Mihail Velikov

Pennsylvania State University

University Park

State College, PA 16802

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 18,071

SSRN RANKINGS

Top 18,071

in Total Papers Downloads

2,765

SSRN CITATIONS
Rank 8,331

SSRN RANKINGS

Top 8,331

in Total Papers Citations

39

CROSSREF CITATIONS

86

Scholarly Papers (7)

1.

Betting Against Betting Against Beta

Number of pages: 46 Posted: 02 Jan 2019
Robert Novy-Marx and Mihail Velikov
Simon Business School, University of Rochester and Pennsylvania State University
Downloads 670 (39,541)
Citation 8

Abstract:

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Factor models, beta-arbitrage, defensive equity, non-standard methods, asset pricing

2.

Accounting for the Anomaly Zoo: A Trading Cost Perspective

Finance Down Under 2019 Building on the Best from the Cellars of Finance
Number of pages: 55 Posted: 21 Nov 2017 Last Revised: 10 Sep 2019
Andrew Y. Chen and Mihail Velikov
Federal Reserve Board and Pennsylvania State University
Downloads 633 (42,738)
Citation 12

Abstract:

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Stock Return Anomalies, Mispricing, Trading Costs

3.
Downloads 623 ( 43,622)
Citation 5

Show Me the Money: The Monetary Policy Risk Premium

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 91 Posted: 27 Mar 2016 Last Revised: 07 Oct 2018
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Pennsylvania State University
Downloads 472 (61,482)
Citation 6

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 Pennsylvania State University
Downloads 151 (202,432)

Abstract:

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monetary policy, asset pricing, risk factors

4.

FOMC Announcements and Predictable Returns

Number of pages: 42 Posted: 16 Dec 2014 Last Revised: 11 Sep 2017
Mihail Velikov
Pennsylvania State University
Downloads 379 (80,679)
Citation 3

Abstract:

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Asset Pricing, Macroeconomics, Anomalies, Monetary Policy, Predictability

5.

Comparing Cost-Mitigation Techniques

Financial Analysts Journal, vol. 75, no. 1: 85–102
Number of pages: 39 Posted: 21 Oct 2018 Last Revised: 22 Dec 2019
Robert Novy-Marx and Mihail Velikov
Simon Business School, University of Rochester and Pennsylvania State University
Downloads 175 (178,224)

Abstract:

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Investments, Trading Costs, Performance Evaluation, Market Efficiency

6.

Oil Price Exposure, Earnings Announcements, and Stock Return Predictability

Number of pages: 39 Posted: 17 Apr 2018 Last Revised: 22 Feb 2019
Jordan Moore and Mihail Velikov
Rowan University - Accounting & Finance and Pennsylvania State University
Downloads 158 (194,562)

Abstract:

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

7.

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 Pennsylvania State University
Downloads 127 (232,076)
Citation 25

Abstract:

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