Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Ryan Taliaferro"'
Publikováno v:
Journal of Financial Intermediation. 48:100924
We examine the long-lasting effects of the 2007 real estate price collapse on small business credit supply. Banks affected by the decline in real estate prices systematically contracted their credit to small firms. At the same time, regional and loca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73ca31078169509142e601501ad82669
https://doi.org/10.1016/j.jfi.2021.100924
https://doi.org/10.1016/j.jfi.2021.100924
Publikováno v:
Financial Analysts Journal. 73:75-89
We examine the optimal weighting of four tilts in US equity markets over 1968–2014. We define a “tilt” as a characteristics-based portfolio strategy that requires relatively low annual turnover. This definition forms a continuum, with small siz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3dc85c42ec0c6216bcdb6b2f9124f3e
https://doi.org/10.2469/faj.v73.n4.1
https://doi.org/10.2469/faj.v73.n4.1
Autor:
Andrei Shleifer, David Laibson, Jerry R. Green, I. Thank, Matthew Rabin, Luis M. Viceira, Ellen R. McGrattan, John Y. Campbell, James J. Choi, Jerome Detemple, Daniel J. Benjamin, Ryan Taliaferro
Publikováno v:
SSRN Electronic Journal.
Many stockholders irrationally believe that high recent stock market returns predict high future stock market returns. The presence of these extrapolators can help resolve the equity premium puzzle if the elasticity of intertemporal substitution (EIS
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::33752ceff6ba31890c8acf32c31db673
https://doi.org/10.2139/ssrn.3462056
https://doi.org/10.2139/ssrn.3462056
Autor:
Ryan Taliaferro
Publikováno v:
The Quarterly Journal of Finance. 11:2150008
Between October 28, 2008 and June 30, 2009 over 600 banks and bank holding companies accepted money from the United States government in exchange for preferred shares and warrants. Based on a matched sample of banks participating and not participatin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06020f9ee7734fff11ed0efdf0cdbdca
https://doi.org/10.1142/s2010139221500087
https://doi.org/10.1142/s2010139221500087
Publikováno v:
Financial Analysts Journal. 70:43-58
Low-risk stocks have offered a combination of relatively low risk and high returns. We decomposed the low-risk anomaly into micro and macro components. The micro component comes from the selection of low-beta stocks. The macro component comes from th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b083301af3556781f3c2dd880c3c69e4
https://doi.org/10.2469/faj.v70.n2.2
https://doi.org/10.2469/faj.v70.n2.2
In this paper, we examine a little known aspect of mutual fund accounting, whereby funds do not use contemporaneous fund holdings to calculate net asset values. This practice, sanctioned under SEC Rule 2a-4, uses stale portfolio holdings and gives ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3173ff4f6d3508ab53f731bdeb3baa08
https://ora.ox.ac.uk/objects/uuid:aee47add-442a-4ca7-8192-d3a9910ebbfb
https://ora.ox.ac.uk/objects/uuid:aee47add-442a-4ca7-8192-d3a9910ebbfb
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::512f16594699dc36b760321e573abfda
https://doi.org/10.2139/ssrn.2735129
https://doi.org/10.2139/ssrn.2735129
Autor:
Ryan Taliaferro
Publikováno v:
The Journal of Investment Strategies. 1:119-131
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a362ad57c389d21905411bc7080fbe3
https://doi.org/10.21314/jois.2012.004
https://doi.org/10.21314/jois.2012.004
Publikováno v:
SSRN Electronic Journal.
We explore the role of large banks in propagating economic shocks across the U.S. economy. We show that in 2007 and 2008, large banks operating in U.S. counties most affected by the decline in real estate prices contracted their credit to small busin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cab0bc388c3f6dbeea79285c6c23aea3
https://doi.org/10.2139/ssrn.2688738
https://doi.org/10.2139/ssrn.2688738