Denys Glushkov

University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)

Research Director

WRDS, St. Leonard's Court

3819 Chestnut St, suite 300

Philadelphia, PA 19104

United States

http://ssrn.com/author=664253

Acadian Asset Management LLC

Quantitative Equity Researcher

260 Franklin Street

Boston, MA 02110

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 5,146

SSRN RANKINGS

Top 5,146

in Total Papers Downloads

8,346

SSRN CITATIONS
Rank 14,573

SSRN RANKINGS

Top 14,573

in Total Papers Citations

36

CROSSREF CITATIONS

26

Scholarly Papers (9)

1.

How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Exposure

Number of pages: 53 Posted: 17 Apr 2015 Last Revised: 02 Oct 2015
Denys Glushkov
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 3,821 (2,528)
Citation 3

Abstract:

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Smart Beta, Alternative Beta, Advanced Beta, Strategic Beta, Scientific Beta, Exotic beta, ETFs, Enhanced Indexes, Dynamic Factor, Factor Investing, Factor Allocation, Risk-Premium

2.

Sentiment Beta

Number of pages: 65 Posted: 05 Dec 2005
Denys Glushkov
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 1,508 (11,955)
Citation 22

Abstract:

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Investor Sentiment, Firm Characteristics, Institutional investors

3.

The Wages of Social Responsibility

Number of pages: 35 Posted: 03 Apr 2009
Meir Statman and Denys Glushkov
Santa Clara University - Department of Finance and University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 1,170 (17,758)
Citation 46

Abstract:

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socially responsible investing, behavioral finance, market efficiency, sin stocks, environment, employee relations, governance

Why Do Firms Go Public through Debt Instead of Equity?

Number of pages: 30 Posted: 20 Mar 2012 Last Revised: 27 May 2018
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS), Georgia Institute of Technology - Finance Area, University of Cambridge and University of Cambridge - Finance
Downloads 505 (56,049)

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Initial public debt offerings, information asymmetry, going public decision, financial statement informativeness

Why Do Firms Go Public Through Debt Instead of Equity?

Critical Finance Review, Forthcoming
Number of pages: 30 Posted: 21 Jun 2018
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS), Georgia Institute of Technology - Finance Area, University of Cambridge and University of Cambridge - Finance
Downloads 101 (273,478)

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initial public debt offerings, information asymmetry, going public decision, financial statement informativeness

5.

How Smart Are Smart Beta Exchange-Traded Funds? Analysis of Relative Performance and Factor Exposure

Journal of Investment Consulting, Vol. 17, no. 1, 50-74, 2016
Number of pages: 27 Posted: 29 Oct 2016
Denys Glushkov
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 522 (54,362)

Abstract:

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Smart Beta, Alternative Beta, Advanced Beta, Strategic Beta, Scientific Beta, Exotic beta, ETFs, Enhanced Indexes, Dynamic Factor, Factor Investing, Factor Allocation, Risk-Premium

6.

Importance of Catering Incentives for Growth Dynamics

Journal of Behavioral Finance, Forthcoming
Number of pages: 56 Posted: 11 Nov 2006 Last Revised: 06 Oct 2011
Denys Glushkov and Katsiaryna Bardos
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and Fairfield University
Downloads 371 (82,158)

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Catering, Revenue surprises, Growth, Market reactions

7.

Do Arbitrageurs Really Avoid High Idiosyncratic Risk Stocks?

Number of pages: 23 Posted: 19 Mar 2010 Last Revised: 16 Feb 2011
Itzhak Ben-David, Denys Glushkov and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and Villanova University - Department of Finance
Downloads 348 (88,471)
Citation 4

Abstract:

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limits-to-arbitrage, arbitrageurs, hedge funds, mispricing, diversification, idiosyncratic risk, idiosyncratic volatility, volatility, anomalies, anomaly, frictions, event study, noise, analysts, dividends, signal-to-noise, fundamental value, mispricing, trading,signal

8.

Classifying and Measuring the Performance of Socially Responsible Mutual Funds

Journal of Portfolio Management, Forthcoming
Posted: 06 May 2015
Denys Glushkov and Meir Statman
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and Santa Clara University - Department of Finance

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Socially Responsible Investing, Mutual Funds, Performance Evaluation

9.

Equity Investments: Research Sources; Investment Theory: Efficient Market Theory; Portfolio Management: Equity Strategies

Financial Analysts Journal, Vol. 65, No. 4, 2009
Posted: 09 Aug 2009
Meir Statman, Denys Glushkov and CFA Institute
Santa Clara University - Department of Finance, University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and CFA Institute

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Equity Investments, Other; Investment Theory, CAPM, APT, and Other Pricing Theories, Portfolio Management, Equity Strategies