Filip Bekjarovski

NN Group

Schenkkade 65

AS Den Haag

Netherlands

Tilburg University

P.O. Box 90153

Tilburg, DC Noord-Brabant 5000 LE

Netherlands

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Personal Asset Pricing and the Premium Investment Framework

Number of pages: 66 Posted: 12 Mar 2017 Last Revised: 17 Oct 2018
Filip Bekjarovski and Filip Bekjarovski
Tilburg UniversityNN Group
Downloads 457 (98,444)

Abstract:

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Anomaly evaluation, recession risk, crash risk, alpha decay, investor heterogeneity

2.

How Do Short Selling Costs and Restrictions Affect the Profitability of Stock Anomalies?

Number of pages: 32 Posted: 09 Nov 2017 Last Revised: 11 Oct 2018
Filip Bekjarovski and Filip Bekjarovski
Tilburg UniversityNN Group
Downloads 363 (128,371)

Abstract:

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short selling restrictions, short selling costs, factors, anomalies, limits to arbitrage