Mahyar Kargar

University of Illinois at Urbana-Champaign

Assistant Professor of Finance

SCHOLARLY PAPERS

11

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Top 19,461

in Total Papers Downloads

4,850

SSRN CITATIONS
Rank 8,110

SSRN RANKINGS

Top 8,110

in Total Papers Citations

207

CROSSREF CITATIONS

1

Scholarly Papers (11)

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 and Emory University - Department of Finance
Downloads 875 (51,265)

Abstract:

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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: 83 Posted: 07 Dec 2020 Last Revised: 08 Aug 2023
Mahyar Kargar, Juan Passadore and Dejanir Silva
University of Illinois at Urbana-Champaign, Einaudi Institute for Economics and Finance (EIEF) and Purdue University - Krannert School of Management
Downloads 872 (51,487)

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Asset pricing, competitive search, market liquidity, perturbation techniques

3.

Investor Demand, Firm Investment, and Capital Misallocation

Number of pages: 89 Posted: 23 Nov 2021 Last Revised: 16 Nov 2023
Jaewon Choi, Xu Tian, Yufeng Wu and Mahyar Kargar
University of Illinois at Urbana-Champaign - Department of Finance, University of Georgia - Terry College of Business - Department of Finance, Ohio State University (OSU) and University of Illinois at Urbana-Champaign
Downloads 777 (60,207)

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investor demand, firm investment, capital misallocation, structural estimation, market timing.

4.

Why is Asset Demand Inelastic?

Number of pages: 57 Posted: 07 Nov 2022 Last Revised: 16 Jan 2024
Carter Davis, Mahyar Kargar and Jiacui Li
Kelley School of Business, Indiana University, University of Illinois at Urbana-Champaign and David Eccles School of Business, University of Utah
Downloads 736 (64,772)

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Price elasticity, price pass-through, spanning, demand system asset pricing, shrinkage.

5.

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
Downloads 628 (79,183)
Citation 3

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Heterogeneous Intermediaries, Intermediary Asset Pricing, Leverage Cyclicality

6.

The Marginal Value of Public Pension Wealth: Evidence From Border House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 72 Posted: 09 Mar 2021 Last Revised: 26 Mar 2024
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign, University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 376 (147,186)

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Public finance, pensions, house prices

7.

Funding Liquidity and the Valuation of Mortgage-Backed Securities

Number of pages: 77 Posted: 29 Mar 2021 Last Revised: 28 Sep 2022
Brett Dunn, Mahyar Kargar and Geoffery Zheng
University of California, Los Angeles (UCLA), University of Illinois at Urbana-Champaign and New York University (NYU) - New York University (NYU), Shanghai
Downloads 246 (228,649)
Citation 14

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

8.
Downloads 157 (343,745)
Citation 86

Corporate Bond Liquidity During the Covid-19 Crisis

NBER Working Paper No. w27355
Number of pages: 81 Posted: 15 Jun 2020 Last Revised: 31 Mar 2023
University of Illinois at Urbana-Champaign, 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 156 (345,837)
Citation 1

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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, 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 (1,163,182)
Citation 89
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

9.

Inventory, Market Making, and Liquidity in OTC Markets

Number of pages: 55 Posted: 08 Dec 2023 Last Revised: 19 Jan 2024
affiliation not provided to SSRN, University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 91 (515,236)

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Over-the-counter markets, intermediation, liquidity, dealer inventory, financial regulation

Sequential Search for Corporate Bonds

Number of pages: 68 Posted: 16 Nov 2023 Last Revised: 26 Jan 2024
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin - Madison and University of California, Los Angeles
Downloads 76 (581,636)

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Over-the-counter markets, intermediation, corporate bonds, time-to-trade

Sequential Search for Corporate Bonds

NBER Working Paper No. w31904
Number of pages: 69 Posted: 27 Nov 2023
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin - Madison and University of California, Los Angeles
Downloads 3 (1,145,730)
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11.

The Marginal Value of Public Pension Wealth: Evidence from Border House Prices

NBER Working Paper No. w29405
Number of pages: 73 Posted: 25 Oct 2021 Last Revised: 07 May 2023
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign, University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 13 (1,014,884)
Citation 1

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