Alexander Barinov

University of California Riverside

Assistant Professor, Finance

900 University Ave.

Anderson Hall

Riverside, CA 92521

United States

http://faculty.ucr.edu/~abarinov/

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 18,724

SSRN RANKINGS

Top 18,724

in Total Papers Downloads

5,002

SSRN CITATIONS
Rank 15,033

SSRN RANKINGS

Top 15,033

in Total Papers Citations

68

CROSSREF CITATIONS

27

Scholarly Papers (17)

1.

Firm Complexity and Post-Earnings-Announcement Drift

Review of Accounting Studies (2022)
Number of pages: 62 Posted: 21 Nov 2019 Last Revised: 27 Oct 2022
Alexander Barinov, S. Saeyeul Park and Çelim Yıldızhan
University of California Riverside, Yonsei University and Koç University
Downloads 1,187 (33,172)
Citation 5

Abstract:

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organizational complexity, post-earnings-announcement drift, conglomerates, complicated firms

2.

Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns

Number of pages: 59 Posted: 10 Nov 2007 Last Revised: 20 Jul 2021
Alexander Barinov and Georgy Chabakauri
University of California Riverside and London School of Economics and Political Science
Downloads 901 (48,921)
Citation 31

Abstract:

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idiosyncratic volatility discount, growth options, aggregate volatility risk, value premium, anomalies, real options

3.

Stocks with Extreme Past Returns: Lotteries or Insurance?

Journal of Financial Economics (JFE), 2018, v. 129 (3), pp. 458--478
Number of pages: 56 Posted: 01 Sep 2012 Last Revised: 04 Aug 2018
Alexander Barinov
University of California Riverside
Downloads 409 (132,758)
Citation 4

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extreme returns, skewness, lottery, idiosyncratic volatility, aggregate volatility risk

4.

Turnover: Liquidity or Uncertainty?

Management Science, 2014, v. 60 (10), pp. 2478–2495
Number of pages: 47 Posted: 15 Jan 2009 Last Revised: 28 Nov 2015
Alexander Barinov
University of California Riverside
Downloads 408 (133,128)
Citation 5

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liquidity, idiosyncratic volatility, uncertainty, turnover, aggregate volatility risk, real options

5.

Profitability Anomaly and Aggregate Volatility Risk

Journal of Financial Markets, Forthcoming
Number of pages: 54 Posted: 29 Nov 2015 Last Revised: 28 Jul 2022
Alexander Barinov
University of California Riverside
Downloads 288 (194,320)

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profitability, aggregate volatility risk, distress, default, idiosyncratic volatility, anomalies

6.

Analyst Disagreement and Aggregate Volatility Risk

Journal of Financial and Quantitative Analysis (JFQA), Vol. 48, No. 6, 2013
Number of pages: 43 Posted: 17 Jul 2009 Last Revised: 29 Sep 2015
Alexander Barinov
University of California Riverside
Downloads 284 (197,109)
Citation 20

Abstract:

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Aggregate volatility risk, analyst disagreement, analyst forecasts, real options, mispricing

7.

High Short Interest Effect and Aggregate Volatility Risk

Journal of Financial Markets, 21: 98-122, 2014
Number of pages: 52 Posted: 08 Sep 2011 Last Revised: 10 Jan 2015
Alexander Barinov and J. (Julie) Wu
University of California Riverside and University of Nebraska - Lincoln
Downloads 228 (244,917)

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aggregate volatility risk, short interest, real options, mispricing

8.

Aggregate Volatility Risk: Explaining the Small Growth Anomaly and the New Issues Puzzle

Journal of Corporate Finance, Vol. 18, No. 4, 2012
Number of pages: 47 Posted: 24 Mar 2008 Last Revised: 29 Sep 2015
Alexander Barinov
University of California Riverside
Downloads 215 (258,884)
Citation 6

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aggregate volatility risk, new issues puzzle, small growth anomaly, size effect, growth options, value premium, anomalies

9.

Firm Complexity and Conglomerates Expected Returns

Number of pages: 74 Posted: 24 Mar 2018 Last Revised: 07 Jul 2020
Alexander Barinov
University of California Riverside
Downloads 169 (321,287)
Citation 3

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conglomerates, anomalies, mispricing, limits to arbitrage, diversification discount

10.

Why Does Higher Variability of Trading Activity Predict Lower Expected Returns?

Journal of Banking and Finance, Vol. 58, 2015
Number of pages: 51 Posted: 01 Sep 2010 Last Revised: 29 Sep 2015
Alexander Barinov
University of California Riverside
Downloads 163 (331,474)
Citation 6

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liquidity, uncertainty, liquidity variability, turnover, trading volume, aggregate volatility risk

11.

Institutional Ownership and Aggregate Volatility Risk

Midwest Finance Association 2012 Annual Meetings Paper, Journal of Empirical Finance, Vol. 40, pp. 20-38, 2017
Number of pages: 55 Posted: 10 Nov 2009 Last Revised: 12 Jan 2017
Alexander Barinov
University of California Riverside
Downloads 162 (333,275)
Citation 5

Abstract:

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Aggregate Volatility Risk, Institutional Ownership, Value Effect, Idiosyncratic Volatility Discount, Turnover Effect, Analyst Disagreement Effect, Anomalies

12.

The Bright Side of Distress Risk

Number of pages: 54 Posted: 31 Aug 2015 Last Revised: 20 Jul 2021
Alexander Barinov
University of California Riverside
Downloads 136 (383,856)

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distress, default, aggregate volatility risk, credit ratings, idiosyncratic volatility, anomalies

13.

On the Robustness of Idiosyncratic Volatility Effect

Number of pages: 46 Posted: 19 Oct 2022
Alexander Barinov
University of California Riverside
Downloads 106 (463,040)

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idiosyncratic volatility, anomalies, liquidity, short-term reversal, selection bias

14.

Firm Complexity and Limits to Arbitrage

Number of pages: 58 Posted: 22 Jun 2020 Last Revised: 07 Jul 2020
Alexander Barinov
University of California Riverside
Downloads 91 (512,764)

Abstract:

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conglomerates, anomalies, mispricing, limits to arbitrage, complexity

15.

Why Is Asymmetric Timeliness of Earnings Priced?

Number of pages: 63 Posted: 13 Sep 2022
Alexander Barinov
University of California Riverside
Downloads 89 (523,643)

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Conditional conservatism, earnings, writedowns, mispricing, anomalies

16.

Estimating the Cost of Equity Capital for Insurance Firms with Multi-Period Asset Pricing Models

Journal of Risk and Insurance, Forthcoming
Number of pages: 38 Posted: 14 Aug 2018
Alexander Barinov, Jianren Xu and Steven W. Pottier
University of California Riverside, California State University, Fullerton - Department of Finance and University of Georgia - Department of Insurance, Legal Studies, Real Estate
Downloads 87 (527,305)
Citation 1

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Cost of Equity, Multi-period Asset Pricing Models, Time-varying Risks, Volatility Risk, ICAPM, Conditional CAPM

17.

Stock Liquidity and Issuing Activity

Quarterly Journal of Finance
Number of pages: 59 Posted: 31 Aug 2015 Last Revised: 15 Jul 2022
Alexander Barinov
University of California Riverside
Downloads 79 (558,814)

Abstract:

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new issues puzzle, liquidity, stock issuance, volatility risk