Karamfil Todorov

London School of Economics & Political Science, Department of Finance

PhD Candidate in Finance

London

Great Britain

http://ktodorov.com

SCHOLARLY PAPERS

3

DOWNLOADS

734

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

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

Number of pages: 80 Posted: 24 Jan 2020 Last Revised: 11 May 2020
Karamfil Todorov
London School of Economics & Political Science, Department of Finance
Downloads 352 (90,916)

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 308 (105,424)
Citation 3

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 74 (340,965)
Citation 1

Abstract:

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