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

14

DOWNLOADS
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2,994

CITATIONS
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SSRN RANKINGS

Top 22,900

in Total Papers Citations

30

Scholarly Papers (14)

1.

Firm Complexity and Post-Earnings-Announcement Drift

Number of pages: 65 Posted: 29 Nov 2013 Last Revised: 01 Feb 2019
Alexander Barinov, Shawn Saeyeul Park and Çelim Yıldızhan
University of California Riverside, Yonsei University and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Downloads 633 (44,132)

Abstract:

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

2.

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

Number of pages: 64 Posted: 10 Nov 2007 Last Revised: 24 Aug 2011
Alexander Barinov
University of California Riverside
Downloads 565 (47,127)
Citation 18

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 321 (92,964)
Citation 2

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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 316 (94,578)
Citation 4

Abstract:

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

5.

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 238 (127,615)
Citation 3

Abstract:

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

6.

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 188 (159,656)

Abstract:

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

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 162 (181,976)

Abstract:

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aggregate volatility risk, short interest, real options, mispricing

8.

Profitability Anomaly and Aggregate Volatility Risk

Number of pages: 35 Posted: 29 Nov 2015 Last Revised: 31 Jul 2018
Alexander Barinov
University of California Riverside
Downloads 137 (209,029)

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

9.

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 128 (220,566)
Citation 1

Abstract:

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

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 114 (240,393)

Abstract:

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

11.

The Bright Side of Distress Risk

Number of pages: 57 Posted: 31 Aug 2015 Last Revised: 22 Sep 2018
Alexander Barinov
University of California Riverside
Downloads 73 (319,717)
Citation 1

Abstract:

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

12.

Firm Complexity and Conglomerates Expected Returns

Number of pages: 68 Posted: 24 Mar 2018
Alexander Barinov
University of California Riverside
Downloads 61 (354,412)

Abstract:

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

13.

Stock Liquidity and Issuing Activity

Number of pages: 60 Posted: 31 Aug 2015 Last Revised: 11 Jan 2019
Alexander Barinov
University of California Riverside
Downloads 39 (425,703)

Abstract:

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new issues puzzle, liquidity, stock issuance, volatility risk

14.

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 19 (524,459)

Abstract:

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