Alexander Barinov

University of California Riverside

Assistant Professor, Finance

900 University Ave.

Anderson Hall

Riverside, CA 92521

United States

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

  • University of California Riverside

    • Email
    • Tel: 585-698-7726
SCHOLARLY PAPERS

16

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SSRN CITATIONS
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Top 19,958

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23

CROSSREF CITATIONS

21

Scholarly Papers (16)

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1.

Firm Complexity and Post-Earnings-Announcement Drift

Number of pages: 52 Posted: 21 Nov 2019 Last Revised: 02 Dec 2019
Alexander Barinov, Shawn Saeyeul Park and Çelim Yıldızhan
University of California Riverside, Yonsei University and Koç University
Downloads 779 (33,466)
Citation 4

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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: 68 Posted: 10 Nov 2007 Last Revised: 07 Apr 2020
Alexander Barinov and Georgy Chabakauri
University of California Riverside and London School of Economics and Political Science
Downloads 593 (48,315)
Citation 27

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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 336 (95,927)
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 331 (97,532)
Citation 5

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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 241 (136,533)
Citation 6

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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 191 (170,084)
Citation 3

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

7.

Profitability Anomaly and Aggregate Volatility Risk

Number of pages: 65 Posted: 29 Nov 2015 Last Revised: 25 Jan 2020
Alexander Barinov
University of California Riverside
Downloads 176 (183,079)

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

8.

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 169 (189,614)

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aggregate volatility risk, short interest, real options, mispricing

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 130 (235,087)
Citation 3

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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 121 (248,153)

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

11.

The Bright Side of Distress Risk

Number of pages: 69 Posted: 31 Aug 2015 Last Revised: 17 Sep 2019
Alexander Barinov
University of California Riverside
Downloads 83 (319,319)

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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 71 (349,398)

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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 46 (429,538)

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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 34 (479,747)
Citation 1

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

15.

Estimating the Cost of Equity Capital for Insurance Firms with Multiperiod Asset Pricing Models

Journal of Risk and Insurance, Vol. 87, Issue 1, pp. 213-245, 2020
Number of pages: 33 Posted: 28 May 2020
Alexander Barinov, Jianren Xu and Steven W. Pottier
University of California Riverside, University of North Texas and affiliation not provided to SSRN
Downloads 0 (711,666)
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16.

Firm Complexity and Limits to Arbitrage

Number of pages: 47
Alexander Barinov
University of California Riverside
Downloads 0

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conglomerates, anomalies, mispricing, limits to arbitrage, complexity