Alex Petkevich

University of Denver

2101 S. University Blvd.

Denver, CO 80208-8921

United States

http://https://sites.google.com/view/alexpetkevich/home

  • University of Denver

SCHOLARLY PAPERS

19

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2,581

SSRN CITATIONS
Rank 30,260

SSRN RANKINGS

Top 30,260

in Total Papers Citations

23

CROSSREF CITATIONS

10

Scholarly Papers (19)

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1.

Sources of Momentum in Bonds

Mays Business School Research Paper No. 2012-40
Number of pages: 53 Posted: 15 May 2012
Hwagyun Kim, Arvind Mahajan and Alex Petkevich
Texas A&M University - Mays Business School, Texas A&M University - Department of Finance and University of Denver
Downloads 538 (89,880)
Citation 4

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Momentum, Bonds, Aggregate Default Shocks, Recovery.

2.

Momentum and Aggregate Default Risk

Mays Business School Research Paper No. 2012-39
Number of pages: 62 Posted: 15 May 2012
Arvind Mahajan, Alex Petkevich and Ralitsa Petkova
Texas A&M University - Department of Finance, University of Denver and Case Western Reserve University - Department of Banking & Finance
Downloads 457 (109,577)
Citation 2

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Momentum, Aggregate Default Shocks, Shareholder Bargaining Power

3.

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 (201,472)
Citation 2

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Accruals; Investments; Return dispersion

4.

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 (295,054)

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

5.

The Only Constant Is Change: Non-constant Volatility and Implied Volatility Spreads

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 72 Posted: 20 Oct 2022
T. Colin Campbell, Michael F. Gallmeyer and Alex Petkevich
University of Cincinnati - Department of Finance - Real Estate, University of Virginia (UVA) - McIntire School of Commerce and University of Denver
Downloads 167 (305,543)

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Implied Volatility Spreads, Non-constant Volatility

6.

Investment Horizons and Information

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 53 Posted: 30 Aug 2013 Last Revised: 21 Apr 2016
Kershen Huang and Alex Petkevich
Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of Denver
Downloads 163 (310,313)

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Institutions, investment horizons, corporate policies, information

7.

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 (355,455)
Citation 2

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Profitability, Bonds, Equity, Credit Risk, Discount Rates

8.

Corporate Bond Pricing and Ownership Heterogeneity

Journal of Corporate Finance, Forthcoming
Number of pages: 53 Posted: 04 Nov 2015
Kershen Huang and Alex Petkevich
Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of Denver
Downloads 125 (383,331)
Citation 5

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Agency cost of debt, information, institutional investors, investment horizon

9.

Managerial Ability, Information Quality, and the Design and Pricing of Corporate Debt

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 44 Posted: 28 Dec 2017
Alex Petkevich and Andrew K. Prevost
University of Denver and University of Vermont
Downloads 111 (420,940)
Citation 4

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managerial ability, asymmetric information, corporate debt

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 100 (453,386)

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

11.

Insider Demand and Industry Trends

Journal of Financial Research, Forthcoming
Number of pages: 35 Posted: 09 Jul 2019 Last Revised: 01 Sep 2019
Collin Gilstrap, Alex Petkevich and Kainan Wang
The University of Toledo, University of Denver and University of Toledo
Downloads 70 (558,517)

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12.

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 (558,517)

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Financial markets, macroeconomic conditions, Treasury futures, volume

13.

Distracted Banks and Corporate Bond Pricing

Number of pages: 47 Posted: 01 Dec 2021 Last Revised: 10 Feb 2022
Alex Petkevich and Pavel Teterin
University of Denver and University of Toledo - College of Business and Innovation
Downloads 52 (646,662)

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Agency Problems, Conflicts of Interest, Limited Attention, Bank Monitoring, Bond Yields

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 49 (663,434)
Citation 1

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

15.

Internet Appendix to the Only Constant is Change: Non-Constant Volatility and Implied Volatility Spreads

Number of pages: 16 Posted: 14 Mar 2023
T. Colin Campbell, Michael F. Gallmeyer and Alex Petkevich
University of Cincinnati - Department of Finance - Real Estate, University of Virginia (UVA) - McIntire School of Commerce and University of Denver
Downloads 46 (687,656)

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Implied Volatility Spreads, Non-constant Volatility

16.

REIT Debt Pricing and Ownership Structure

The Journal of Real Estate Finance and Economics (2021): 1-44.
Number of pages: 60 Posted: 20 Sep 2021
Collin Gilstrap, Alex Petkevich, Özcan Sezer and Pavel Teterin
The University of Toledo, University of Denver, University of Toledo and University of Toledo - College of Business and Innovation
Downloads 37 (748,420)
Citation 1

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REITs, Cost of Debt, Institutional Ownership, Monitoring

17.

Striking Up With the In Crowd: When Option Markets and Insiders Agree

Journal of Banking and Finance, Vol. 120, No. 105963, 2020
Number of pages: 63 Posted: 20 Sep 2021 Last Revised: 07 Oct 2021
Collin Gilstrap, Alex Petkevich and Pavel Teterin
The University of Toledo, University of Denver and University of Toledo - College of Business and Innovation
Downloads 24 (844,415)

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Insiders, Volatility Spread, Predictability

18.

Political Corruption and Auditor Behavior: Evidence From U.S. Firms

Xu, H., Dao, M. and Petkevich, A., 2019. Political corruption and auditor behavior: evidence from US firms. European Accounting Review, 28(3), pp.513-540.
Posted: 31 Jul 2018 Last Revised: 16 Apr 2020
Hongkang Xu, Mai Dao and Alex Petkevich
University of Massachusetts Dartmouth, University of Toledo - College of Business Administration and University of Denver

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political corruption; audit fees; audit report lag; going concern audit opinion

19.

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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