Ivalina Kalcheva

University of California, Riverside

Assistant Professor of Finance

900 University Avenue

Riverside, CA 92521

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 8,436

SSRN RANKINGS

Top 8,436

in Total Papers Downloads

5,341

CITATIONS
Rank 5,081

SSRN RANKINGS

Top 5,081

in Total Papers Citations

160

Scholarly Papers (11)

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 1,037 (19,942)
Citation 54

Abstract:

Loading...

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:

Loading...

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:

Loading...

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 990 (21,789)

Abstract:

Loading...

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 793 (29,921)
Citation 1

Abstract:

Loading...

Microstructure Noise, Illiquidity, Asset Pricing, Return Premium

4.

Liquidity-based Trading Fees and Exchange Volume

Number of pages: 47 Posted: 20 Sep 2012 Last Revised: 01 Aug 2017
Laura Cardella, Jia Hao and Ivalina Kalcheva
Texas Tech University, Babson College and University of California, Riverside
Downloads 632 (40,701)

Abstract:

Loading...

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

5.

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, Babson College, University of California, Riverside and Binghamton University
Downloads 598 (43,819)

Abstract:

Loading...

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, Babson College, University of California, Riverside and Lehigh University - Department of Finance
Downloads 536 (49,797)
Citation 2

Abstract:

Loading...

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 Babson College
Downloads 0
  • Add to Cart

Abstract:

Loading...

automation, electronic trading, computerized trading, human intermediation

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, Babson College, University of California, Riverside and Binghamton University
Downloads 282 (107,138)

Abstract:

Loading...

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

8.

Innovation: The interplay between demand-side shock and supply-side environment

Number of pages: 57 Posted: 21 Aug 2015 Last Revised: 25 Jan 2018
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 190 (158,315)

Abstract:

Loading...

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

9.

Financial Markets and Genetic Variation

Number of pages: 59 Posted: 15 Jan 2017 Last Revised: 01 Feb 2018
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 177 (168,802)
Citation 3

Abstract:

Loading...

financial markets, genetic variation, migratory movements, governance

10.

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

Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2979490
Number of pages: 52 Posted: 03 Jun 2017 Last Revised: 12 Nov 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 100 (263,719)

Abstract:

Loading...

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

11.

Institutional Investment and the Changing Role of Public Equity Markets: International Evidence

Number of pages: 49 Posted: 09 Apr 2019
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 6 (604,913)

Abstract:

Loading...

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