Stanislava (Stas) Nikolova

University of Nebraska - Lincoln

Associate Professor

Lincoln, NE 68588-0490

United States

SCHOLARLY PAPERS

8

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Top 12,277

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3,828

CITATIONS
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SSRN RANKINGS

Top 12,792

in Total Papers Citations

58

Scholarly Papers (8)

1.
Downloads 1,437 ( 12,318)
Citation 28

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 Independent
Downloads 1,218 (15,660)
Citation 5

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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 Independent
Downloads 219 (138,202)
Citation 12

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Bond Marke, Price Momentum, Credit Risk

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Number of pages: 54 Posted: 10 Oct 2017 Last Revised: 14 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 763 (31,102)
Citation 8

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

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 45 (411,233)

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

3.

Rethinking the Use of Credit Ratings in Capital Regulations

Number of pages: 54 Posted: 20 Nov 2013 Last Revised: 02 Feb 2018
Kathleen Weiss Hanley and Stanislava (Stas) Nikolova
Lehigh University - College of Business and University of Nebraska - Lincoln
Downloads 337 (88,190)
Citation 3

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

4.

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
Kathleen Weiss Hanley, Alan D. Jagolinzer and Stanislava (Stas) Nikolova
Lehigh University - College of Business, University of Cambridge Judge Business School and University of Nebraska - Lincoln
Downloads 324 (92,139)
Citation 5

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

5.

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 316 (94,683)
Citation 1

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

6.

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 Independent
Downloads 309 (97,081)
Citation 14

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

7.

The Bond Pricing Implications of Rating-Based Capital Requirements

14th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 126 Posted: 28 Jun 2017 Last Revised: 22 May 2019
Scott Murray and Stanislava (Stas) Nikolova
Georgia State University and University of Nebraska - Lincoln
Downloads 203 (148,862)
Citation 3

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

8.

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 94 (274,579)

Abstract:

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