Ivalina Kalcheva

University of California, Riverside

Assistant Professor of Finance

900 University Avenue

Riverside, CA 92521

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 7,713

SSRN RANKINGS

Top 7,713

in Total Papers Downloads

4,763

CITATIONS
Rank 4,624

SSRN RANKINGS

Top 4,624

in Total Papers Citations

114

Scholarly Papers (10)

International Evidence on Cash Holdings and Expected Managerial Agency Problems

ECGI - Finance Working Paper No. 42/2004
Number of pages: 35 Posted: 20 Jan 2004
Ivalina Kalcheva and Karl V. Lins
University of California, Riverside and University of Utah - Department of Finance
Downloads 953 (17,904)
Citation 59

Abstract:

cash holdings, agency problems, corporate governance

International Evidence on Cash Holdings and Expected Managerial Agency Problems

Review of Financial Studies, Forthcoming
Posted: 17 Nov 2006
Ivalina Kalcheva and Karl V. Lins
University of California, Riverside and University of Utah - Department of Finance

Abstract:

cash holdings, agency problems, corporate governance

International Evidence on Cash Holdings and Expected Managerial Agency Problems

The Review of Financial Studies, Vol. 20, Issue 4, pp. 1087-1112, 2007
Posted: 26 Jun 2008
Ivalina Kalcheva and Karl V. Lins
University of California, Riverside and University of Utah - Department of Finance

Abstract:

G32, G34, G35

2.

Liquidity Biases in Asset Pricing Tests

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 17 Mar 2006 Last Revised: 17 Aug 2009
University of Utah - David Eccles School of Business, Arizona State University and University of California, Riverside
Downloads 902 (18,189)
Citation 37

Abstract:

Bid-Ask Spreads, Liquidity, Asset Pricing, Beta Estimation

3.

Noisy Prices and Inference Regarding Returns

The Journal of Finance (JF), Forthcoming
Number of pages: 89 Posted: 29 Aug 2010 Last Revised: 10 Oct 2011
University of Utah - David Eccles School of Business, Arizona State University and University of California, Riverside
Downloads 707 (26,420)
Citation 16

Abstract:

Microstructure Noise, Illiquidity, Asset Pricing, Return Premium

4.

Short Sales and the Weekend Effect - Evidence from a Natural Experiment

Journal of Financial Markets, Forthcoming
Number of pages: 35 Posted: 09 Oct 2006 Last Revised: 11 Jul 2012
Pengjie Gao, Jia Hao, Ivalina Kalcheva and Tongshu Ma
University of Notre Dame - Mendoza College of Business, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Binghamton University
Downloads 522 (37,511)

Abstract:

Short sale; Weekend effect; Hong Kong Stock Exchange

Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed Income Markets

The Financial Review, Forthcoming
Number of pages: 18 Posted: 28 Jul 2010 Last Revised: 09 Aug 2015
Laura Cardella, Jia Hao, Ivalina Kalcheva and Yung-Yu Ma
Texas Tech University, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Lehigh University - Department of Finance
Downloads 515 (42,408)
Citation 1

Abstract:

automation, electronic trading, computerized trading, human intermediation

Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed‐Income Markets

Financial Review, Vol. 49, Issue 2, pp. 231-243, 2014
Number of pages: 13 Posted: 08 Apr 2014
Laura Cardella, Ivalina Kalcheva, Yung-Yu Ma and Jia Hao
Texas Tech University, University of California, Riverside, Lehigh University - Department of Finance and CUHK Business School, The Chinese University of Hong Kong
Downloads 0
Citation 1

Abstract:

automation, electronic trading, computerized trading, human intermediation

6.

Make and Take Fees in the U.S. Equity Market

Number of pages: 54 Posted: 20 Sep 2012 Last Revised: 02 Apr 2015
Laura Cardella, Jia Hao and Ivalina Kalcheva
Texas Tech University, CUHK Business School, The Chinese University of Hong Kong and University of California, Riverside
Downloads 358 (44,577)

Abstract:

maker-taker, taker-maker, fees, rebates, access fees, liquidity rebates, spread, volume

7.

Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange

Number of pages: 43 Posted: 20 Nov 2010 Last Revised: 04 Mar 2011
Pengjie Gao, Jia Hao, Ivalina Kalcheva and Tongshu Ma
University of Notre Dame - Mendoza College of Business, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Binghamton University
Downloads 235 (94,385)
Citation 1

Abstract:

short-selling, uptick rule, market quality, liquidity, volatility

8.

Financial Markets and Genetic Variation

Number of pages: 48 Posted: 15 Jan 2017
Eric Cardella, Ivalina Kalcheva and Danjue Shang
Texas Tech University - Rawls College of Business, University of California, Riverside and Utah State University - Department of Economics and Finance
Downloads 77 (187,088)

Abstract:

financial markets, genetic variation, migratory movements

9.

Innovation: The Interplay Between Demand-Side Shock and Supply-Side Environment

Number of pages: 57 Posted: 21 Aug 2015 Last Revised: 20 Jun 2017
Ivalina Kalcheva, Ping McLemore and Shagun Pant
University of California, Riverside, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Iowa - Department of Finance
Downloads 37 (195,542)

Abstract:

innovation, demand, supply-side environment, medical device industry

10.

Institutionalization of Capital and the Changing Role of Public Equity Markets: International Evidence

Number of pages: 51 Posted: 03 Jun 2017
Ivalina Kalcheva, Janet Kiholm Smith and Richard L. Smith
University of California, Riverside, Claremont McKenna College - Robert Day School of Economics and Finance and University of California, Riverside - Anderson Graduate School of Management
Downloads 0 (431,109)

Abstract:

Mutual funds, Pension funds, Public listings, Trading volume, Market capitalization Institutional investors, Financial liberalization, Economic development