Tyler Muir

3.4k total citations · 3 hit papers
26 papers, 1.6k citations indexed

About

Tyler Muir is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Tyler Muir has authored 26 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 15 papers in Economics and Econometrics and 8 papers in Accounting. Recurrent topics in Tyler Muir's work include Financial Markets and Investment Strategies (18 papers), Banking stability, regulation, efficiency (12 papers) and Market Dynamics and Volatility (7 papers). Tyler Muir is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Banking stability, regulation, efficiency (12 papers) and Market Dynamics and Volatility (7 papers). Tyler Muir collaborates with scholars based in United States, United Kingdom and France. Tyler Muir's co-authors include Alan Moreira, Tobias Adrian, Erkko Etula, Valentin Haddad, Andrea L. Eisfeldt, Lars A. Lochstoer, Matthew Baron, Barney Hartman‐Glaser, Bernard Herskovic and Gary Gorton and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Tyler Muir

24 papers receiving 1.6k citations

Hit Papers

Financial Intermediaries and the Cross‐Section of Asset R... 2014 2026 2018 2022 2014 2017 2020 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Financial Intermediaries and the Cross‐Section of Asset Returns
    2014 503 citations Tobias Adrian, Erkko Etula et al. The Journal of Finance profile →
  2. Volatility‐Managed Portfolios
    2017 302 citations Alan Moreira, Tyler Muir The Journal of Finance profile →
  3. When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
    2020 197 citations Valentin Haddad, Alan Moreira et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Tyler Muir United States 13 1.4k 975 427 324 95 26 1.6k
Jakub W. Jurek United States 13 1.3k 0.9× 752 0.8× 324 0.8× 262 0.8× 61 0.6× 16 1.4k
Y. Peter Chung United States 14 1.3k 0.9× 806 0.8× 551 1.3× 278 0.9× 97 1.0× 38 1.5k
Bruno Gérard Norway 16 1.5k 1.1× 989 1.0× 489 1.1× 623 1.9× 59 0.6× 32 1.8k
Alexandros Kostakis United Kingdom 16 795 0.6× 654 0.7× 281 0.7× 301 0.9× 100 1.1× 40 1.0k
Nuttawat Visaltanachoti New Zealand 16 757 0.5× 689 0.7× 300 0.7× 234 0.7× 115 1.2× 82 1.0k
Mungo Ivor Wilson United Kingdom 13 1.1k 0.8× 617 0.6× 504 1.2× 325 1.0× 96 1.0× 26 1.2k
Asani Sarkar United States 20 1.5k 1.1× 837 0.9× 506 1.2× 368 1.1× 91 1.0× 96 1.7k
Avraham Kamara United States 15 1.1k 0.8× 694 0.7× 471 1.1× 206 0.6× 73 0.8× 43 1.3k
Lieven Baele Netherlands 15 1.6k 1.1× 950 1.0× 786 1.8× 358 1.1× 43 0.5× 39 1.8k
Şelale Tüzel United States 11 588 0.4× 720 0.7× 444 1.0× 227 0.7× 35 0.4× 18 961

Countries citing papers authored by Tyler Muir

Since Specialization
Citations

This map shows the geographic impact of Tyler Muir's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tyler Muir with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tyler Muir more than expected).

Fields of papers citing papers by Tyler Muir

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tyler Muir. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tyler Muir. The network helps show where Tyler Muir may publish in the future.

Co-authorship network of co-authors of Tyler Muir

This figure shows the co-authorship network connecting the top 25 collaborators of Tyler Muir. A scholar is included among the top collaborators of Tyler Muir based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Tyler Muir. Tyler Muir is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Zhang, Jinyuan, et al.. (2024). Diverging Banking Sector: New Facts and Macro Implications. SSRN Electronic Journal. 2 indexed citations
2.
Haddad, Valentin, Alan Moreira, & Tyler Muir. (2024). Whatever It Takes? The Impact of Conditional Policy Promises. American Economic Review. 115(1). 295–329. 2 indexed citations
3.
Haddad, Valentin, Barney Hartman‐Glaser, & Tyler Muir. (2023). Bank Fragility When Depositors Are the Asset. SSRN Electronic Journal. 16 indexed citations
4.
Haddad, Valentin, Alan Moreira, & Tyler Muir. (2023). Whatever it Takes? The Impact of Conditional Policy Promises. SSRN Electronic Journal. 3 indexed citations
5.
Lochstoer, Lars A. & Tyler Muir. (2022). Volatility Expectations and Returns. The Journal of Finance. 77(2). 1055–1096. 44 indexed citations
6.
Haddad, Valentin & Tyler Muir. (2021). Do Intermediaries Matter for Aggregate Asset Prices?. The Journal of Finance. 76(6). 2719–2761. 61 indexed citations
7.
Haddad, Valentin & Tyler Muir. (2021). Do Intermediaries Matter for Aggregate Asset Prices?. SSRN Electronic Journal. 19 indexed citations
8.
Lochstoer, Lars A. & Tyler Muir. (2020). Volatility Expectations and Returns. SSRN Electronic Journal.
9.
Haddad, Valentin, Alan Moreira, & Tyler Muir. (2020). When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response. SSRN Electronic Journal. 11 indexed citations
10.
Lochstoer, Lars A. & Tyler Muir. (2019). Volatility Expectations and Returns. SSRN Electronic Journal. 3 indexed citations
11.
Herskovic, Bernard, Alan Moreira, & Tyler Muir. (2018). Hedging Risk Factors. SSRN Electronic Journal. 11 indexed citations
12.
Moreira, Alan & Tyler Muir. (2017). Volatility‐Managed Portfolios. The Journal of Finance. 72(4). 1611–1644. 302 indexed citations breakdown →
13.
Muir, Tyler. (2017). Financial Crises and Risk Premia*. The Quarterly Journal of Economics. 132(2). 765–809. 103 indexed citations
14.
Eisfeldt, Andrea L. & Tyler Muir. (2016). Aggregate external financing and savings waves. Journal of Monetary Economics. 84. 116–133. 92 indexed citations
15.
Adrian, Tobias, et al.. (2015). The Cost of Capital of the Financial Sector. SSRN Electronic Journal. 27 indexed citations
16.
Moreira, Alan & Tyler Muir. (2015). When is the Price of Risk High?. SSRN Electronic Journal. 8 indexed citations
17.
Gorton, Gary & Tyler Muir. (2015). Mobile Collateral Versus Immobile Collateral. SSRN Electronic Journal. 4 indexed citations
18.
Adrian, Tobias, Erkko Etula, & Tyler Muir. (2014). Financial Intermediaries and the Cross‐Section of Asset Returns. The Journal of Finance. 69(6). 2557–2596. 503 indexed citations breakdown →
19.
Muir, Tyler, Tobias Adrian, & Erkko Etula. (2011). Financial Intermediaries and the Cross-Section of Asset Returns. SSRN Electronic Journal. 163 indexed citations
20.
Muir, Tyler. (2010). Intermediary Leverage and the Cross-Section of Expected Returns. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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