Ivalina Kalcheva

University of Texas at San Antonio - Department of Finance

San Antonio, TX 78249

United States

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 6,004

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74

CROSSREF CITATIONS

124

Scholarly Papers (13)

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 Texas at San Antonio - Department of Finance and University of Utah - Department of Finance
Downloads 1,070 (21,329)
Citation 63

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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 Texas at San Antonio - Department of Finance and University of Utah - Department of Finance

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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 Texas at San Antonio - Department of Finance and University of Utah - Department of Finance

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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 Texas at San Antonio - Department of Finance
Downloads 1,004 (23,859)
Citation 5

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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 Texas at San Antonio - Department of Finance
Downloads 810 (32,418)
Citation 12

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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 Texas at San Antonio - Department of Finance
Downloads 686 (40,593)
Citation 4

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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 Texas at San Antonio - Department of Finance and Binghamton University
Downloads 609 (47,555)

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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 Texas at San Antonio - Department of Finance and Lehigh University - Department of Finance
Downloads 544 (54,280)
Citation 3

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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 Texas at San Antonio - Department of Finance, Lehigh University - Department of Finance and Babson College
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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 Texas at San Antonio - Department of Finance and Binghamton University
Downloads 292 (113,911)
Citation 1

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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 Texas at San Antonio - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Iowa - Department of Finance
Downloads 200 (165,905)

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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 Texas at San Antonio - Department of Finance and Utah State University - Department of Economics and Finance
Downloads 184 (179,014)
Citation 3

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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 Texas at San Antonio - Department of Finance, Claremont McKenna College - Robert Day School of Economics and Finance and University of California, Riverside - Anderson Graduate School of Management
Downloads 120 (254,012)

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

11.

(Un)intended Consequences? The Impact of the 2017 Tax Cuts and Jobs Act on Shareholder Wealth

Journal of Banking and Finance, Forthcoming
Number of pages: 73 Posted: 11 Nov 2019 Last Revised: 07 Jul 2020
Ivalina Kalcheva, James Plecnik, Hai Tran and Jason Turkiela
University of Texas at San Antonio - Department of Finance, Loyola Marymount University - College of Business Administration, Loyola Marymount University - Department of Finance and Computer Information Systems and University of Minnesota - Duluth - Labovitz School of Business and Economics (LSBE)
Downloads 87 (315,387)

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Stock returns, Taxes, Event study, Tax Cuts and Jobs Act

12.

Economic Policy Uncertainty and Self-Control: Evidence from Unhealthy Choices

Number of pages: 52 Posted: 01 Jan 2020
Ivalina Kalcheva, Ping McLemore and Richard W. Sias
University of Texas at San Antonio - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Arizona - Department of Finance
Downloads 71 (355,087)

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economic policy uncertainty, unhealthy choices, impulse control, temporal discounting

13.

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

Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 3354203
Number of pages: 58 Posted: 09 Apr 2019 Last Revised: 05 Aug 2020
Ivalina Kalcheva, Janet Kiholm Smith and Richard L. Smith
University of Texas at San Antonio - Department of Finance, Claremont McKenna College - Robert Day School of Economics and Finance and University of California, Riverside - Anderson Graduate School of Management
Downloads 26 (529,462)

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