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

889

SSRN CITATIONS

3

CROSSREF CITATIONS

4

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
Arizona State University (ASU) - Finance Department and Arizona State University (ASU) - Finance Department
Downloads 625 (52,175)
Citation 2

Abstract:

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Institutional Trading, Trading Algorithms, Market Microstructure, Transaction Costs

2.

Dissecting the Equity Premium

Number of pages: 25 Posted: 13 Sep 2019 Last Revised: 02 May 2021
Tyler Beason and David Schreindorfer
Arizona State University (ASU) - Finance Department and Arizona State University
Downloads 264 (141,463)
Citation 6

Abstract:

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