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 4,812

in Total Papers Downloads

8,801

SSRN CITATIONS
Rank 1,043

SSRN RANKINGS

Top 1,043

in Total Papers Citations

232

CROSSREF CITATIONS

731

Scholarly Papers (9)

1.
Downloads 2,402 ( 5,585)
Citation 74

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 1,776 (9,057)
Citation 78

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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 626 (42,655)
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 2,205 (6,418)
Citation 1

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3.
Downloads 1,040 ( 21,230)
Citation 260

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 641 (41,286)

Abstract:

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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 360 (84,856)

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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 39 (453,668)
Citation 28

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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 869 (27,168)
Citation 20

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

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

Abstract:

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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 534 (53,078)
Citation 4

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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 518 (55,171)
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 475 (61,489)
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 409 (73,803)
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 349 (88,614)

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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