Angel Tengulov

University of Kansas - School of Business

1654 Naismith Dr

Lawrence, KS 66045

United States

http://www.angeltengulov.com/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 13,597

SSRN RANKINGS

Top 13,597

in Total Papers Downloads

6,782

SSRN CITATIONS
Rank 40,656

SSRN RANKINGS

Top 40,656

in Total Papers Citations

18

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze

Journal of Financial Economics (Forthcoming)
Number of pages: 100 Posted: 01 Jun 2017 Last Revised: 09 Feb 2021
Franklin Allen, Marlene Haas, Eric Nowak and Angel Tengulov
Imperial College London, Independent, Swiss Finance Institute and University of Kansas - School of Business
Downloads 2,343 (11,930)
Citation 15

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Limits to arbitrage, short selling, stock cornering, disclosure and securities regulation.

2.

Squeezing Shorts Through Social Media Platforms

Swiss Finance Institute Research Paper No. 21-31
Number of pages: 92 Posted: 12 Apr 2021 Last Revised: 11 Sep 2023
Imperial College London, Independent, Swiss Finance Institute, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 2,120 (14,010)
Citation 8

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Limits to arbitrage; Short selling; Short squeeze; Gamma squeeze; GameStop, Social media platforms, Retail investors

3.

Valuation and Long-Term Growth Expectations

Number of pages: 84 Posted: 03 Dec 2019 Last Revised: 29 Dec 2023
Angel Tengulov, Josef Zechner and Jeffrey Zwiebel
University of Kansas - School of Business, Vienna University of Economics and Business and Stanford Graduate School of Business
Downloads 768 (61,923)

Abstract:

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Valuation, Terminal Value, Long-Term Growth Rates, Machine Learning, Market Efficiency

4.

The Value of Borrowing Diversity: Evidence from the Financial Crisis of 2007-2009

Number of pages: 67 Posted: 01 Dec 2013 Last Revised: 19 Oct 2020
Angel Tengulov
University of Kansas - School of Business
Downloads 550 (94,680)

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Debt Structure, Credit Crisis, Certification, Hedging, Risk Management

5.

Accounting Covenants in Credit Lines: Protecting Banks Against Aggregate Liquidity Shocks

Number of pages: 44 Posted: 11 Jun 2015 Last Revised: 17 Jul 2020
Maria Chaderina, Christian Laux and Angel Tengulov
University of Oregon - Lundquist College of Business, Vienna University of Economics and Business and University of Kansas - School of Business
Downloads 344 (163,547)
Citation 1

Abstract:

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Credit Lines, Incomplete Contracts, Accounting-Based Covenants, Aggregate Liquidity Shocks, Financial Crisis

6.

How Prevalent Are Short Squeezes? Evidence From the US and Europe

Swiss Finance Institute Research Paper No. 23-63
Number of pages: 58 Posted: 02 Aug 2023 Last Revised: 08 May 2024
Imperial College London, Independent, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 324 (175,548)

Abstract:

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Short squeeze, stock cornering, market misconduct, disclosure and securities regulation

7.

Do Loans Carry a Control Spread? Evidence from the Allocation of Control Rights Across Creditors

Swiss Finance Institute Research Paper No. 23-35
Number of pages: 69 Posted: 02 Feb 2023 Last Revised: 07 Aug 2023
Marc Arnold, Nicola Kollmann and Angel Tengulov
University of St. Gallen - School of Finance, University of St.Gallen and University of Kansas - School of Business
Downloads 169 (326,172)

Abstract:

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Loan Pricing, Creditor Governance, Creditor Control Spread.

8.

Levered and Inverse Vix Etp Option Contract Adjustments: No Harm, No Foul?

Accounting and Finance (Forthcoming)
Number of pages: 30 Posted: 11 Nov 2020
Angel Tengulov and Robert Whaley
University of Kansas - School of Business and Vanderbilt University - Finance
Downloads 105 (473,206)

Abstract:

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levered and inverse ETPs, option contract adjustments, wealth transfers

9.

Are shorts restricted when options are an option? Evidence from SEC Rule 201

Number of pages: 57 Posted: 17 Nov 2022
Rainer Brand, Matthias Molnar and Angel Tengulov
affiliation not provided to SSRN, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and University of Kansas - School of Business
Downloads 59 (662,028)

Abstract:

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option markets, short-sale regulation, Rule 201, market quality, trader migration