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 17,353

SSRN RANKINGS

Top 17,353

in Total Papers Downloads

4,115

SSRN CITATIONS
Rank 17,726

SSRN RANKINGS

Top 17,726

in Total Papers Citations

32

CROSSREF CITATIONS

28

Scholarly Papers (17)

1.

Firm Complexity and Post-Earnings-Announcement Drift

Review of Accounting Studies, Forthcoming
Number of pages: 61 Posted: 21 Nov 2019 Last Revised: 24 Jun 2022
Alexander Barinov, Shawn Saeyeul Park and Çelim Yıldızhan
University of California Riverside, Yonsei University and Koç University
Downloads 1,028 (30,610)
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 741 (48,101)
Citation 31

Abstract:

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

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 375 (111,027)
Citation 5

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

4.

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 363 (115,160)
Citation 4

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

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 253 (167,938)
Citation 15

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

6.

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 245 (173,173)

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

7.

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 195 (214,414)
Citation 5

Abstract:

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aggregate volatility risk, new issues puzzle, small growth anomaly, size effect, growth options, value premium, 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 177 (233,282)

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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 139 (284,267)
Citation 4

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 128 (302,767)

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

11.

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 116 (324,956)
Citation 2

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

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 97 (366,418)

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

13.

Product Market Power and Technological Innovation

Number of pages: 52 Posted: 16 Mar 2022
Alexander Barinov, Hyun A. Hong, Ji Woo Ryou and Xiao-Jun Zhang
University of California Riverside, University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management, West Virginia University and University of California, Berkeley
Downloads 93 (376,248)

Abstract:

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Product market leader, learning, technological innovation, market valuation, accounting quality

14.

Stock Liquidity and Issuing Activity

Number of pages: 53 Posted: 31 Aug 2015 Last Revised: 20 Jul 2021
Alexander Barinov
University of California Riverside
Downloads 59 (483,112)

Abstract:

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new issues puzzle, liquidity, stock issuance, volatility risk

15.

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 55 (498,806)

Abstract:

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conglomerates, anomalies, mispricing, limits to arbitrage, complexity

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 50 (520,033)
Citation 1

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

17.

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 1 (876,659)

Abstract:

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