Mihail Velikov

Federal Reserve Bank of Richmond

Financial Economist

502 S. Sharp Street

Baltimore, MD 21201

United States

SCHOLARLY PAPERS

4

DOWNLOADS

625

CITATIONS

1

Scholarly Papers (4)

Show Me the Money: The Monetary Policy Risk Premium

Number of pages: 90 Posted: 27 Mar 2016 Last Revised: 24 Oct 2017
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond
Downloads 242 (107,021)

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Monetary Policy, Asset Pricing, Risk Factors

Show Me the Money: The Monetary Policy Risk Premium

FRB of Boston Working Paper No. 16-27
Number of pages: 67 Posted: 16 Mar 2017
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond
Downloads 72 (282,901)

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monetary policy, asset pricing, risk factors

2.

A Taxonomy of Anomalies and Their Trading Costs

NBER Working Paper No. w20721
Number of pages: 61 Posted: 08 Dec 2014
Robert Novy-Marx and Mihail Velikov
Simon Business School, University of Rochester and Federal Reserve Bank of Richmond
Downloads 26 (378,844)
Citation 1
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3.

FOMC Announcements and Predictable Returns

Number of pages: 42 Posted: 16 Dec 2014 Last Revised: 11 Sep 2017
Mihail Velikov
Federal Reserve Bank of Richmond
Downloads 22 (95,509)

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Asset Pricing, Macroeconomics, Anomalies, Monetary Policy, Predictability

4.

Accounting for the Anomaly Zoo: A Trading Cost Perspective

Number of pages: 28
Andrew Y. Chen and Mihail Velikov
Federal Reserve Board and Federal Reserve Bank of Richmond
Downloads 0

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Stock return anomalies, mispricing, trading costs