Alexander Nekrasov

University of Illinois at Chicago

Assistant Professor of Accounting

1200 W Harrison St

Chicago, IL 60607

United States

http://business.uic.edu/profiles/alexander-nekrasov/

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 5,477

SSRN RANKINGS

Top 5,477

in Total Papers Downloads

7,563

SSRN RANKINGS

Top 17,367

in Total Papers Citations

19

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (14)

1.
Downloads 2,115 ( 6,378)

Fundamentals-Based Risk Measurement in Valuation

The Accounting Review, Forthcoming
Number of pages: 45 Posted: 17 Jul 2006 Last Revised: 26 Mar 2019
Alexander Nekrasov and Pervin K. Shroff
University of Illinois at Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,232 (15,177)

Abstract:

Loading...

Accounting beta, covariance risk, residual income valuation, book-to-market, return on equity

Fundamentals-Based Risk Measurement in Valuation

The Accounting Review, Forthcoming
Number of pages: 45 Posted: 15 Sep 2006 Last Revised: 26 Mar 2019
Alexander Nekrasov and Pervin K. Shroff
University of Illinois at Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 883 (25,031)

Abstract:

Loading...

Residual income valuation, covariance risk, accounting beta, book-to-market ratio

2.

Headline Salience, Managerial Opportunism, and Over- and Underreactions to Earnings

The Accounting Review, Forthcoming
Number of pages: 57 Posted: 07 Jul 2012 Last Revised: 21 Mar 2019
Xuan Huang, Alexander Nekrasov and Siew Hong Teoh
California State University, Long Beach, University of Illinois at Chicago and University of California, Irvine - Accounting Area
Downloads 807 (28,837)

Abstract:

Loading...

qualitative disclosure, disclosure management, market efficiency, limited attention, behavioral finance, investor psychology, post-earnings announcement drift

3.

Cost of Equity and Risk in Cash Flow and Accrual Components of Earnings

Number of pages: 50 Posted: 29 Jul 2010 Last Revised: 11 Jul 2012
Alexander Nekrasov
University of Illinois at Chicago
Downloads 750 (31,933)

Abstract:

Loading...

cost of equity capital, cash flows, accruals, earnings, volatility, valuation

4.

Using Earnings Forecasts to Simultaneously Estimate Firm-Specific Cost of Equity and Long-Term Growth

Review of Accounting Studies, Forthcoming
Number of pages: 64 Posted: 15 Dec 2010 Last Revised: 09 Mar 2011
Alexander Nekrasov and Maria Ogneva
University of Illinois at Chicago and University of Southern California - Marshall School of Business
Downloads 694 (35,449)

Abstract:

Loading...

Cost of equity, expected return, expected earnings growth, residual income model

5.

Target price forecasts: Fundamental and non-fundamental factors

Number of pages: 47 Posted: 12 Jul 2012 Last Revised: 13 Jun 2015
Peter Clarkson, Alexander Nekrasov, Andreas Simon and Irene Tutticci
University of Queensland - Business School, University of Illinois at Chicago, Pepperdine University - Graziadio Business School and University of Queensland - Business School
Downloads 684 (36,186)

Abstract:

Loading...

target price forecasts, 52-week high, investor sentiment, rounding

6.

Valuation Implications of Unconditional Accounting Conservatism: Evidence from Analysts’ Target Prices

Contemporary Accounting Research, Forthcoming
Number of pages: 52 Posted: 02 May 2013 Last Revised: 26 Mar 2019
Jae B. Kim, Alexander Nekrasov, Pervin K. Shroff and Andreas Simon
Lehigh University - College of Business & Economics, University of Illinois at Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Pepperdine University - Graziadio Business School
Downloads 662 (37,810)

Abstract:

Loading...

Conservatism, valuation, analyst target price, mispricing

7.

