Alexander Nekrasov

University of Illinois Chicago

Assistant Professor of Accounting

1200 W Harrison St

Chicago, IL 60607

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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6,102

CITATIONS
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Top 16,851

in Total Papers Citations

20

Scholarly Papers (9)

1.
Downloads 1,995 ( 5,222)
Citation 8

Fundamentals-Based Risk Measurement in Valuation

Number of pages: 45 Posted: 17 Jul 2006
Alexander Nekrasov and Pervin K. Shroff
University of Illinois Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,158 (12,698)
Citation 8

Abstract:

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

Fundamentals-Based Risk Measurement in Valuation

AAA 2007 Financial Accounting & Reporting Section (FARS) Meeting Papers
Number of pages: 45 Posted: 15 Sep 2006
Alexander Nekrasov and Pervin K. Shroff
University of Illinois Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 837 (20,734)
Citation 8

Abstract:

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

2.

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 Chicago
Downloads 653 (26,795)

Abstract:

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

3.

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 Chicago and University of Southern California - Marshall School of Business
Downloads 651 (30,200)
Citation 4

Abstract:

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

4.

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 Chicago, University of Minnesota - Twin Cities - Carlson School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 571 (33,346)
Citation 1

Abstract:

matching, Fama-French, calendar-time, misspecification

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 Chicago, Pepperdine University - Graziadio School of Business and Management and University of Queensland - Business School
Downloads 517 (33,275)

Abstract:

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

6.

Valuation Implications of Accounting Conservatism

Number of pages: 48 Posted: 02 May 2013 Last Revised: 01 Apr 2015
Jae B. Kim, Alexander Nekrasov, Pervin K. Shroff and Andreas Simon
Singapore Management University, University of Illinois Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Pepperdine University - Graziadio School of Business and Management
Downloads 470 (37,834)

Abstract:

valuation, conservatism, analysts, target prices, earnings forecasts, return predictability

7.

Headline Salience and Over- and Underreactions to Earnings

Number of pages: 63 Posted: 07 Jul 2012 Last Revised: 23 Aug 2013
Xuan Huang, Alexander Nekrasov and Siew Hong Teoh
California State University, Long Beach, University of Illinois Chicago and University of California - Paul Merage School of Business
Downloads 399 (40,278)
Citation 2

Abstract:

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

8.

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

Number of pages: 52 Posted: 01 Oct 2013 Last Revised: 05 Mar 2016
Peng-Chia Chiu, Alexander Nekrasov and Terry J. Shevlin
The Chinese University of Hong Kong (CUHK), University of Illinois Chicago and University of California-Irvine
Downloads 296 (67,874)

Abstract:

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

9.

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

Abacus 52(1):100-105 ยท February 2016,
Number of pages: 6 Posted: 23 Dec 2015 Last Revised: 20 May 2016
Alexander Nekrasov
University of Illinois Chicago
Downloads 0 (186,794)

Abstract:

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