Karamfil Todorov

London School of Economics & Political Science, Department of Finance

PhD in Finance

London

Great Britain

http://ktodorov.com

Bank for International Settlements

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

3

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SSRN CITATIONS
Rank 47,933

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Top 47,933

in Total Papers Citations

11

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets

Number of pages: 88 Posted: 24 Jan 2020 Last Revised: 07 Dec 2020
Karamfil Todorov
London School of Economics & Political Science, Department of Finance
Downloads 468 (69,910)
Citation 1

Abstract:

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ETF, passive investing, commoditization, VIX, price impact, leverage

2.

Quantify the Quantitative Easing: Impact on Bonds and Corporate Debt Issuance

Journal of Financial Economics, 135(2), 340-358
Number of pages: 47 Posted: 29 Mar 2018 Last Revised: 11 May 2020
Karamfil Todorov
London School of Economics & Political Science, Department of Finance
Downloads 438 (75,772)
Citation 10

Abstract:

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Quantitative easing (QE), Corporate Sector Purchase Programme, European Central Bank, bond market, corporate debt issuance

3.

What Drives Repo Haircuts? Evidence from the UK Market

Number of pages: 50 Posted: 22 Aug 2019
London School of Economics & Political Science (LSE) - Department of Finance, Bank of England, Pacific Investment Management Company (PIMCO), London School of Economics & Political Science, Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 95 (312,064)
Citation 2

Abstract:

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repurchase agreement, systemic risk, repo market, margin, haircut, network analysis