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Mihail Velikov
Mihail Velikov
Assistant Professor of Finance, Pennsylvania State University
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
A taxonomy of anomalies and their trading costs
R Novy-Marx, M Velikov
Review of Financial Studies 29 (1), 104-147, 2016
6982016
Betting against betting against beta
R Novy-Marx, M Velikov
Journal of Financial Economics 143 (1), 80-106, 2022
1132022
Zeroing in on the Expected Returns of Anomalies
AY Chen, M Velikov
Journal of Financial and Quantitative Analysis 58 (3), 968-1004, 2023
102*2023
Show Me the Money: The Monetary Policy Risk Premium
A Ozdagli, M Velikov
Journal of Financial Economics 135 (2), 320-339, 2020
732020
Model comparison with transaction costs
A Detzel, R Novy-Marx, M Velikov
The Journal of Finance 78 (3), 1743-1775, 2023
61*2023
Liquidity risk and asset pricing
H Li, R Novy-Marx, M Velikov
Critical Finance Review 8 (1-2), 223-255, 2019
342019
Comparing Cost-Mitigation Techniques
R Novy-Marx, M Velikov
Financial Analysts Journal 75 (1), 85-102, 2019
332019
Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from Federal Open Market Committee Announcements
M Dambra, M Velikov, J Weber
Management Science, 2024
2*2024
Peer Momentum
E Misirli, D Scida, M Velikov
Available at SSRN 3747402, 2021
22021
Oil price exposure and the cross section of stock returns
J Moore, M Velikov
Available at SSRN 3164353, 2020
2*2020
FOMC Announcements and Predictable Returns
M Velikov
Available at SSRN 2538707, 2014
22014
Show Me the Receipts: B2B Payment Timeliness and Expected Returns
P Lieberman, A Mihov, A Naranjo, M Velikov
Available at SSRN, 2023
12023
The Expected Returns on Machine-Learning Strategies
V Azevedo, C Hoegner, M Velikov
Available at SSRN, 2023
2023
Assaying anomalies
R Novy-Marx, M Velikov
Available at SSRN 4338007, 2023
2023
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Articles 1–14