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

9

DOWNLOADS
Rank 13,086

SSRN RANKINGS

Top 13,086

in Total Papers Downloads

7,439

TOTAL CITATIONS
Rank 42,685

SSRN RANKINGS

Top 42,685

in Total Papers Citations

25

Scholarly Papers (9)

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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 2,454 (11,857)
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: 99 Posted: 12 Apr 2021 Last Revised: 21 Aug 2024
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 2,383 (12,435)
Citation 9

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Limits to arbitrage; Short squeeze; GameStop; Market misconduct; Social media platforms; Retail investors

3.

Valuation and Long-Term Growth Expectations

Number of pages: 56 Posted: 03 Dec 2019 Last Revised: 04 Jul 2024
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 827 (59,994)

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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 592 (92,342)

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

5.

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
Franklin Allen, Marlene Haas, Matteo Pirovano and Angel Tengulov
Imperial College London, Independent, Universita della Svizzera italiana (USI Lugano) and University of Kansas - School of Business
Downloads 458 (126,423)

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

6.

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 355 (169,059)
Citation 1

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

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: 14 Nov 2024
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 181 (330,084)

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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 121 (458,426)

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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 68 (660,423)

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