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

21

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4,176

TOTAL CITATIONS
Rank 28,153

SSRN RANKINGS

Top 28,153

in Total Papers Citations

27

Scholarly Papers (21)

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1.

Lever up! An analysis of options trading in leveraged ETFs

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 28 Mar 2024 Last Revised: 29 Mar 2024
Collin Gilstrap, Alex Petkevich, Pavel Teterin and Kainan Wang
University of Toledo, University of Denver, University of Toledo and University of Toledo
Downloads 753 (71,044)

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ETF, Leverage, Options, Implied Volatility, Performance

2.

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 579 (99,353)
Citation 4

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Momentum, Bonds, Aggregate Default Shocks, Recovery.

3.

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 487 (122,940)
Citation 2

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Momentum, Aggregate Default Shocks, Shareholder Bargaining Power

4.

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 400 (155,387)

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option volume, cash-flow news, underreaction, market efficiency

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 284 (224,603)
Citation 2

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Accruals; Investments; Return dispersion

6.

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 233 (273,820)

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Implied Volatility Spreads, Non-constant Volatility

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 210 (302,290)

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

8.

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 184 (341,670)
Citation 2

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Institutions, investment horizons, corporate policies, information

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 153 (401,062)
Citation 2

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Profitability, Bonds, Equity, Credit Risk, Discount Rates

10.

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 152 (403,213)
Citation 8

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

11.

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 127 (465,217)
Citation 5

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managerial ability, asymmetric information, corporate debt

12.

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, University of Toledo, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of Denver
Downloads 113 (508,621)

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

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 92 (586,434)

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Financial markets, macroeconomic conditions, Treasury futures, volume

14.

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
Downloads 91 (590,430)

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

15.

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
University of Toledo, University of Denver and University of Toledo
Downloads 89 (598,441)

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16.

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 67 (701,440)

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Implied Volatility Spreads, Non-constant Volatility

17.

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
University of Toledo, University of Denver, University of Toledo and University of Toledo
Downloads 64 (717,984)
Citation 1

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REITs, Cost of Debt, Institutional Ownership, Monitoring

18.

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 57 (759,770)
Citation 1

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

19.

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
University of Toledo, University of Denver and University of Toledo
Downloads 41 (877,884)

Abstract:

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Insiders, Volatility Spread, Predictability

20.

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

21.

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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