Alex P. Taylor

Alliance Manchester Business School

Crawford House

Oxford Road

Manchester M13 9PL

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 12,533

in Total Papers Downloads

4,167

SSRN CITATIONS
Rank 15,654

SSRN RANKINGS

Top 15,654

in Total Papers Citations

22

CROSSREF CITATIONS

42

Scholarly Papers (7)

1.

Liquidity and Bond Market Spreads

Number of pages: 37 Posted: 01 Aug 2003
William Perraudin and Alex P. Taylor
Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School
Downloads 2,067 (7,706)
Citation 44

Abstract:

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Credit Spreads, Liquidity, Asset Pricing, Bond Yields

2.

Conditional Factor Models and Return Predictability

Number of pages: 35 Posted: 04 Dec 2003
Alex P. Taylor
Alliance Manchester Business School
Downloads 760 (35,396)

Abstract:

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asset pricing, predictability

3.

On the Consistency of Ratings and Bond Market Yields

Number of pages: 32 Posted: 25 Mar 2002
William Perraudin and Alex P. Taylor
Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School
Downloads 611 (47,418)
Citation 4

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Credit Spreads, Risky Debt Yields, Term Structure

4.

What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

AFA 2012 Chicago Meetings Paper
Number of pages: 43 Posted: 19 Mar 2011
Anisha Ghosh, Christian Julliard and Alex P. Taylor
McGill University, London School of Economics & Political Science (LSE) - Department of Finance and Alliance Manchester Business School
Downloads 342 (95,949)
Citation 28

Abstract:

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Entropy Bounds, Multiplicative Decomposition of Pricing Kernel

5.

Expected Returns and Risk in the Stock Market

Number of pages: 58 Posted: 27 Feb 2019
Michael J. Brennan and Alex P. Taylor
University of California, Los Angeles (UCLA) - Finance Area and Alliance Manchester Business School
Downloads 223 (150,751)
Citation 1

Abstract:

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Predictability, Expected Market Returns, Risk

6.

Predicting the Market Using Information from Equity Portfolio Returns

Number of pages: 47 Posted: 19 Mar 2011
Alex P. Taylor and Michael J. Brennan
Alliance Manchester Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 142 (223,271)
Citation 1

Abstract:

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predictability, equity premium

7.

Discussion of Risk Exposures and International Diversification: Evidence from Ishares

Number of pages: 27 Posted: 28 Apr 2005
Alex P. Taylor
Alliance Manchester Business School
Downloads 22 (554,839)
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