Doina Chichernea

University of Denver - Reiman School of Finance

Associate Professor

2101 S. University Blvd

Denver, CO 80208

United States

  • University of Denver - Reiman School of Finance

SCHOLARLY PAPERS

15

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Top 36,958

in Total Papers Downloads

2,963

TOTAL CITATIONS
Rank 34,409

SSRN RANKINGS

Top 34,409

in Total Papers Citations

19

Scholarly Papers (15)

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1.

Options Trading Imbalance, Cash-Flow News, and Discount-Rate News

Journal of Empirical Finance, Forthcoming
Number of pages: 59 Posted: 11 Apr 2024
Doina Chichernea, Kershen Huang, Alex Petkevich and Pavel Teterin
University of Denver - Reiman School of Finance, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship, University of Denver and University of Toledo
Downloads 430 (147,762)

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option volume, cash-flow news, underreaction, market efficiency

2.

Is Idiosyncratic Risk a Source of Momentum?

Number of pages: 34 Posted: 25 Mar 2008
Doina Chichernea and Steve L. Slezak
University of Denver - Reiman School of Finance and University of Cincinnati - Department of Finance - Real Estate
Downloads 356 (182,282)
Citation 2

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Momentum, Idiosyncratic Risk, EGARCH-M

3.

A Cross-Sectional Analysis of Cap Rates by MSA

Journal of Real Estate Research (JRER), Vol. 30, No. 3, 2008
Number of pages: 44 Posted: 23 Jan 2008 Last Revised: 12 May 2014
Doina Chichernea, Norman G. Miller, Jeffrey D. Fisher, Bob White and Michael Sklarz
University of Denver - Reiman School of Finance, University of San Diego - Real Estate Institute, Indiana University - Kelley School of Business - Department of Finance, Real Capital Analytics (RCA) and Black Knight Collateral Analytics
Downloads 315 (208,118)
Citation 2

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Multifamily properties, cap rates, housing demand

4.

Deal Risk, Liquidity Risk, and the Profitability of Risk Arbitrage

Number of pages: 52 Posted: 24 May 2011
Jie (Diana) Wei, Michael F. Ferguson and Doina Chichernea
Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Cincinnati - Department of Finance - Real Estate and University of Denver - Reiman School of Finance
Downloads 290 (227,398)
Citation 1

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Mergers and acquisitions, risk arbitrage, VIX, liquidity risk

5.

Does Return Dispersion Explain the Accrual and Investment Anomalies?

Journal of Accounting and Economics, Forthcoming
Number of pages: 41 Posted: 03 Sep 2012 Last Revised: 09 Aug 2014
Doina Chichernea, Anthony Dewayne Holder and Alex Petkevich
University of Denver - Reiman School of Finance, University of Denver and University of Denver
Downloads 288 (229,023)
Citation 2

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Accruals; Investments; Return dispersion

6.

Lottery Preferences and the Idiosyncratic Volatility Puzzle

Number of pages: 59 Posted: 07 Feb 2014 Last Revised: 28 Jan 2018
Doina Chichernea, Haim Kassa and Steve L. Slezak
University of Denver - Reiman School of Finance, Miami University and University of Cincinnati - Department of Finance - Real Estate
Downloads 217 (303,725)
Citation 3

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idiosyncratic volatility, skewness, lottery preferences, economic conditions.

7.

Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon

European Financial Management, Forthcoming
Number of pages: 54 Posted: 13 Oct 2012 Last Revised: 11 Apr 2022
Doina Chichernea, Alex Petkevich and Blerina Bela Zykaj
University of Denver - Reiman School of Finance, University of Denver and Clemson University - College of Business
Downloads 215 (306,473)

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institutional investors, idiosyncratic volatility, investment horizon, trading preferences.

8.

