Stanley Peterburgsky

CUNY Brooklyn College

Assistant Professor

2900 Bedford Avenue

Brooklyn, NY 11210

United States

  • CUNY Brooklyn College

SCHOLARLY PAPERS

12

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Rank 30,102

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Top 30,102

in Total Papers Downloads

2,629

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (12)

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1.

Investment Performance of Shorted Leveraged ETF Pairs

Number of pages: 35 Posted: 04 Feb 2013
Xinxin Jiang and Stanley Peterburgsky
Suffolk University and CUNY Brooklyn College
Downloads 1,291 (24,439)
Citation 2

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exchange traded funds, ETFs, pair trading, portfolio management

2.

Leveraged ETF Pairs: An Empirical Evaluation of Portfolio Performance

Number of pages: 30 Posted: 03 Nov 2018 Last Revised: 26 Jan 2020
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 554 (77,570)
Citation 1

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Exchange Traded Funds, ETFs, Pairs Trading, Constant Leverage Trap, Portfolio Management

3.

Is Aggregate Volatility a Priced Risk Factor?

Downloads 214 (218,969)
Citation 1

Is Aggregate Volatility a Priced Risk Factor?

Number of pages: 31 Posted: 07 Nov 2016
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 170 (268,842)

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aggregate volatility, VIX

Is Aggregate Volatility a Priced Risk Factor?

Number of pages: 38 Posted: 18 Dec 2017
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 44 (629,180)
Citation 1

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aggregate volatility, VIX

4.

In Search of Responsible CEOS: The Case of CEOS with Non-Profit Experience

Number of pages: 34 Posted: 22 Dec 2009 Last Revised: 01 Mar 2015
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 102 (396,458)
Citation 1

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CEO characteristics, CEO experience, fraud, negligence, corporate governance

5.

Do Ticker Symbols Matter?

Number of pages: 25 Posted: 26 Dec 2014
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 95 (415,587)

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behavioral finance, ticker fluency, ticker pronounceability

6.

Tax Consequences of Active Portfolio Management: A Simulation Approach

Number of pages: 25 Posted: 15 Jul 2010 Last Revised: 30 Mar 2011
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 90 (430,096)

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tax-efficient investing, active management

7.

Diversification Potential of ADRs, Country Funds, and Underlying Stocks Across Economic Conditions

Number of pages: 38 Posted: 27 Dec 2009 Last Revised: 30 Mar 2011
Stanley Peterburgsky and Yini Yang
CUNY Brooklyn College and New York University (NYU) - NYU Polytechnic School of Engineering
Downloads 90 (430,096)

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ADRs, country funds, portfolio diversification

8.

Do Corporate Insiders Prefer Nasdaq?

Number of pages: 59 Posted: 22 Dec 2009
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 79 (464,913)

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insider trading, shareholder expropriation, Rule 144, stock exchanges

9.

Is Average Correlation Related to Expected Returns: Evidence From Global Markets

Number of pages: 12 Posted: 19 Feb 2020
Stanley Peterburgsky and Seungho Baek
CUNY Brooklyn College and City University of New York (CUNY) - Department of Finance
Downloads 38 (649,709)

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average correlation, forecasting, predictability, Roll critique

10.

Aggregate Volatility Risk: International Evidence

Number of pages: 41 Posted: 17 Mar 2018
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 33 (681,094)

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Aggregate Volatility, VSTOXX

11.

Size, value and volatility

Number of pages: 31 Posted: 22 Mar 2021
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 30 (700,939)

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volatility; risk factors; flight to quality

12.

An Industry-Level Analysis of a Pandemic's Impact on Stock Market Risk

Number of pages: 33 Posted: 18 Jan 2023
Stanley Peterburgsky
CUNY Brooklyn College
Downloads 13 (836,242)

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industry, risk, pandemic, COVID-19, coronavirus