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

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

  • Acadian Asset Management LLC

SCHOLARLY PAPERS

9

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Top 5,107

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7,952

CITATIONS
Rank 10,519

SSRN RANKINGS

Top 10,519

in Total Papers Citations

40

Scholarly Papers (9)

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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 3,731 (2,415)

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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 1,466 (11,651)
Citation 11

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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 1,071 (18,987)
Citation 25

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

4.

Why Do Firms Go Public through Debt Instead of Equity?

Downloads 528 ( 50,535)

Why Do Firms Go Public through Debt Instead of Equity?

Number of pages: 30 Posted: 20 Mar 2012 Last Revised: 27 May 2018
Denys Glushkov, Ajay Khorana, P. Raghavendra Rau and Jingxuan Zhang
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 438 (63,019)

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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
Denys Glushkov, Ajay Khorana, P. Raghavendra Rau and Jingxuan Zhang
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 90 (281,788)

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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 453 (61,099)

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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 Salavei Bardos
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and Fairfield University - Department of Finance
Downloads 368 (78,235)
Citation 2

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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 335 (87,191)
Citation 2

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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