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Philipov, Alexander's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,945 |
Total
Citations
156 |
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1.
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Momentum and Credit Rating
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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09 Jun 05
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Last Revised:
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26 Feb 08
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1,508
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50
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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20 Jan 07
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Last Revised:
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26 Feb 08
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Momentum, asset-pricing anomalies, credit risk
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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1,508
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momentum, credit risk, credit rating
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2.
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Avramov, Doron
Hebrew University of Jerusalem Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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1,500
(4,662)
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9
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Credit spread changes, corporate bonds, structural models of default, default risk
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3.
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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06 Mar 08
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Last Revised:
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08 Feb 09
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1,085
(8,102)
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26
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credit risk effect, credit rating, asset-pricing anomalies
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4.
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Dispersion in Analysts' Earnings Forecasts and Credit Rating
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Versions (2)
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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21 Mar 07
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Last Revised:
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19 Mar 09
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982
(9,539)
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17
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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26 Feb 08
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Last Revised:
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19 Mar 09
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Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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21 Mar 07
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Last Revised:
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09 Jan 08
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982
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17
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Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating
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5.
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Anomalies and Financial Distress
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Versions (3)
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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21 Apr 10
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Last Revised:
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01 Jul 12
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963
(9,820)
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17
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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0
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asset-pricing anomalies, market efficiency, credit rating, credit risk
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Working Paper Series, FDIC
Government of the United States of America - Division of Research and Statistics Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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4
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17
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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21 Apr 10
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Last Revised:
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04 Apr 12
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959
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17
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asset-pricing anomalies, credit risk, financial distress, downgrades
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6.
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Bayesian Analysis of Stochastic Betas
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Posted:
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26 Apr 04
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Last Revised:
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02 Jun 06
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763
(14,108)
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27
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Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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0
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Stochastic betas, mean-reverting systematic risk, size effect, book-to-market effect
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Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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763
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27
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Stochastic beta, time-varying systematic risk, asset-pricing anomalies, hedging
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7.
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Philipov, Alexander
George Mason University - Finance Area Glickman, Mark E.
Boston University - Department of Health Services
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583
(20,735)
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7
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Bayesian time series, Financial data, Stochastic covariance, Time-varying correlations
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8.
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Momentum in Corporate Bond Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Jostova, Gergana
George Washington University - Department of Finance Nikolova, Stanislava (Stas)
Securities and Exchange Commission (SEC) Philipov, Alexander
George Mason University - Finance Area Stahel, Christof W.
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
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Posted:
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04 Jun 10
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Last Revised:
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08 Jan 13
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467
(27,849)
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2
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Jostova, Gergana
George Washington University - Department of Finance Nikolova, Stanislava (Stas)
Securities and Exchange Commission (SEC) Philipov, Alexander
George Mason University - Finance Area Stahel, Christof W.
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
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| Posted: |
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02 Aug 10
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Last Revised:
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08 Jan 13
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371
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2
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momentum, credit risk, corporate bonds, TRACE, anomalies, market efficiency
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Jostova, Gergana
George Washington University - Department of Finance Nikolova, Stanislava (Stas)
Securities and Exchange Commission (SEC) Philipov, Alexander
George Mason University - Finance Area Stahel, Christof W.
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
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| Posted: |
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04 Jun 10
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Last Revised:
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29 Sep 10
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96
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2
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Bond Marke, Price Momentum, Credit Risk
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9.
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Avramov, Doron
Hebrew University of Jerusalem Chordia, Tarun
Emory University - Department of Finance Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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| Posted: |
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27 Jun 12
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Last Revised:
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15 Sep 12
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98
(137,008)
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1
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sovereign credit risk, credit rating, emerging markets, international asset-pricing, market efficiency
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10.
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Avramov, Doron
Hebrew University of Jerusalem Jostova, Gergana
George Washington University - Department of Finance Philipov, Alexander
George Mason University - Finance Area
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Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies
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