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Alexander Nekrasov

University of Illinois at Chicago

Assistant Professor of Accounting

1200 W Harrison St

Chicago, IL 60607

United States

  • University of Illinois at Chicago

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 5,569

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Top 5,569

in Total Papers Downloads

6,254

CITATIONS
Rank 17,446

SSRN RANKINGS

Top 17,446

in Total Papers Citations

19

Scholarly Papers (11)

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1.

Fundamentals-Based Risk Measurement in Valuation

Downloads 2,018 ( 5,374)
Citation 7

Fundamentals-Based Risk Measurement in Valuation

Number of pages: 45 Posted: 17 Jul 2006
Alexander Nekrasov and Pervin K. Shroff
University of Illinois at Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,168 (13,119)
Citation 7

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 at Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 850 (21,255)
Citation 7

Abstract:

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

2.

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 659 (31,015)
Citation 4

Abstract:

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

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 653 (27,509)

Abstract:

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

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 at Chicago, University of Minnesota - Twin Cities - Carlson School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 571 (34,127)
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 at Chicago, Pepperdine University - Graziadio School of Business and Management and University of Queensland - Business School
Downloads 517 (33,095)

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 - School of Accountancy, University of Illinois at Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Pepperdine University - Graziadio School of Business and Management
Downloads 470 (38,015)

Abstract:

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

7.

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

Number of pages: 58 Posted: 07 Jul 2012 Last Revised: 23 Jun 2017
Xuan Huang, Alexander Nekrasov and Siew Hong Teoh
California State University, Long Beach, University of Illinois at Chicago and University of California - Paul Merage School of Business
Downloads 399 (39,923)

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 at Chicago and University of California-Irvine
Downloads 296 (68,542)

Abstract:

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

9.

Information Content of Key Performance Indicators and the Properties of Their Analyst Forecasts

Number of pages: 53 Posted: 22 Jun 2017
Dan Givoly, Yifan Li, Ben Lourie and Alexander Nekrasov
Pennsylvania State University, Smeal College of Business, University of California, Irvine - Paul Merage School of Business, University of California, Irvine and University of Illinois at Chicago
Downloads 0 (461,917)

Abstract:

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

10.

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 Jun 2017
Yifan Li, Alexander Nekrasov and Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business, University of Illinois at Chicago and University of California - Paul Merage School of Business
Downloads 0 (511,513)

Abstract:

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

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 ยท February 2016,
Number of pages: 6 Posted: 23 Dec 2015 Last Revised: 20 May 2016
Alexander Nekrasov
University of Illinois at Chicago
Downloads 0 (182,475)

Abstract:

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

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