Tyler Muir

Assistant Professor of Finance

Professor Muir’s main research interests are at the intersection of asset pricing, financial intermediaries, and financial crises. His research focuses on how the health of the financial sector can affect asset prices. His most recent work examines the behavior of asset prices during financial crises using historical data over 150 years and 14 countries, and documents substantial declines in stock and bond prices even relative to fundamentals. Other work finds that an intermediary-based asset pricing model can help explain returns across assets that were previously considered anomalies. Dr. Muir received his PhD in Finance from the Kellogg School of Management and his BA in Mathematics from UC Berkeley.

Education

  • PhD, Northwestern University, 2013
  • BA, University of California, Berkeley, 2008

Publications

Selected Articles

Financial Intermediaries and the Cross Section of Asset Returns
T. Muir, T. Adrian & E. Etula
Journal of Finance
2012

Selected Working Papers

Financial Crises and Risk Premia
T. Muir
AEA (2014), NBER AP (2014)
T. Muir & A. Eisfeldt
2014