Alex P. Taylor

Manchester Business School

Crawford House

Oxford Road

Manchester M13 9PL

United Kingdom

SCHOLARLY PAPERS

6

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CITATIONS
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in Total Papers Citations

46

Scholarly Papers (6)

1.

Liquidity and Bond Market Spreads

EFA 2003 Annual Conference Paper No. 879
Number of pages: 37 Posted: 01 Aug 2003
William Perraudin and Alex P. Taylor
Imperial College London - Accounting, Finance, and Macroeconomics and Manchester Business School
Downloads 1,776 (6,177)
Citation 31

Abstract:

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
Manchester Business School
Downloads 694 (27,554)

Abstract:

asset pricing, predictability

3.

On the Consistency of Ratings and Bond Market Yields

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 25 Mar 2002
William Perraudin and Alex P. Taylor
Imperial College London - Accounting, Finance, and Macroeconomics and Manchester Business School
Downloads 587 (36,523)
Citation 13

Abstract:

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
Carnegie Mellon University, London School of Economics & Political Science (LSE) - Department of Economics and Manchester Business School
Downloads 240 (84,707)

Abstract:

Entropy Bounds, Multiplicative Decomposition of Pricing Kernel

5.

Predicting the Market Using Information from Equity Portfolio Returns

Number of pages: 47 Posted: 19 Mar 2011
Alex P. Taylor and Michael J. Brennan
Manchester Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 119 (190,940)
Citation 1

Abstract:

predictability, equity premium

6.

Discussion of Risk Exposures and International Diversification: Evidence from iShares

Journal of Business Finance & Accounting, Vol. 32, pp. 773-776, April 2005
Number of pages: 27 Posted: 28 Apr 2005
Alex P. Taylor
Manchester Business School
Downloads 22 (441,485)
Citation 1
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Abstract: