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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

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Rank 5,477

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Top 5,477

in Total Papers Downloads

6,480

CITATIONS
Rank 17,472

SSRN RANKINGS

Top 17,472

in Total Papers Citations

19

Scholarly Papers (11)

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1.

Fundamentals-Based Risk Measurement in Valuation

Downloads 2,030 ( 5,478)
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 1,176 (13,300)
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 854 (21,629)
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 664 (31,437)
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 (27,734)

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 (34,617)
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 (33,140)

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
Lehigh University - College of Business & Economics, 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 (37,718)

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 Irvine, Paul Merage School of Business
Downloads 399 (37,984)
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 at Chicago and University of California-Irvine
Downloads 296 (68,424)

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 (179,495)

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 Irvine, Paul Merage School of Business
Downloads 0 (444,046)

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 (180,544)

Abstract:

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

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