Mihail Velikov

Federal Reserve Bank of Richmond

Financial Economist

502 S. Sharp Street

Baltimore, MD 21201

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 36,543

SSRN RANKINGS

Top 36,543

in Total Papers Downloads

1,048

CITATIONS

1

Scholarly Papers (5)

Show Me the Money: The Monetary Policy Risk Premium

Number of pages: 92 Posted: 27 Mar 2016 Last Revised: 18 Feb 2018
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond
Downloads 292 (91,808)

Abstract:

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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 83 (271,060)

Abstract:

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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 (335,352)
Citation 1

Abstract:

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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 (88,216)

Abstract:

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Asset Pricing, Macroeconomics, Anomalies, Monetary Policy, Predictability

4.

Oil Price Exposure, Earnings Announcements, and Stock Return Predictability

Number of pages: 33 Posted: 17 Apr 2018
Jordan Moore and Mihail Velikov
Rowan University - Accounting & Finance and Federal Reserve Bank of Richmond
Downloads 0 (451,373)

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Asset Pricing, Anomalies, Oil Prices, Attention, Behavioral Finance, Earnings Announcements

5.

Accounting for the Anomaly Zoo: A Trading Cost Perspective

Number of pages: 28 Posted: 21 Nov 2017
Andrew Y. Chen and Mihail Velikov
Federal Reserve Board and Federal Reserve Bank of Richmond
Downloads 0 (93,358)

Abstract:

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Stock Return Anomalies, Mispricing, Trading Costs