 2019 Last Revised: 02 Jan 2020
Tyler Beason and David Schreindorfer
Arizona State University (ASU) - Finance Department and Arizona State University
Downloads 68 (361,572)
Citation 3

Abstract:

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tail risk, equity premium decomposition, model diagnostic, Arrow-Debreu securities, equity index options