Ralitsa Petkova

Case Western Reserve University - Department of Banking & Finance

Associate Professor

10900 Euclid Ave.

Cleveland, OH 44106-7235

United States

SCHOLARLY PAPERS

9

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Top 5,014

in Total Papers Downloads

8,964

SSRN CITATIONS
Rank 1,066

SSRN RANKINGS

Top 1,066

in Total Papers Citations

286

CROSSREF CITATIONS

741

Scholarly Papers (9)

1.
Downloads 2,448 ( 5,793)
Citation 82

Is Value Riskier than Growth?

Simon School of Business Working Paper No. FR02-17; AFA 2004 San Diego Meetings
Number of pages: 35 Posted: 23 Nov 2003
Ralitsa Petkova and Lu Zhang
Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 1,800 (9,498)
Citation 88

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Value, Growth, Asymmetric Beta, Expected Risk Premium, Business Cycles

Is Value Riskier than Growth?

Journal of Financial Economics, Forthcoming
Number of pages: 23 Posted: 28 Jan 2005
Ralitsa Petkova and Lu Zhang
Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 648 (43,182)
Citation 1

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2.

Absolute Strength: Exploring Momentum in Stock Returns

Number of pages: 73 Posted: 01 Aug 2015 Last Revised: 08 Aug 2018
Huseyin Gulen and Ralitsa Petkova
Purdue University - Krannert School of Management and Case Western Reserve University - Department of Banking & Finance
Downloads 2,252 (6,683)
Citation 3

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3.
Downloads 1,044 ( 22,512)
Citation 274

The Expected Value Premium

AFA 2007 Chicago Meetings Paper, Ross School of Business Paper No. 1049
Number of pages: 39 Posted: 13 Mar 2006
Long Chen, Ralitsa Petkova and Lu Zhang
Luohan Academy, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 642 (43,761)

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The Value Premium, Expected Returns, Dividend Growth, Dividend Price Ratio

The Expected Value Premium

Forthcoming, Journal of Financial Economics (JFE)
Number of pages: 23 Posted: 09 Apr 2007
Long Chen, Ralitsa Petkova and Lu Zhang
Luohan Academy, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 361 (89,438)

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The Value Strategy, Expected Returns, Dividend Growth, Dividend Price Ratio, Capital Gains

The Expected Value Premium

NBER Working Paper No. w12183
Number of pages: 43 Posted: 23 May 2006
Long Chen, Ralitsa Petkova and Lu Zhang
Luohan Academy, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 41 (466,355)
Citation 43

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Do the Fama-French Factors Proxy for Innovations in Predictive Variables?

Number of pages: 47 Posted: 19 Mar 2005
Ralitsa Petkova
Case Western Reserve University - Department of Banking & Finance
Downloads 894 (27,768)
Citation 25

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Do the Fama-French Factors Proxy for Innovations in Predictive Variables?

Posted: 19 Mar 2005
Ralitsa Petkova
Case Western Reserve University - Department of Banking & Finance

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5.

The Volatility of Liquidity and Expected Stock Returns

Number of pages: 45 Posted: 18 Mar 2011
Ralitsa Petkova, Ferhat Akbas and Will J. Armstrong
Case Western Reserve University - Department of Banking & Finance, University of Illinois at Chicago and Texas Tech University - Area of Finance
Downloads 551 (54,026)
Citation 5

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6.

Correlation Risk

Number of pages: 31 Posted: 07 Nov 2007 Last Revised: 03 Nov 2008
C. N. V. Krishnan, Ralitsa Petkova and Peter H. Ritchken
Case Western Reserve University - Department of Banking & Finance, Case Western Reserve University - Department of Banking & Finance and Case Western Reserve University - Department of Banking & Finance
Downloads 526 (57,359)
Citation 4

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Asset Pricing, Correlation, Time-varying Correlation, Price of Correlation Risk

7.

The Time-Varying Liquidity Risk of Value and Growth Stocks

Number of pages: 47 Posted: 19 Mar 2010
Ferhat Akbas, Ekkehart Boehmer, Egemen Genc and Ralitsa Petkova
University of Illinois at Chicago, Singapore Management University - Lee Kong Chian School of Business, University of Illinois at Chicago and Case Western Reserve University - Department of Banking & Finance
Downloads 482 (63,950)
Citation 6

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8.

Momentum and Aggregate Default Risk

Mays Business School Research Paper No. 2012-39
Number of pages: 62 Posted: 15 May 2012
Arvind Mahajan, Alex Petkevich and Ralitsa Petkova
Texas A&M University - Department of Finance, The University of Toledo - Department of Finance and Case Western Reserve University - Department of Banking & Finance
Downloads 417 (76,484)
Citation 2

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Momentum, Aggregate Default Shocks, Shareholder Bargaining Power

9.

Analyzing the Time-Varying Stock Market Risk-Return Relation

Number of pages: 34 Posted: 02 Jan 2009 Last Revised: 21 Jun 2011
C. N. V. Krishnan and Ralitsa Petkova
Case Western Reserve University - Department of Banking & Finance and Case Western Reserve University - Department of Banking & Finance
Downloads 350 (93,374)

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Stock Market Risk-Return Relation, Stock and bond portfolios, Market price of risk, Conditional stock-market variance, Risk component of expected market return