Mihail Velikov

Pennsylvania State University

University Park

State College, PA 16802

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 19,205

SSRN RANKINGS

Top 19,205

in Total Papers Downloads

2,511

SSRN CITATIONS
Rank 8,467

SSRN RANKINGS

Top 8,467

in Total Papers Citations

28

CROSSREF CITATIONS

87

Scholarly Papers (7)

1.
Downloads 585 ( 45,808)
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 453 (62,636)
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 132 (219,533)

Abstract:

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monetary policy, asset pricing, risk factors

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 574 (46,968)
Citation 11

Abstract:

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Stock Return Anomalies, Mispricing, Trading Costs

3.

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 556 (48,906)
Citation 5

Abstract:

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

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 372 (79,945)
Citation 3

Abstract:

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Asset Pricing, Macroeconomics, Anomalies, Monetary Policy, Predictability

5.

Comparing Cost-Mitigation Techniques

Financial Analysts Journal, Forthcoming
Number of pages: 39 Posted: 21 Oct 2018
Robert Novy-Marx and Mihail Velikov
Simon Business School, University of Rochester and Pennsylvania State University
Downloads 160 (186,841)

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 148 (199,439)

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 116 (241,168)
Citation 14

Abstract:

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