Tyler Beason

Virginia Tech

Assistant Professor

Blacksburg, VA 24061

United States

http://tbeason.com

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 41,370

SSRN RANKINGS

Top 41,370

in Total Papers Downloads

1,793

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 998 (34,727)
Citation 2

Abstract:

Loading...

Institutional Trading, Trading Algorithms, Market Microstructure, Transaction Costs

2.

Dissecting the Equity Premium

Journal of Political Economy, Vol. 130, No. 8, 2022
Number of pages: 27 Posted: 13 Sep 2019 Last Revised: 29 Aug 2022
Tyler Beason and David Schreindorfer
Virginia Tech and Arizona State University
Downloads 795 (47,504)
Citation 5

Abstract:

Loading...

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