Mihail Velikov

Federal Reserve Bank of Richmond

Financial Economist

502 S. Sharp Street

Baltimore, MD 21201

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 39,094

SSRN RANKINGS

Top 39,094

in Total Papers Downloads

929

CITATIONS

1

Scholarly Papers (4)

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 265 (99,690)

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 76 (280,230)

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 (349,644)
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 (93,106)

Abstract:

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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 Posted: 21 Nov 2017
Andrew Y. Chen and Mihail Velikov
Federal Reserve Board and Federal Reserve Bank of Richmond
Downloads 0 (103,984)

Abstract:

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Stock Return Anomalies, Mispricing, Trading Costs