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

13

DOWNLOADS
Rank 40,446

SSRN RANKINGS

Top 40,446

in Total Papers Downloads

2,137

SSRN CITATIONS
Rank 36,079

SSRN RANKINGS

Top 36,079

in Total Papers Citations

21

CROSSREF CITATIONS

4

Scholarly Papers (13)

Actions:
Email selected abstracts
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 338 (154,291)
Citation 2

Abstract:

Loading...

Momentum, Idiosyncratic Risk, EGARCH-M

2.

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 274 (191,684)
Citation 2

Abstract:

Loading...

Multifamily properties, cap rates, housing demand

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 269 (195,228)
Citation 1

Abstract:

Loading...

Mergers and acquisitions, risk arbitrage, VIX, liquidity risk

4.

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 261 (201,171)
Citation 2

Abstract:

Loading...

Accruals; Investments; Return dispersion

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 185 (277,863)
Citation 3

Abstract:

Loading...

idiosyncratic volatility, skewness, lottery preferences, economic conditions.

6.

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 173 (294,808)

Abstract:

Loading...

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

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 141 (349,289)
Citation 2

Abstract:

Loading...

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 140 (351,261)
Citation 4

Abstract:

Loading...

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 138 (355,141)
Citation 2

Abstract:

Loading...

Profitability, Bonds, Equity, Credit Risk, Discount Rates

10.

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, The University of Toledo, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of Denver
Downloads 99 (453,013)

Abstract:

Loading...

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 University of Denver
Downloads 70 (558,039)

Abstract:

Loading...

Financial markets, macroeconomic conditions, Treasury futures, volume

12.

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 49 (662,852)
Citation 1

Abstract:

Loading...

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

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, University of Denver and University of Toledo

Abstract:

Loading...

Other Papers (1)

Total Downloads: 348
Actions:
Email selected abstracts
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 348

Abstract:

Loading...

DuPont, Health Care Industry, Asset Turnover, Profit Margin