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Valkanov, Rossen I.


 SSRN Author Rank: 1,980 by Downloads
 

University of California, San Diego (UCSD) - Rady School of Management


 9500 Gilman Drive
 Rady School of Management
 La Jolla, CA 92093
 United States
 858-534-0898 (Phone)
 email address

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. Valkanov, Rossen I.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,947
Total
Citations
510
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Plazzi, Alberto
University of Lugano - Institute of Finance
Posted:
16 Oct 06
1,224
(8,084)
7

2.  
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | Show Abstract | Download |
AFA 2004 San Diego Meetings; Anderson School of Management Working Paper
Working Paper Series
Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Hong, Harrison G.
Princeton University - Department of Economics
Posted:
23 Nov 03
1,187
(8,544)
16

3.  
Bayazitova, Dinara
University of North Carolina at Chapel Hill
Kahl, Matthias
University of Colorado at Boulder - Leeds School of Business
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
10 Nov 09
Last Revised:
09 Feb 12
863
(14,074)
1

4.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Jun 04
Last Revised:
18 Sep 12
814
(15,403)
143

5.  
Expected Returns and the Expected Growth in Rents of Commercial Real Estate | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper, EFA 2005 Moscow Meetings Paper, AFA 2007 Chicago Meetings Paper
Accepted Paper Series
Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Plazzi, Alberto
University of Lugano - Institute of Finance
Posted:
25 Jul 05
734
(17,925)
19

6.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
05 Oct 03
Last Revised:
18 Sep 12
645
(21,587)
67

7.  
Political Cycles and the Stock Market | Show Abstract | Download |
Anderson School of Management, UCLA, Working Paper
Working Paper Series
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
25 Oct 00
508
(29,869)
68

8.  
The Neglected Effect of Fiscal Policy on Stock and Bond Returns | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 201; UCLA, Anderson School of Management Working Paper, FEUNL Working Paper No. 413
Working Paper Series
Tavares, José
Universidad Nova de Lisboa - Faculdade de Economia
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
06 Aug 03
459
(34,142)
6

9.  
Goto, Shingo
University of South Carolina - Moore School of Business
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
11 Apr 02
458
(34,229)
8

10.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
University of Lugano - Institute of Finance
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
14 Feb 11
Last Revised:
18 Sep 12
402
(40,311)
6

11.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Sinko, Arthur
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
23 Feb 06
372
(44,287)
43

12.  
Forecasting Real Estate Prices | Show Abstract | Download |
Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012
Accepted Paper Series
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
University of Lugano - Institute of Finance
Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
21 Apr 13
342
(49,144)
4

13.   Incl. Electronic Paper
Brandt, Michael W.
Duke University - Fuqua School of Business
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
19 Jan 05
Last Revised:
29 Jul 10
323
(52,446)
31

14.   Incl. Electronic Paper
Plazzi, Alberto
University of Lugano - Institute of Finance
Torous, Walter
affiliation not provided to SSRN
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
19 Nov 04
Last Revised:
04 Aug 08
290
(59,516)
4

15.  
Does the Early Exercise Premium Contain Information About Future Underlying Returns? | Show Abstract | Download |
AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Working Paper Series
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Zhang, Yuzhao
Oklahoma State University - Stillwater - Department of Finance
Yadav, Pradeep K.
University of Oklahoma Price College of Business
Posted:
05 Aug 05
Last Revised:
18 Oct 11
275
(63,187)
3

16.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Serrano, Antonio Rubia
University of Alicante, Department of Financial Economics
Posted:
17 Feb 09
227
(77,542)
4

17.   Incl. Electronic Paper
Pettenuzzo, Davide
Brandeis University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
09 Dec 12
Last Revised:
24 Jul 14
209
(84,393)
 

18.  
Ghent, Andra C.
Arizona State University (ASU) - Finance Department
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
27 Sep 12
Last Revised:
22 Jul 14
156
(111,831)
 

19.  
Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-07
Working Paper Series
Plazzi, Alberto
University of Lugano - Institute of Finance
Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
01 Feb 11
Last Revised:
10 Mar 11
153
(113,138)
 

20.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Serrano, Antonio Rubia
University of Alicante, Department of Financial Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Jul 04
143
(119,852)
5

21.  
Ghent, Andra C.
Arizona State University (ASU) - Finance Department
Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
15 Sep 13
Last Revised:
09 Aug 14
109
(148,456)
 

22.  
The Presidential Puzzle: Political Cycles and the Stock Market | Show Abstract | Download |
Journal of Finance, Vol. 58, pp. 1841-1872, October 2003
Accepted Paper Series
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
01 Nov 03
23
(307,773)
68

23.  
Valuation in US Commercial Real Estate | Show Abstract | Download |
European Financial Management, Vol. 13, No. 3, pp. 472-497, June 2007
Accepted Paper Series
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
University of Lugano - Institute of Finance
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
24 May 07
17
(332,526)
7

24.  
Pettenuzzo, Davide
Brandeis University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
26 Jul 14
14
(345,070)
 


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