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

4

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SSRN CITATIONS
Rank 31,887

SSRN RANKINGS

Top 31,887

in Total Papers Citations

22

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Passive Funds Affect Prices: Evidence from the Most ETF-dominated Asset Classes

Number of pages: 64 Posted: 24 Jan 2020 Last Revised: 10 Jun 2021
Karamfil Todorov
London School of Economics & Political Science, Department of Finance
Downloads 755 (46,103)
Citation 5

Abstract:

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ETF, leverage, commoditization, VIX, futures

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 601 (61,999)
Citation 19

Abstract:

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

3.

ETFs, Illiquid Assets, and Fire Sales

Number of pages: 58 Posted: 16 Jul 2021 Last Revised: 10 May 2022
John J. Shim and Karamfil Todorov
University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science, Department of Finance
Downloads 278 (150,411)

Abstract:

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Bonds, ETFs, Fire Sales, Liquidity, COVID

4.

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 168 (240,218)
Citation 5

Abstract:

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