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Jostova, Gergana's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,907 |
Total
Citations
173 |
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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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1,509
(4,621)
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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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1,509
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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
(4,667)
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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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| Posted: |
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06 Mar 08
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Last Revised:
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08 Feb 09
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1,087
(8,105)
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27
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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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983
(9,544)
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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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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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| Posted: |
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21 Mar 07
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Last Revised:
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09 Jan 08
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983
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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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965
(9,813)
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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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961
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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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Predictability in Emerging Sovereign Debt Markets
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Versions (2)
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Jostova, Gergana
George Washington University - Department of Finance
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Posted:
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11 Jul 01
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Last Revised:
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15 Mar 07
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804
(13,047)
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4
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Jostova, Gergana
George Washington University - Department of Finance
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0
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predictability, credit risk, credit spreads, emerging debt markets, Brady bonds, inefficiency
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Jostova, Gergana
George Washington University - Department of Finance
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804
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4
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Predictability, credit risk, credit spreads, emerging debt markets, Brady bonds, efficiency
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7.
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Bayesian Analysis of Stochastic Betas
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Versions (2)
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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
(14,134)
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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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8.
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Hotchkiss, Edith S.
Boston College - Carroll School of Management Jostova, Gergana
George Washington University - Department of Finance
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731
(15,026)
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20
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Institutional trading, liquidity, corporate bonds, NAIC
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9.
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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 |
Export Bibliographic Info |
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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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470
(27,633)
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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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372
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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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98
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2
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Bond Marke, Price Momentum, Credit Risk
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10.
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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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99
(136,314)
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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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11.
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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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