Stanislava (Stas) Nikolova

University of Nebraska-Lincoln

Alice M. Dittman Chair of Banking and Finance & Professor of Finance

730 N. 14th Street

P.O. Box 880405

Lincoln, NE 68588-0405

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 10,731

SSRN RANKINGS

Top 10,731

in Total Papers Downloads

6,535

SSRN CITATIONS
Rank 6,341

SSRN RANKINGS

Top 6,341

in Total Papers Citations

138

CROSSREF CITATIONS

70

Scholarly Papers (10)

1.
Downloads 1,775 ( 13,965)
Citation 51

Momentum in Corporate Bond Returns

Number of pages: 63 Posted: 02 Aug 2010 Last Revised: 08 Jan 2013
Gergana Jostova, Stanislava (Stas) Nikolova, Alexander Philipov and Christof W. Stahel
George Washington University - Department of Finance, University of Nebraska-Lincoln, George Mason University - Department of Finance and Investment Company Institute
Downloads 1,517 (17,421)
Citation 9

Abstract:

Loading...

momentum, credit risk, corporate bonds, TRACE, anomalies, market efficiency

Momentum in Corporate Bond Returns

Number of pages: 41 Posted: 04 Jun 2010 Last Revised: 14 Sep 2014
Gergana Jostova, Stanislava (Stas) Nikolova, Alexander Philipov and Christof W. Stahel
George Washington University - Department of Finance, University of Nebraska-Lincoln, George Mason University - Department of Finance and Investment Company Institute
Downloads 258 (168,250)
Citation 44

Abstract:

Loading...

Bond Marke, Price Momentum, Credit Risk

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Number of pages: 59 Posted: 10 Oct 2017 Last Revised: 14 Jul 2020
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska-Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 1,076 (29,054)
Citation 11

Abstract:

Loading...

Interconnectedness, asset liquidation, similarity, financial stability, insurance companies, fire sales

Portfolio Similarity and Asset Liquidation in the Insurance Industry

SAFE Working Paper No. 224
Number of pages: 56 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska-Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 152 (272,158)
Citation 5

Abstract:

Loading...

Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Companies, SIFI

3.

Dealer Behavior and the Trading of Newly Issued Corporate Bonds

Number of pages: 62 Posted: 19 Oct 2007 Last Revised: 11 Jun 2021
Michael A. Goldstein, Edith S. Hotchkiss and Stanislava (Stas) Nikolova
Babson College - Finance Division, Boston College - Carroll School of Management and University of Nebraska-Lincoln
Downloads 1,023 (31,707)
Citation 47

Abstract:

Loading...

Corporate bonds, primary and secondary markets, underwriters, OTC markets, trading networks, dealers, bookbuilding

4.

Institutional Allocations in the Primary Market for Corporate Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 31 May 2018 Last Revised: 11 Aug 2019
Stanislava (Stas) Nikolova, Liying Wang and J. (Julie) Wu
University of Nebraska-Lincoln, University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 441 (94,590)
Citation 4

Abstract:

Loading...

corporate bonds, primary market allocations, underpricing, bookbuilding, trading relationship

5.

Rethinking the Use of Credit Ratings in Capital Regulations: Evidence from the Insurance Industry

Review of Corporate Finance Studies, Forthcoming
Number of pages: 60 Posted: 20 Nov 2013 Last Revised: 24 Apr 2020
Kathleen Weiss Hanley and Stanislava (Stas) Nikolova
Lehigh University - College of Business and University of Nebraska-Lincoln
Downloads 422 (99,538)
Citation 4

Abstract:

Loading...

Insurance companies; Credit ratings; Capital requirements; RMBS; CMBS; Corporate bonds; Regulation; Dodd-Frank Act

6.

The Bond Pricing Implications of Rating-Based Capital Requirements

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 133 Posted: 28 Jun 2017 Last Revised: 25 Jan 2021
Scott Murray and Stanislava (Stas) Nikolova
Georgia State University and University of Nebraska-Lincoln
Downloads 409 (103,222)
Citation 5

Abstract:

Loading...

risk-based capital, regulatory arbitrage, insurance companies, corporate bonds, credit ratings, systematic risk, asset pricing

7.

Strategic Estimation of Asset Fair Values

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 53 Posted: 23 Dec 2016 Last Revised: 17 Jan 2018
Lehigh University - College of Business, Stanford University - Graduate School of BusinessUniversity of Colorado - Leeds School of BusinessUniversity of Cambridge Judge Business School and University of Nebraska-Lincoln
Downloads 406 (104,085)
Citation 14

Abstract:

Loading...

Fair value, Level 1, Level 2, Level 3, SFAS 157, insurance companies, regulatory capital, asset values, estimation bias

8.

The Transaction Costs of Trading Corporate Credit

Number of pages: 48 Posted: 02 Dec 2014 Last Revised: 04 Mar 2015
Gopa Biswas, Stanislava (Stas) Nikolova and Christof W. Stahel
Government of the United States of America - Office of Financial Research, University of Nebraska-Lincoln and Investment Company Institute
Downloads 392 (108,444)
Citation 19

Abstract:

Loading...

Credit Risk, Credit Default Swaps, Bonds, Liquidity, Transaction Costs

9.

Leverage Expectations and Bond Credit Spreads

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 50 Posted: 29 Nov 2009 Last Revised: 24 Feb 2013
Mark J. Flannery, Stanislava (Stas) Nikolova and Özde Öztekin
University of Florida - Department of Finance, Insurance and Real Estate, University of Nebraska-Lincoln and Florida International University (FIU)
Downloads 355 (121,184)
Citation 4

Abstract:

Loading...

Credit Spreads, Capital Structure, Trade-off Theory, Pecking Order Theory

10.

Corporate Bond Flipping

Number of pages: 78 Posted: 17 Feb 2022 Last Revised: 20 Apr 2022
Stanislava (Stas) Nikolova and Liying Wang
University of Nebraska-Lincoln and University of Nebraska at Lincoln
Downloads 84 (410,264)

Abstract:

Loading...

Corporate bonds, primary market, secondary market, allocations, flipping, underpricing, insurance companies, underwriters, dealers