Angel Tengulov

University of Kansas - School of Business

1654 Naismith Dr

Lawrence, KS 66045

United States

http://www.angeltengulov.com/

  • University of Kansas - School of Business

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 15,237

SSRN RANKINGS

Top 15,237

in Total Papers Downloads

5,357

SSRN CITATIONS
Rank 48,332

SSRN RANKINGS

Top 48,332

in Total Papers Citations

11

CROSSREF CITATIONS

3

Scholarly Papers (8)

Actions:
Email selected abstracts
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 2,170 (11,484)
Citation 11

Abstract:

Loading...

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: 101 Posted: 12 Apr 2021 Last Revised: 21 Feb 2023
Franklin Allen, Marlene Haas, Eric Nowak, Matteo Pirovano and Angel Tengulov
Imperial College London, Independent, Swiss Finance Institute, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 1,619 (18,132)
Citation 6

Abstract:

Loading...

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: 82 Posted: 03 Dec 2019 Last Revised: 10 May 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 570 (77,972)

Abstract:

Loading...

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 502 (91,370)

Abstract:

Loading...

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 320 (152,603)
Citation 1

Abstract:

Loading...

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

6.

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 75 (501,924)

Abstract:

Loading...

levered and inverse ETPs, option contract adjustments, wealth transfers

7.

Creditor Control Rights and the Pricing of Corporate Loans

Swiss Finance Institute Research Paper No. 23-35
Number of pages: 74 Posted: 02 Feb 2023 Last Revised: 08 Jun 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 72 (513,360)

Abstract:

Loading...

Loan Pricing, Creditor Governance, Creditor Control Spread.

8.

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 29 (744,211)

Abstract:

Loading...

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