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

15

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14,600

SSRN CITATIONS
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SSRN RANKINGS

Top 4,165

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (15)

1.

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
Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,686 (9,615)
Citation 3

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

2.
Downloads 1,672 ( 9,725)

Momentum and Credit Rating

Number of pages: 28 Posted: 09 Jun 2005
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,672 (9,543)
Citation 18

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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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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Momentum, asset-pricing anomalies, credit risk

3.
Downloads 1,449 ( 12,135)
Citation 34

Anomalies and Financial Distress

Number of pages: 45 Posted: 21 Apr 2010 Last Revised: 04 Apr 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,431 (12,270)
Citation 2

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

Anomalies and Financial Distress

Number of pages: 53 Posted: 15 Mar 2010
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 18 (553,608)
Citation 38

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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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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Anomalies and Financial Distress

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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

4.
Downloads 1,445 ( 12,327)
Citation 28

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 - Department of Finance and Independent
Downloads 1,226 (15,631)
Citation 7

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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 - Department of Finance and Independent
Downloads 219 (139,112)
Citation 24

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Bond Marke, Price Momentum, Credit Risk

5.

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 - Department of Finance
Downloads 1,413 (12,795)
Citation 3

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

6.

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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,333 (14,021)
Citation 31

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credit risk effect, credit rating, asset-pricing anomalies

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 1,253 (15,421)
Citation 27

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Institutional trading, liquidity, corporate bonds, NAIC

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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,108 (18,247)
Citation 19

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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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

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

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 - Department of Finance
Downloads 944 (23,137)
Citation 22

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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 - Department of Finance

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

Predictability in Emerging Sovereign Debt Markets

Number of pages: 51 Posted: 11 Jul 2001
Gergana Jostova
George Washington University - Department of Finance
Downloads 852 (26,841)

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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

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

11.

Analyst Bias and Mispricing

7th Miami Behavioral Finance Conference 2016
Number of pages: 49 Posted: 02 Sep 2015 Last Revised: 05 Aug 2018
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 - Department of Finance
Downloads 534 (50,983)
Citation 3

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Analyst bias, credit risk, anomalies, market efficiency, behavioral

12.

Bonds, Stocks, and Sources of Mispricing

George Mason University School of Business Research Paper No. 18-5
Number of pages: 78 Posted: 02 Nov 2017 Last Revised: 29 Mar 2019
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 346 (86,186)
Citation 3

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sentiment, mispricing, anomalies, bonds, stocks, financial distress

13.

Stock Loan Fees, Private Information, and Smart Lending

Number of pages: 49 Posted: 20 May 2017 Last Revised: 21 Jun 2019
Brian J. Henderson, Gergana Jostova and Alexander Philipov
George Washington University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 313 (96,352)
Citation 1

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

14.
Downloads 252 (121,305)
Citation 2

The World Price of Credit Risk

Number of pages: 56 Posted: 27 Jun 2012 Last Revised: 15 Sep 2012
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 244 (124,865)
Citation 1

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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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 8 (621,719)

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15.

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
Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance

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Debt Investments, Credit Analysis, Portfolio Management, Debt Strategies