Gergana Jostova

George Washington University - Department of Finance

Professor of Finance

2201 G St NW

Funger Hall, Suite 501

Washington, DC 20052

United States

http://home.gwu.edu/~jostova

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 2,262

in Total Papers Downloads

12,414

CITATIONS
Rank 2,985

SSRN RANKINGS

Top 2,985

in Total Papers Citations

186

Scholarly Papers (14)

1.
Downloads 1,613 ( 7,969)
Citation 52

Momentum and Credit Rating

Number of pages: 28 Posted: 09 Jun 2005
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,613 (7,816)
Citation 52

Abstract:

momentum, credit risk, credit rating

Momentum and Credit Rating

Journal of Finance, Vol. 62, No. 5, pp. 2503-2520, 2007
Posted: 20 Jan 2007 Last Revised: 26 Feb 2008
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area

Abstract:

Momentum, asset-pricing anomalies, credit risk

2.

Corporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals

AFA 2005 Philadelphia Meetings
Number of pages: 27 Posted: 17 Mar 2004
Doron Avramov, Gergana Jostova and Alexander Philipov
Hebrew University of Jerusalem - Jerusalem School of Business Administration, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,572 (7,804)
Citation 9

Abstract:

Credit spread changes, corporate bonds, structural models of default, default risk

3.
Downloads 1,333 ( 10,713)
Citation 17

Anomalies and Financial Distress

Number of pages: 45 Posted: 21 Apr 2010 Last Revised: 04 Apr 2012
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,324 (10,743)
Citation 17

Abstract:

asset-pricing anomalies, credit risk, financial distress, downgrades

Anomalies and Financial Distress

Number of pages: 53 Posted: 15 Mar 2010
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 9 (519,582)
Citation 17

Abstract:

asset-pricing anomalies, credit risk, momentum, dispersion, asset growth, capital investments, accruals, idiosyncratic volatility

Anomalies and Financial Distress

FDIC Working Paper No. 2011-02
Posted: 09 Jan 2012
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area

Abstract:

Anomalies and Financial Distress

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area

Abstract:

asset-pricing anomalies, market efficiency, credit rating, credit risk

4.

Credit Ratings and the Cross-Section of Stock Returns

EFA 2008 Athens Meetings Paper
Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 08 Feb 2009
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,200 (11,943)
Citation 32

Abstract:

credit risk effect, credit rating, asset-pricing anomalies

5.
Downloads 1,083 ( 15,090)
Citation 2

Momentum in Corporate Bond Returns

Number of pages: 63 Posted: 02 Aug 2010 Last Revised: 08 Jan 2013
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Finance Area and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 904 (19,403)
Citation 2

Abstract:

momentum, credit risk, corporate bonds, TRACE, anomalies, market efficiency

Momentum in Corporate Bond Returns

Number of pages: 41 Posted: 04 Jun 2010 Last Revised: 14 Sep 2014
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Finance Area and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 179 (138,964)
Citation 2

Abstract:

Bond Marke, Price Momentum, Credit Risk

Dispersion in Analysts' Earnings Forecasts and Credit Rating

AFA 2008 New Orleans Meetings Paper
Number of pages: 39 Posted: 21 Mar 2007 Last Revised: 09 Jan 2008
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,072 (15,006)
Citation 12

Abstract:

Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating

Dispersion in Analysts' Earnings Forecasts and Credit Rating

Journal of Financial Economics (JFE), Vol. 91, pp. 83-101, 2009
Posted: 26 Feb 2008 Last Revised: 19 Mar 2009
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area

Abstract:

Dispersion in analyst forecasts, asset-pricing anomalies, credit risk, credit rating

7.

Determinants of Corporate Bond Trading: A Comprehensive Analysis

Number of pages: 36 Posted: 19 Jul 2007
Edith S. Hotchkiss and Gergana Jostova
Boston College - Carroll School of Management and George Washington University - Department of Finance
Downloads 932 (15,431)
Citation 19

Abstract:

Institutional trading, liquidity, corporate bonds, NAIC

8.
Downloads 893 ( 20,113)
Citation 29

Bayesian Analysis of Stochastic Betas

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 49 Posted: 26 Apr 2004
Gergana Jostova and Alexander Philipov
George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 893 (19,743)
Citation 29

Abstract:

Stochastic beta, time-varying systematic risk, asset-pricing anomalies, hedging

Bayesian Analysis of Stochastic Betas

Journal of Financial and Quantitative Analysis, Vol. 40, No. 4, pp. 747-778, 2005
Posted: 08 Dec 2004
Gergana Jostova and Alexander Philipov
George Washington University - Department of Finance and George Mason University - Finance Area

Abstract:

Stochastic betas, mean-reverting systematic risk, size effect, book-to-market effect

9.
Downloads 831 ( 22,346)
Citation 4

Predictability in Emerging Sovereign Debt Markets

Number of pages: 51 Posted: 11 Jul 2001
Gergana Jostova
George Washington University - Department of Finance
Downloads 831 (21,982)
Citation 4

Abstract:

Predictability, credit risk, credit spreads, emerging debt markets, Brady bonds, efficiency

Predictability in Emerging Sovereign Debt Markets

Journal of Business 2006, Vol. 79, No. 2., p. 527-565
Posted: 23 Feb 2004
Gergana Jostova
George Washington University - Department of Finance

Abstract:

predictability, credit risk, credit spreads, emerging debt markets, Brady bonds, inefficiency

10.
Downloads 224 (111,793)
Citation 3

The World Price of Credit Risk

Number of pages: 56 Posted: 27 Jun 2012 Last Revised: 15 Sep 2012
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 217 (114,923)
Citation 3

Abstract:

sovereign credit risk, credit rating, emerging markets, international asset-pricing, market efficiency

The World Price of Credit Risk

Number of pages: 48 Posted: 17 Mar 2012
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 7 (530,105)
Citation 3

Abstract:

11.

Analyst Bias and Mispricing

7th Miami Behavioral Finance Conference 2016
Number of pages: 50 Posted: 02 Sep 2015 Last Revised: 19 May 2017
Mark Grinblatt, Gergana Jostova and Alexander Philipov
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 49 (96,701)

Abstract:

Analyst bias, credit risk, distress risk, dispersion, idiosyncratic volatility anomalies, market efficiency, trading strategy

12.

Shorting Fees, Private Information, and Equity Mispricing

Number of pages: 54 Posted: 20 May 2017 Last Revised: 22 Jun 2017
Brian J. Henderson, Gergana Jostova and Alexander Philipov
George Washington University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 0 (254,171)

Abstract:

short sales, lending fees, private information, equity mispricing, market frictions

13.

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Number of pages: 51 Posted: 08 Jan 2016 Last Revised: 09 Oct 2016
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Federal Reserve Board and George Mason University - Finance Area
Downloads 0 (15,527)

Abstract:

Hedge funds, mutual funds, momentum, contrarian, anomalies, stock-picking skill

14.

Understanding Changes in Corporate Credit Spreads

Financial Analysts Journal, Vol. 63, No. 2, pp. 90-105, 2007
Posted: 18 Apr 2007
Doron Avramov, Gergana Jostova and Alexander Philipov
Hebrew University of Jerusalem - Jerusalem School of Business Administration, George Washington University - Department of Finance and George Mason University - Finance Area

Abstract:

Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies