Doina Chichernea

University of Denver - Reiman School of Finance

Associate Professor

2101 S. University Blvd

Denver, CO 80208

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 36,958

SSRN RANKINGS

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)

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)

Abstract:

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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
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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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11.

Who Reacts to News?

Quarterly Journal of Finance, Forthcoming
Number of pages: 53 Posted: 15 Jul 2018
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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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
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

Abstract:

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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)

Abstract:

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