Mahyar Kargar

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

Champaign, IL 61820

United States

http://mahyarkargar.com

SCHOLARLY PAPERS

8

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Top 34,269

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1,868

SSRN CITATIONS
Rank 44,069

SSRN RANKINGS

Top 44,069

in Total Papers Citations

15

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

The incidence of student loan subsidies: Evidence from the PLUS program

Number of pages: 51 Posted: 28 Jul 2016 Last Revised: 05 Aug 2021
Mahyar Kargar and William Mann
University of Illinois at Urbana-Champaign - Department of Finance and Emory University - Department of Finance
Downloads 567 (63,084)

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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: 86 Posted: 07 Dec 2020 Last Revised: 01 Sep 2021
Mahyar Kargar, Juan Passadore and Dejanir Silva
University of Illinois at Urbana-Champaign - Department of Finance, Einaudi Institute for Economics and Finance (EIEF) and Purdue University - Krannert School of Management
Downloads 422 (90,536)

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Asset pricing, competitive search, market liquidity, perturbation techniques

3.

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 - Department of Finance
Downloads 344 (113,867)
Citation 3

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Heterogeneous Intermediaries, Intermediary Asset Pricing, Leverage Cyclicality

4.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 09 Mar 2021 Last Revised: 19 Oct 2021
Brigham Young University - Marriott School, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 169 (227,770)

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Public finance, pensions, deadweight loss, real estate.

5.
Downloads 130 (281,414)
Citation 3

Corporate Bond Liquidity During the Covid-19 Crisis

NBER Working Paper No. w27355
Number of pages: 81 Posted: 15 Jun 2020 Last Revised: 19 Nov 2021
University of Illinois at Urbana-Champaign - Department of Finance, 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 129 (284,200)

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Corporate Bond Liquidity During the Covid-19 Crisis

Number of pages: 84 Posted: 12 Sep 2020 Last Revised: 22 Sep 2021
University of Illinois at Urbana-Champaign - Department of Finance, 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 (848,583)
Citation 3
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

6.

Investor Demand, Financial Market Power, and Capital Misallocation

Number of pages: 40 Posted: 23 Nov 2021
Jaewon Choi, Mahyar Kargar, Xu Tian and Yufeng Wu
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance, University of Georgia - Terry College of Business - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 124 (293,389)

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investor demand, capital misallocation, demand estimation, financial market power.

7.

Funding Liquidity and the Valuation of Mortgage-Backed Securities

Number of pages: 72 Posted: 29 Mar 2021 Last Revised: 10 Nov 2021
Brett Dunn and Mahyar Kargar
University of California, Los Angeles (UCLA) and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 106 (327,725)
Citation 7

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

8.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

NBER Working Paper No. w29405
Number of pages: 58 Posted: 25 Oct 2021 Last Revised: 18 Nov 2021
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 6 (766,106)
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