Andrey Ukhov

Cornell University

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

23

DOWNLOADS
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17,308

CITATIONS
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SSRN RANKINGS

Top 4,777

in Total Papers Citations

110

Scholarly Papers (23)

1.

China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version)

Yale ICF Working Paper No. 00-62
Number of pages: 60 Posted: 31 Oct 2001
William N. Goetzmann, Andrey Ukhov and Ning Zhu
Yale School of Management - International Center for Finance, Cornell University and China Academy of Financial Research (CAFR)
Downloads 2,105 (5,049)
Citation 8

Abstract:

2.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version)

Yale ICF Working Paper No. 02-06
Number of pages: 43 Posted: 09 Apr 2002
Yale School of Management - International Center for Finance, Cornell University and Yale University - Yale School of Management, International Center for Finance
Downloads 2,035 (5,405)
Citation 8

Abstract:

3.

Warrant Pricing Using Observable Variables

Number of pages: 15 Posted: 17 Oct 2003
Andrey Ukhov
Cornell University
Downloads 1,496 (9,048)
Citation 3

Abstract:

4.

Do Stock Splits Improve Liquidity?

EFA 2006 Zurich Meetings Paper
Number of pages: 39 Posted: 04 Mar 2005
Ruslan Goyenko, Craig W. Holden and Andrey Ukhov
McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Cornell University
Downloads 1,467 (8,461)
Citation 4

Abstract:

5.

China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version)

Yale ICF Working Paper No. 00-63; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 55 Posted: 01 Nov 2001
William N. Goetzmann, Andrey Ukhov and Ning Zhu
Yale School of Management - International Center for Finance, Cornell University and China Academy of Financial Research (CAFR)
Downloads 1,290 (11,247)
Citation 8

Abstract:

British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

Yale ICF Working Paper No. 05-03
Number of pages: 58 Posted: 28 Mar 2005
William N. Goetzmann and Andrey Ukhov
Yale School of Management - International Center for Finance and Cornell University
Downloads 1,180 (13,226)
Citation 11

Abstract:

International Diversification, Modern Portfolio Theory, International Investment Flows, British Overseas Investment

British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

NBER Working Paper No. w11266
Number of pages: 58 Posted: 25 May 2005
Andrey Ukhov and William N. Goetzmann
Cornell University and Yale School of Management - International Center for Finance
Downloads 104 (219,683)
Citation 11

Abstract:

7.

Financial Innovaton and Russian Government Debt Before 1918

Yale ICF Working Paper No. 03-20
Number of pages: 60 Posted: 25 Jun 2003
Andrey Ukhov
Cornell University
Downloads 1,004 (16,725)
Citation 4

Abstract:

Financial History, Financial Innovation, Government Debt, Russia

8.
Downloads 958 ( 18,559)
Citation 8

Risk Aversion and Clientele Effects

Number of pages: 76 Posted: 06 Mar 2008 Last Revised: 10 Mar 2010
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 935 (18,870)
Citation 8

Abstract:

Risk preferences, Risk aversion, Investor clienteles, Value and growth investing

Risk Aversion and Clientele Effects

NBER Working Paper No. w15333
Number of pages: 76 Posted: 15 Sep 2009
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 23 (447,337)
Citation 8

Abstract:

9.

Equilibrium Risk Premia for Risk Seekers

Number of pages: 31 Posted: 03 Feb 2005
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 770 (24,855)
Citation 2

Abstract:

Risk Aversion, Risk-Seeking, Investor Sentiment, Risk Premium

10.

Expanding the Frontier One Asset at a Time

Number of pages: 29 Posted: 20 May 2005
Andrey Ukhov
Cornell University
Downloads 720 (27,734)
Citation 1

Abstract:

Mean-variance Analysis, Efficient frontier, Mutual fund separation theorem, Roll critique, Financial Innovation

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

Number of pages: 62 Posted: 17 Mar 2005
Andrey Ukhov and Charles Trzcinka
Cornell University and Indiana University - Kelley School of Business - Department of Finance
Downloads 667 (30,746)
Citation 1

Abstract:

International asset pricing, Capital market integration and liberalization, International risk sharing, International capital market equilibrium

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 62 Posted: 03 Jun 2012
Andrey Ukhov and Charles Trzcinka
Cornell University and Indiana University - Kelley School of Business - Department of Finance
Downloads 28 (420,258)
Citation 1

Abstract:

International asset pricing, Capital market integration and liberalization, International risk sharing, International capital market equilibrium

12.

Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Number of pages: 44 Posted: 01 Nov 2006 Last Revised: 10 Mar 2010
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 656 (27,291)

Abstract:

Risk aversion, risk seeking, investor sentiment, risk premium

13.

The Term Structure of Bond Market Liquidity

EFA 2008 Athens Meetings Paper
Number of pages: 39 Posted: 03 Mar 2008
McGill University - Desautels Faculty of Management, University of California, Los Angeles (UCLA) - Finance Area and Cornell University
Downloads 593 (36,538)
Citation 16

Abstract:

14.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version)

Yale ICF Working Paper No. 03-25
Number of pages: 43 Posted: 13 Jul 2003
Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and Cornell University
Downloads 575 (37,565)
Citation 8

Abstract:

15.

Preferences Toward Risk and Asset Prices: Evidence from Russian Lottery Bonds

Number of pages: 39 Posted: 10 Nov 2005
Andrey Ukhov
Cornell University
Downloads 413 (55,906)
Citation 2

Abstract:

Risk aversion, risk seeking, lottery pricing, investor sentiment, asset prices

16.

Estimating Preferences Toward Risk: Evidence from Dow Jones

Number of pages: 56 Posted: 14 Mar 2006
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 315 (76,513)
Citation 5

Abstract:

Utility function, Investor risk preferences, Risk aversion, Risk seeking, Reference-Dependent

Do Stock Prices Move too Much to be Justified by Changes in Dividends? Evidence from Real Estate Investment Trusts

Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 14 Apr 2010
Tobias Muhlhofer and Andrey Ukhov
University of Miami - Department of Finance and Cornell University
Downloads 256 (99,032)
Citation 1

Abstract:

Dividend Pricing Models, Excess Volatility, Cash Flows, Vector Autoregression, Real Estate Investment Trusts

Do Stock Prices Move Too Much to Be Justified by Changes in Dividends? Evidence from Real Estate Investment Trusts

46th Annual AREUEA Conference Paper
Posted: 01 Dec 2010
Tobias Muhlhofer and Andrey Ukhov
University of Miami - Department of Finance and Cornell University

Abstract:

18.

Individual Vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Management Science 59 (2) 2013
Number of pages: 41 Posted: 28 Feb 2008 Last Revised: 23 Apr 2017
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 107 (207,235)

Abstract:

Risk aversion, risk seeking, investor sentiment, risk premium

19.

Do Stock Prices Move Too Much to Be Justified by Changes in Cash Flows? New Evidence from Parallel Asset Markets

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 35 Posted: 02 Oct 2012
Tobias Muhlhofer and Andrey Ukhov
University of Miami - Department of Finance and Cornell University
Downloads 61 (289,081)

Abstract:

Dividend Pricing Models, Excess Volatility, Cash Flows, Vector Autoregression, Real Estate Investment Trusts

20.

Is Trading Behavior Stable Across Contexts? Evidence from Style and Multi-Style Investors

Quantitative Finance 14 (4) 2014, 29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 51 Posted: 19 Sep 2012 Last Revised: 23 Apr 2017
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 60 (275,511)

Abstract:

Agent-specific vs Context-dependent risk taking, Individual Investor, Trading Behavior, Momentum, Contrarian

21.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares

NBER Working Paper No. w9469
Number of pages: 43 Posted: 07 Feb 2003
Yale School of Management - International Center for Finance, Cornell University and Yale University - Yale School of Management, International Center for Finance
Downloads 49 (322,320)
Citation 11

Abstract:

22.

China and the World Financial Markets 1870-1939: Modern Lessons from Historical Globalization

Economic History Review, Vol. 60, No. 2, pp. 267-312, May 2007
Number of pages: 46 Posted: 11 Apr 2007
Andrey Ukhov, William N. Goetzmann and Ning Zhu
Cornell University, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 24 (428,572)
Citation 8
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Abstract:

23.

Warrant Pricing Using Unobservable Variables

Journal of Financial Research, Forthcoming
Posted: 05 Nov 2003
Andrey Ukhov
Cornell University

Abstract: