Ryan Taliaferro

Acadian Asset Management

260 Franklin Street

Boston, MA 02110

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 10,937

SSRN RANKINGS

Top 10,937

in Total Papers Downloads

5,673

SSRN CITATIONS
Rank 13,629

SSRN RANKINGS

Top 13,629

in Total Papers Citations

19

CROSSREF CITATIONS

68

Scholarly Papers (16)

1.

The Low Risk Anomaly: A Decomposition into Micro and Macro Effects

Financial Analysts Journal, Forthcoming
Number of pages: 38 Posted: 01 Feb 2013 Last Revised: 14 Sep 2013
Malcolm P. Baker, Brendan Bradley and Ryan Taliaferro
Harvard Business School, Acadian Asset Management Inc., USA and Acadian Asset Management
Downloads 2,127 (9,059)
Citation 12

Abstract:

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low volatility, beta, portfolio construction, market efficiency, capital asset pricing model

2.

Live Prices and Stale Quantities: T+1 Accounting and Mutual Fund Mispricing

HBS Finance Working Paper No. 881615
Number of pages: 56 Posted: 12 Feb 2006
Peter Tufano, Michael Quinn and Ryan Taliaferro
University of Oxford - Said Business School, Analysis Group, Inc. and Acadian Asset Management
Downloads 1,502 (15,851)
Citation 2

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Mutual Funds, Net Asset Value, Daily Returns, Financial Institutions, Regulation, NAV

3.

How do Banks use Bailout Money? Optimal Capital Structure, New Equity, and the TARP

Number of pages: 58 Posted: 04 Oct 2009 Last Revised: 25 Sep 2020
Ryan Taliaferro
Acadian Asset Management
Downloads 743 (43,664)
Citation 34

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banks, capital structure, recapitalization, TARP

Predicting Returns with Managerial Decisions Variables: Is There a Small-Sample Bias?

Number of pages: 31 Posted: 28 Sep 2004 Last Revised: 12 Aug 2008
Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler
Harvard Business School, Acadian Asset Management and NYU Stern School of Business
Downloads 391 (96,278)
Citation 1

Abstract:

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Predictability, market timing, bias

Pseudo Market Timing and Predictive Regressions

NYU Working Paper No. FIN-04-021
Number of pages: 37 Posted: 03 Nov 2008
Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler
Harvard Business School, Acadian Asset Management and NYU Stern School of Business
Downloads 90 (359,905)

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Predictive Regressions Based on Managerial Decision Variables: Is There a Small-Sample Bias?

NYU Working Paper No. 2451/31360, NYU Working Paper No. FIN-11-027
Number of pages: 20 Posted: 15 Dec 2011
Malcolm P. Baker, Jeffrey Wurgler and Ryan Taliaferro
Harvard Business School, NYU Stern School of Business and Acadian Asset Management
Downloads 62 (445,974)

Abstract:

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Pseudo Market Timing and Predictive Regressions

Number of pages: 38 Posted: 19 Oct 2004 Last Revised: 30 Jul 2021
Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler
Harvard Business School, Acadian Asset Management and NYU Stern School of Business
Downloads 55 (472,940)
Citation 1

Abstract:

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Predicting Returns with Managerial Decision Variables: Is There a Small-Sample Bias?

Journal of Finance, Vol. 61, No. 4, pp. 1711-1730, August 2006
Posted: 22 Feb 2006 Last Revised: 12 Aug 2008
Malcolm P. Baker, Ryan Taliaferro and Jeffrey Wurgler
Harvard Business School, Acadian Asset Management and NYU Stern School of Business

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Predictive regressions, market timing, small sample bias

5.
Downloads 463 ( 79,675)
Citation 11

Large Banks and Small Firm Lending

Number of pages: 52 Posted: 11 Nov 2015 Last Revised: 21 Oct 2018
Vitaly Bord, Victoria Ivashina and Ryan Taliaferro
Federal Reserve Board, Harvard University and Acadian Asset Management
Downloads 393 (95,666)
Citation 14

Abstract:

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Small Firms, Credit Supply, Banking Competition.

Large Banks and Small Firm Lending

Number of pages: 53 Posted: 22 Oct 2018 Last Revised: 19 Nov 2021
Vitaly Bord, Victoria Ivashina and Ryan Taliaferro
Federal Reserve Board, Harvard University and Acadian Asset Management
Downloads 70 (417,904)

Abstract:

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6.

Optimal Tilts

Number of pages: 39 Posted: 22 Feb 2016
Malcolm P. Baker, Terence Burnham and Ryan Taliaferro
Harvard Business School, Chapman University - The George L. Argyros School of Business & Economics and Acadian Asset Management
Downloads 240 (163,100)
Citation 1

Abstract:

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asset pricing, valuation, market efficiency, investment management

7.

Live Prices and Stale Quantities: T1 Accounting and Mutual Fund Mispricing

Journal of Investment Management (JOIM), First Quarter, 2012
Posted: 24 May 2012
Peter Tufano, Michael Quinn and Ryan Taliaferro
University of Oxford - Said Business School, Analysis Group, Inc. and Acadian Asset Management

Abstract:

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Mutual funds, net asset value, daily returns, NAV

8.

Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009

Harvard Business School Finance Case No. 211-052
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

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9.

Fixed Income Arbitrage in a Financial Crisis (C): TED Spread and Swap Spread in November 2008

Harvard Business School Finance Case No. 211-051
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract:

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10.

Fixed Income Arbitrage in a Financial Crisis (B): US Treasuries in December 2008

Harvard Business School Finance Case No. 211-050
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract:

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11.

Fixed Income Arbitrage in a Financial Crisis (A): US Treasuries in November 2008

Harvard Business School Finance Case No. 211-049
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract:

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12.

Boston Properties (B)

Harvard Business School Finance Case No. 211-041
Posted: 02 Feb 2012
Ryan Taliaferro and Aldo Sesia
Acadian Asset Management and Harvard Business School

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13.

Mellon Financial and the Bank of New York

HBS Case No. 208-129, Harvard Business School Finance Unit
Posted: 27 Dec 2009
Carliss Y. Baldwin and Ryan Taliaferro
Harvard Business School and Acadian Asset Management

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14.

Merger of Equals: The Integration of Mellon Financial and The Bank of New York (A)

HBS Case No. 210-016, Harvard Business School Finance Unit
Posted: 23 Nov 2009
Ryan Taliaferro, Clayton S. Rose and David Lane
Acadian Asset Management, Harvard University - Business School (HBS) and Harvard University - Business School (HBS)

Abstract:

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15.

Merger of Equals: The Integration of Mellon Financial and the Bank of New York (B)

HBS Case No. 210-025, Harvard Business School Finance Unit
Posted: 23 Nov 2009
Ryan Taliaferro, Clayton S. Rose and David Lane
Acadian Asset Management, Harvard University - Business School (HBS) and Harvard University - Business School (HBS)

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16.

Merger of Equals: The Integration of Mellon Financial and the Bank of New York (C)

HBS Case No. 210-028, Harvard Business School Finance Unit
Posted: 23 Nov 2009
Ryan Taliaferro, Clayton S. Rose and David Lane
Acadian Asset Management, Harvard University - Business School (HBS) and Harvard University - Business School (HBS)

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