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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

12

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Rank 16,430

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Top 16,430

in Total Papers Downloads

2,389

CITATIONS
Rank 18,717

SSRN RANKINGS

Top 18,717

in Total Papers Citations

17

Scholarly Papers (12)

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1.

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 456 (43,720)
Citation 7

Abstract:

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

2.

Firm Complexity and Post-Earnings-Announcement Drift

Number of pages: 56 Posted: 29 Nov 2013 Last Revised: 01 Dec 2016
Alexander Barinov, Shawn Saeyeul Park and Celim Yildizhan
University of California Riverside, Yonsei University and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Downloads 271 (51,315)

Abstract:

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

3.

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 264 (88,464)
Citation 4

Abstract:

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

4.

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 214 (111,764)
Citation 4

Abstract:

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

5.

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 167 (140,612)

Abstract:

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

6.

Stocks with Extreme Past Returns: Lotteries or Insurance?

Number of pages: 71 Posted: 01 Sep 2012 Last Revised: 22 Jul 2017
Alexander Barinov
University of California Riverside
Downloads 126 (146,458)

Abstract:

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

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 at Lincoln
Downloads 114 (167,733)
Citation 1

Abstract:

aggregate volatility risk, short interest, real options, mispricing

8.

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 95 (200,783)
Citation 1

Abstract:

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

9.

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 89 (218,731)

Abstract:

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

10.

The Bright Side of Distress Risk

Number of pages: 57 Posted: 31 Aug 2015 Last Revised: 18 Oct 2016
Alexander Barinov
University of California Riverside
Downloads 27 (306,343)

Abstract:

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

11.

Firm Liquidity and Issuing Activity

Number of pages: 62 Posted: 31 Aug 2015
Alexander Barinov
University of California Riverside
Downloads 12 (423,926)

Abstract:

new issues puzzle, liquidity, stock issuance, volatility risk

12.

Profitability Anomaly and Aggregate Volatility Risk

Number of pages: 35 Posted: 29 Nov 2015
Alexander Barinov
University of California Riverside
Downloads 0 (227,861)

Abstract:

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

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