Idiosyncratic Risk, Investor Base and Returns

Number of pages: 42 Posted: 15 May 2014
Doina Chichernea, Michael F. Ferguson and Haim Kassa
University of Denver - Reiman School of Finance, University of Cincinnati - Department of Finance - Real Estate and Miami University
Downloads 160 (400,662)
Citation 4

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Idiosyncratic Volatility, Investor Base, cross section of stock returns

9.

Dissecting the Bond Profitability Premium

Journal of Financial Markets, Forthcoming
Number of pages: 58 Posted: 06 Oct 2015
T. Colin Campbell, Doina Chichernea and Alex Petkevich
University of Cincinnati - Department of Finance - Real Estate, University of Denver - Reiman School of Finance and University of Denver
Downloads 159 (402,775)
Citation 2

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Profitability, Bonds, Equity, Credit Risk, Discount Rates

10.

Connecting the Dots: The Accruals Quality Premium vs. The Value Premium

Managerial Finance, Vol 38 (12), p.1106-1133
Number of pages: 34 Posted: 27 Apr 2010 Last Revised: 09 Aug 2014
Doina Chichernea, Anthony Dewayne Holder and Jie (Diana) Wei
University of Denver - Reiman School of Finance, University of Denver and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 156 (409,355)
Citation 2

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11.

Who Reacts to News?

Quarterly Journal of Finance, Forthcoming
Number of pages: 53 Posted: 15 Jul 2018
Doina Chichernea, Collin Gilstrap, Kershen Huang and Alex Petkevich
University of Denver - Reiman School of Finance, University of Toledo, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of Denver
Downloads 114 (525,271)

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Cash-Flow News, Discount-Rate News, Institutional Ownership, Investment Horizon

12.

ESG News and Corporate Bond Pricing

Number of pages: 68 Posted: 22 Jun 2024
Doina Chichernea, J. Christopher Hughen and Alex Petkevich
University of Denver - Reiman School of Finance, University of Denver - Daniels College of Business and University of Denver
Downloads 108 (546,794)

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Bond spreads, ESG, Media Coverage, Controversy

13.

Does Maturity Matter? The Case of Treasury Futures Volume

Journal of Futures Markets, Forthcoming
Number of pages: 45 Posted: 17 Jun 2019 Last Revised: 28 Jul 2019
Doina Chichernea, Kershen Huang and Alex Petkevich
University of Denver - Reiman School of Finance, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of Denver
Downloads 94 (602,237)

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Financial markets, macroeconomic conditions, Treasury futures, volume

14.

Decomposing the Accrual Premium: The Evidence From Two Markets

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 60 Posted: 09 Jun 2019
Doina Chichernea, Anthony Dewayne Holder and Alex Petkevich
University of Denver - Reiman School of Finance, University of Denver and University of Denver
Downloads 61 (770,103)
Citation 1

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accruals; short-term accruals; long-term accruals; investment; debt; equity

15.

Why is Accounting Information Important to Bondholders?

Journal of Fixed Income, 2017, https://doi.org/10.3905/jfi.2017.26.3.082
Posted: 09 Jan 2017
Doina Chichernea, Alex Petkevich and Kainan Wang
University of Denver - Reiman School of Finance, University of Denver and University of Toledo

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Other Papers (2)

Total Downloads: 570
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1.

Can Dupont Analysis Be Used in Assessment of Profitability Performance in the Health Care Industry?

Number of pages: 39 Posted: 18 Aug 2011 Last Revised: 15 Jun 2016
Kathryn Chang, Doina Chichernea and Hassan R. Hassabelnaby
University of Toledo, University of Denver - Reiman School of Finance and Northern Kentucky University
Downloads 412

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DuPont, Health Care Industry, Asset Turnover, Profit Margin

2.

From News to Numbers: Quantifying the Impact of ESG Controversies on Corporate Bond Spreads

Number of pages: 65 Posted: 23 Mar 2024
Alex Petkevich, Doina Chichernea and J. Christopher Hughen
University of Denver, University of Denver - Reiman School of Finance and University of Denver - Daniels College of Business
Downloads 158 (565,300)

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