Doina Chichernea

University of Denver - Reiman School of Finance

Associate Professor

2101 S. University Blvd

Denver, CO 80208

United States

SCHOLARLY PAPERS

13

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1,708

SSRN CITATIONS
Rank 40,106

SSRN RANKINGS

Top 40,106

in Total Papers Citations

12

CROSSREF CITATIONS

4

Scholarly Papers (13)

1.

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 316 (104,052)
Citation 2

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Momentum, Idiosyncratic Risk, EGARCH-M

2.

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 The University of Toledo - Department of Finance
Downloads 233 (142,820)
Citation 2

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Accruals; Investments; Return dispersion

3.

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 209 (158,415)
Citation 1

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Mergers and acquisitions, risk arbitrage, VIX, liquidity risk

4.

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 Collateral Analytics
Downloads 194 (169,801)

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Multifamily properties, cap rates, housing demand

5.

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 144 (219,365)
Citation 2

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idiosyncratic volatility, skewness, lottery preferences, economic conditions.

Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon

European Financial Management, Forthcoming
Number of pages: 54 Posted: 13 Oct 2012 Last Revised: 09 Aug 2014
Doina Chichernea, Alex Petkevich and Blerina Bela Zykaj
University of Denver - Reiman School of Finance, The University of Toledo - Department of Finance and Clemson University
Downloads 144 (219,859)

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

Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon

European Financial Management, Vol. 21, Issue 4, pp. 613-645, 2015
Number of pages: 33 Posted: 19 May 2020
Doina Chichernea, Alex Petkevich and Blerina Bela Zykaj
University of Denver - Reiman School of Finance, The University of Toledo - Department of Finance and Clemson University
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institutional investors, idiosyncratic volatility, investment horizon, trading preference

7.

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 118 (255,833)
Citation 2

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8.

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 The University of Toledo - Department of Finance
Downloads 105 (277,807)
Citation 1

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Profitability, Bonds, Equity, Credit Risk, Discount Rates

9.

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 104 (279,643)
Citation 2

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Idiosyncratic Volatility, Investor Base, cross section of stock returns

10.

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 The University of Toledo - Department of Finance
Downloads 75 (342,762)

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

11.

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 The University of Toledo - Department of Finance
Downloads 35 (480,469)

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Financial markets, macroeconomic conditions, Treasury futures, volume

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 The University of Toledo - Department of Finance
Downloads 31 (512,662)
Citation 1

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

Decomposing the Accrual Premium: The Evidence from Two Markets

Journal of Business Finance & Accounting, Vol. 46, Issue 7-8, pp. 879-912, 2019
Number of pages: 34 Posted: 27 May 2020
Doina Chichernea, Anthony Holder and Alex Petkevich
University of Denver - Reiman School of Finance, University of Denver - School of Accountancy and The University of Toledo - Department of Finance
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accruals, debt, equity, investment, long‐term accruals, short‐term accruals

13.

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, The University of Toledo - Department of Finance and University of Toledo

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Other Papers (1)

Total Downloads: 238
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 University of Toledo - Department of Accounting
Downloads 238

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DuPont, Health Care Industry, Asset Turnover, Profit Margin