Tests of Long-Term Abnormal Performance: Analysis of Power

Number of pages: 49 Posted: 23 Mar 2009 Last Revised: 10 Apr 2014
Alexander Nekrasov, Pervin K. Shroff and Rajdeep Singh
University of Illinois at Chicago, University of Minnesota - Twin Cities - Carlson School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 634 (39,988)

Abstract:

Loading...

matching, Fama-French, calendar-time, misspecification

8.

The Pricing of Firms with Expected Losses/Profits: The Role of January

The Journal of Business Finance & Accounting
Number of pages: 55 Posted: 01 Oct 2013 Last Revised: 24 May 2018
Peng-Chia Chiu, Alexander Nekrasov and Terry J. Shevlin
The Chinese University of Hong Kong (CUHK), University of Illinois at Chicago and University of California-Irvine
Downloads 391 (73,407)

Abstract:

Loading...

expected losses/profits, return predictability, January effect, tax-loss selling

9.

Key Performance Indicators as Supplements to Earnings: Incremental informativeness, Demand Factors, Measurement Issues, and Properties of Their Forecasts

Review of Accounting Studies, Forthcoming
Number of pages: 54 Posted: 22 Jun 2017 Last Revised: 26 Mar 2019
Dan Givoly, Yifan Li, Ben Lourie and Alexander Nekrasov
Pennsylvania State University, Smeal College of Business, San Francisco State University, University of California, Irvine and University of Illinois at Chicago
Downloads 380 (75,882)

Abstract:

Loading...

Key Performance Indicators, KPI, Measurement Issues, Analyst Forecasts, KPI Surprises, Announcement Surprises, Non-Financial Forecasts

10.

Are You Hiring? Job Postings as Hiring Disclosure

Number of pages: 28 Posted: 25 Apr 2019 Last Revised: 10 Jun 2019
Universidad de Chile, University of California, Irvine, University of Illinois at Chicago and University of California-Irvine
Downloads 172 (171,140)

Abstract:

Loading...

human capital, hiring, disclosure, job postings, firm performance, market reaction

11.

Equity Value as a Function of (eps1, eps2, dps1, bvps, beta): Concepts and Realities. Discussion of Ohlson and Johannesson

Abacus 52(1):100-105 · February 2016
Number of pages: 6 Posted: 23 Dec 2015 Last Revised: 20 May 2016
Alexander Nekrasov
University of Illinois at Chicago
Downloads 152 (190,154)

Abstract:

Loading...

valuation, OJ, RIV, earnings, book value, dividends

12.

Opportunity Knocks But Once: Delayed Disclosure of Financial Items in Earnings Announcements and Neglect of Earnings News

Number of pages: 58 Posted: 03 Jul 2016 Last Revised: 23 Apr 2019
Yifan Li, Alexander Nekrasov and Siew Hong Teoh
San Francisco State University, University of Illinois at Chicago and University of California, Irvine - Accounting Area
Downloads 121 (227,794)

Abstract:

Loading...

Delayed disclosure, Analyst and investor underreaction, Earnings response coefficient, Post-earnings announcement drift, Limited attention, Market efficiency

13.

The Pricing of Firms with Expected Losses/Profits: The Role of January

Journal of Business Finance & Accounting, Vol. 45, Issue 5-6, pp. 544-571, 2018
Number of pages: 28 Posted: 07 May 2018
Peng‐Chia Chiu, Alexander Nekrasov and Terry J. Shevlin
The Chinese University of Hong Kong (CUHK), University of Illinois at Chicago and University of California-Irvine
Downloads 1 (639,245)
  • Add to Cart

Abstract:

Loading...

expected losses/profits, January effect, return predictability, tax‐loss selling

14.

Valuation Implications of Unconditional Accounting Conservatism: Evidence from Analysts' Target Prices

Contemporary Accounting Research, Forthcoming
Posted: 26 Aug 2018
Jae B. Kim, Alexander Nekrasov, Pervin K. Shroff and Andreas Simon
Lehigh University - College of Business & Economics, University of Illinois at Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Pepperdine University - Graziadio Business School

Abstract:

Loading...

Conservatism, valuation, analyst target price, mispricing