Ralitsa Petkova

Case Western Reserve University - Department of Banking & Finance

Associate Professor

10900 Euclid Ave.

Cleveland, OH 44106-7235

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 5,813

SSRN RANKINGS

Top 5,813

in Total Papers Downloads

10,225

SSRN CITATIONS
Rank 1,091

SSRN RANKINGS

Top 1,091

in Total Papers Citations

348

CROSSREF CITATIONS

734

Scholarly Papers (10)

1.
Downloads 2,686 ( 6,791)
Citation 86

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 1,957 (11,147)
Citation 92

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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 729 (47,605)
Citation 2

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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 2,512 (7,575)
Citation 4

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3.
Downloads 1,077 ( 28,100)
Citation 287

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, Long Chen, Ralitsa Petkova and Lu Zhang
Cheung Kong Graduate School of BusinessLuohan Academy, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 656 (54,781)

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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, Long Chen, Ralitsa Petkova and Lu Zhang
Cheung Kong Graduate School of BusinessLuohan Academy, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 366 (111,444)

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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 Last Revised: 18 Apr 2022
Long Chen, Long Chen, Ralitsa Petkova and Lu Zhang
Cheung Kong Graduate School of BusinessLuohan Academy, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
Downloads 55 (499,931)
Citation 55

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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 975 (31,898)
Citation 27

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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 679 (53,041)
Citation 6

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6.

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 559 (68,227)
Citation 7

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7.

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 541 (70,756)
Citation 5

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

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 430 (93,321)
Citation 2

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Momentum, Aggregate Default Shocks, Shareholder Bargaining Power

9.

Extrapolators at the Gate: Market-wide Misvaluation and the Value Premium

Number of pages: 73 Posted: 23 Nov 2020 Last Revised: 23 Mar 2022
Tilburg University- School of Economics and Management, Renmin University of China - School of Finance, Purdue University - Krannert School of Management and Case Western Reserve University - Department of Banking & Finance
Downloads 410 (98,642)

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Value premium, extrapolation, extrapolative expectations, style investing, predictability

10.

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 356 (115,739)

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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

Other Papers (1)

Total Downloads: 57
1.

The Price of Bond Market-Stock Market Correlation Risk

Number of pages: 29 Posted: 24 Mar 2005
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 57

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Bond Market-Stock Market Correlation, Price of Correlation Risk