Anna Agapova

Florida Atlantic University

Associate Professor

Finance Department

777 Glades Rd

Boca Raton, FL 33431

United States

SCHOLARLY PAPERS

13

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CITATIONS
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Top 25,421

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10

Scholarly Papers (13)

1.

Conventional Mutual Index Funds Versus Exchange Traded Funds

Journal of Financial Markets, Vol. 14, No. 2, pp. 323-343, May 2011
Number of pages: 32 Posted: 20 Feb 2009 Last Revised: 07 Jan 2011
Anna Agapova
Florida Atlantic University
Downloads 1,618 (9,955)
Citation 9

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ETF, Index Fund, Substitute, Clientele

2.

Information Leakage Prior to Company Issued Guidance

Financial Management, Vol. 40, No. 3, pp. 623-646, Fall 2011
Number of pages: 43 Posted: 19 Apr 2011 Last Revised: 20 Oct 2011
Anna Agapova and Jeff Madura
Florida Atlantic University and Florida Atlantic University - College of Business
Downloads 258 (115,596)
Citation 1

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Information leakage, Management guidance

The Role of Money Market Mutual Funds in Mutual Fund Families

Journal of Applied Finance, Vol. 21, No. 1, pp. 87-102, 2011
Number of pages: 32 Posted: 26 May 2010 Last Revised: 14 Jun 2011
Anna Agapova
Florida Atlantic University
Downloads 164 (177,479)

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Money Market, Fund Families, Cash Management

The Role of Money Market Mutual Funds in Mutual Fund Families

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 21, No. 1, 2011
Number of pages: 16 Posted: 22 Nov 2015
Anna Agapova
Florida Atlantic University
Downloads 40 (423,604)

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The Role of Money Market Mutual Funds in Mutual Fund Families

Journal of Applied Finance, Spring/Summer 2011, Volume 21, Issue 1, pp. 87-102
Posted: 08 Aug 2012
Anna Agapova
Florida Atlantic University

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money market mutual funds (MMMFs), cash flow volatility, fund family

Impact of the Galleon Case on Insider Trading Prior to Company Issued Guidance

Journal of Applied Finance, 2013, 23(2)
Number of pages: 33 Posted: 15 Dec 2013
Anna Agapova and Jeff Madura
Florida Atlantic University and Florida Atlantic University - College of Business
Downloads 73 (318,190)

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Insider trading; Information leakage; Management guidance

Impact of the Galleon Case on Insider Trading Prior to Company Issued Guidance

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 23, No. 2, 2013
Number of pages: 16 Posted: 06 Nov 2015
Anna Agapova and Jeff Madura
Florida Atlantic University and Florida Atlantic University - College of Business
Downloads 39 (427,675)

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Does Regulation Fair Disclosure Reduce the Information Quality of Managerial Guidance?

The Financial Review, Forthcoming
Number of pages: 32 Posted: 17 Nov 2011
Anna Agapova, Jeff Madura and Zhanel Mailibayeva
Florida Atlantic University, Florida Atlantic University - College of Business and Florida Atlantic University - School of Accounting
Downloads 95 (270,186)

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management guidance, Regulation Fair Disclosure, earnings announcements, information disclosure, information quality

Does Regulation Fair Disclosure Reduce the Information Quality of Managerial Guidance?

Financial Review, Vol. 47, Issue 2, pp. 273-297, 2012
Number of pages: 25 Posted: 21 Apr 2012
Anna Agapova, Jeff Madura and Zhanel Mailibayeva
Florida Atlantic University, Florida Atlantic University - College of Business and Florida Atlantic University - School of Accounting
Downloads 1 (665,095)
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management guidance, Regulation Fair Disclosure, earnings announcements, information disclosure and information quality

6.

Market Reaction to Patterns of Earnings

Advances in Quantitative Analysis of Finance and Accounting, Volume 14(2016), pp.205-240
Number of pages: 39 Posted: 18 Dec 2017
Anna Agapova and Zhanel Mailibayeva
Florida Atlantic University and Florida Atlantic University - School of Accounting
Downloads 75 (309,871)

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Earnings Announcements, Market Reaction, Strings of Earnings

7.

Stochastic Portfolio Theory and the Low Beta Anomaly

Number of pages: 47 Posted: 15 Nov 2018
Anna Agapova, Robert Ferguson and Dean Leistikow
Florida Atlantic University, AnswersToGo and Fordham University - Finance Area
Downloads 48 (386,327)

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Low Beta Anomaly, Stochastic Portfolio Theory, Low Volatility Anomaly

8.

Market Uncertainty and Earnings Guidance

Quarterly Review of Economics and Finance, Vol. 61, 2016
Number of pages: 43 Posted: 19 Mar 2018
Anna Agapova and Jeff Madura
Florida Atlantic University and Florida Atlantic University - College of Business
Downloads 28 (466,390)

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Market uncertainty, VIX, Earnings guidance

9.

Interest Rate Spreads and Banking System Efficiency: General Considerations with an Application to the Transition Economies of Central and Eastern Europe

International Review of Financial Analysis, Vol. 47, 2016
Number of pages: 40 Posted: 03 Apr 2017
Anna Agapova and James E. McNulty
Florida Atlantic University and Florida Atlantic University
Downloads 21 (504,123)

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Financial Intermediation, Bank Rate Spread, Transition Economies, Banking Efficiency

10.

Chicken Little Gets it Wrong Again

Journal of Portfolio Management, Vol. 40, Spring 2014, Fordham University Schools of Business Research Paper No. 2694861, https://doi.org/10.3905/jpm.2014.40.3.077
Posted: 21 May 2019
Anna Agapova, Robert Ferguson and Dean Leistikow
Florida Atlantic University, AnswersToGo and Fordham University - Finance Area

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alpha, active management, high correlation

11.

Are Vanguard’s ETFs Cannibalizing the Firm’s Index Funds?

The Journal of Index Investing, Vol. 1, No. 1: pp. 73-82, Summer 2010, https://doi.org/10.3905/jii.2010.1.1.073
Posted: 21 May 2019
Anna Agapova
Florida Atlantic University

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ETF, Index Fund, Substitute, Capital Gains

12.

What's the Big Deal About Risk Parity?

Journal of Asset Management, September 2017, v(18)5, 341-346
Posted: 26 Jul 2017
Florida Atlantic University, AnswersToGo, Fordham University - Finance Area and Independent

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risk parity, risk, portfolio optimization, Sharpe ratio

13.

Market Diversity and the Performance of Actively Managed Portfolios

Journal of Portfolio Management, Forthcoming
Posted: 05 Apr 2011 Last Revised: 13 Apr 2011
Anna Agapova, Robert Ferguson and Jason T. Greene
Florida Atlantic University, AnswersToGo and The University of Alabama in Huntsville

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Diversity, size effect, active portfolio management