Alex P. Taylor

Alliance Manchester Business School

Crawford House

Oxford Road

Manchester M13 9PL

United Kingdom

  • Alliance Manchester Business School

SCHOLARLY PAPERS

6

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4,509

SSRN CITATIONS
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SSRN RANKINGS

Top 16,519

in Total Papers Citations

24

CROSSREF CITATIONS

43

Scholarly Papers (6)

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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 2,229 (10,528)
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 784 (49,534)

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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 635 (65,611)
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 393 (117,080)
Citation 30

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 309 (152,194)
Citation 1

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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 159 (284,623)
Citation 1

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predictability, equity premium