Mahyar Kargar

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

Champaign, IL 61820

United States

http://mahyarkargar.com

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 43,545

in Total Papers Citations

15

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

The incidence of student loan subsidies: Evidence from the PLUS program

Number of pages: 66 Posted: 28 Jul 2016 Last Revised: 14 Feb 2022
Mahyar Kargar and William Mann
University of Illinois at Urbana-Champaign - Department of Finance and Emory University - Department of Finance
Downloads 639 (58,885)

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Student loans, PLUS loans, Bennett Hypothesis, Credit histories, Higher education, Subsidy incidence

2.

Liquidity and Risk in OTC Markets: A Theory of Asset Pricing and Portfolio Flows

Number of pages: 93 Posted: 07 Dec 2020 Last Revised: 07 Jun 2022
Mahyar Kargar, Juan Passadore and Dejanir Silva
University of Illinois at Urbana-Champaign - Department of Finance, Einaudi Institute for Economics and Finance (EIEF) and Purdue University - Krannert School of Management
Downloads 606 (63,115)

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Asset pricing, competitive search, market liquidity, perturbation techniques

3.

Heterogeneous Intermediary Asset Pricing

Journal of Financial Economics, Volume 141, Issue 2, August 2021, Pages 505-532
Number of pages: 61 Posted: 27 Nov 2018 Last Revised: 28 Jun 2021
Mahyar Kargar
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 423 (97,634)
Citation 3

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Heterogeneous Intermediaries, Intermediary Asset Pricing, Leverage Cyclicality

4.

Investor Demand, Financial Market Power, and Capital Misallocation

Number of pages: 46 Posted: 23 Nov 2021 Last Revised: 15 Jun 2022
Jaewon Choi, Mahyar Kargar, Xu Tian and Yufeng Wu
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance, University of Georgia - Terry College of Business - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 278 (154,072)

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investor demand, capital misallocation, demand estimation, financial market power.

5.

The Perceived Value of Pension Funding: Evidence from Border House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61 Posted: 09 Mar 2021 Last Revised: 29 Jun 2022
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 239 (178,909)

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Public finance, pensions, deadweight loss, real estate.

6.

Funding Liquidity and the Valuation of Mortgage-Backed Securities

Number of pages: 66 Posted: 29 Mar 2021 Last Revised: 20 Jun 2022
Brett Dunn, Mahyar Kargar and Geoffery Zheng
University of California, Los Angeles (UCLA), University of Illinois at Urbana-Champaign - Department of Finance and New York University (NYU) - New York University (NYU), Shanghai
Downloads 137 (289,884)
Citation 7

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Mortgage-backed securities, funding liquidity, affine models, prepayment function, TBA contracts, dollar rolls

7.
Downloads 133 (296,457)
Citation 3

Corporate Bond Liquidity During the Covid-19 Crisis

NBER Working Paper No. w27355
Number of pages: 81 Posted: 15 Jun 2020 Last Revised: 10 Jun 2022
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - Tsinghua University School of Economics and Management, University of California, Los Angeles and University of California, Los Angeles (UCLA)
Downloads 132 (299,363)

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Corporate Bond Liquidity During the Covid-19 Crisis

CEPR Discussion Paper No. DP15231
Number of pages: 84 Posted: 12 Sep 2020 Last Revised: 22 Sep 2021
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - School of Economics & Management, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 1 (930,046)
Citation 3
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

8.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

NBER Working Paper No. w29405
Number of pages: 58 Posted: 25 Oct 2021 Last Revised: 07 May 2022
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 6 (829,575)
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