Viorel Roscovan

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

2,469

SSRN CITATIONS

29

CROSSREF CITATIONS

25

Scholarly Papers (7)

1.

Banks and Bonds: The Impact of Bank Loan Announcements on Bond and Equity Prices

EFA 2007 Ljubljana Meetings Paper
Number of pages: 37 Posted: 15 Feb 2007 Last Revised: 19 Mar 2009
Steven Ongena, Viorel Roscovan and Bas J. M. Werker
University of Zurich - Department Finance, Invesco and Tilburg University - Center for Economic Research (CentER)
Downloads 809 (58,100)
Citation 16

Abstract:

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Asymmetric Information, Credit Markets, Loans, Bonds, Credit Spreads

2.

Online Appendix: Consumer Spending and the Cross-Section of Stock Returns

Number of pages: 17 Posted: 08 Feb 2022
Tarun Gupta, Edward Leung and Viorel Roscovan
INVESCO Global Asset Management, N.A., Invesco and Invesco
Downloads 400 (140,948)

Abstract:

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D12, G14, H31

3.

Dissecting the Performance of Low Volatility Investing

Invesco, 2022
Number of pages: 8 Posted: 01 May 2023 Last Revised: 03 May 2023
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg, , Invesco and Invesco
Downloads 368 (152,916)

Abstract:

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Low volatility investing, factor investing

4.

Bond Market Turnover and Credit Spread Changes

Number of pages: 56 Posted: 14 Feb 2009 Last Revised: 18 Feb 2013
Viorel Roscovan
Invesco
Downloads 328 (173,208)

Abstract:

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corporate bonds, credit spreads, bond trading volume, bond turnover

5.

The Dynamics of Credit Rating Disagreement

Number of pages: 36 Posted: 17 Nov 2012 Last Revised: 26 Jul 2014
Lars Norden and Viorel Roscovan
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and Invesco
Downloads 287 (199,274)
Citation 1

Abstract:

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Financial intermediation, Credit risk, Asymmetric information, Monitoring, CDS spreads

Bank Loan Announcements and Borrower Stock Returns: Does Bank Origin Matter?

ECB Working Paper No. 1023
Number of pages: 46 Posted: 14 Feb 2009
Steven Ongena and Viorel Roscovan
University of Zurich - Department Finance and Invesco
Downloads 212 (267,063)
Citation 2

Abstract:

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relationship banking, bank organization, bank origin, loan announcement return

Bank Loan Announcements and Borrower Stock Returns: Does Bank Origin Matter?

Number of pages: 33 Posted: 04 Nov 2012
Steven Ongena and Viorel Roscovan
University of Zurich - Department Finance and Invesco
Downloads 65 (645,256)
Citation 12

Abstract:

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relationship banking, bank organization, bank origin, loan announcement return

7.

Consumer Spending and The Cross-Section of Stock Returns

Journal of Portfolio Management, 48 (7), 117-137
Posted: 08 Feb 2022 Last Revised: 11 Jul 2022
Tarun Gupta, Edward Leung and Viorel Roscovan
INVESCO Global Asset Management, N.A., Invesco and Invesco

Abstract:

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Consumer spending, consumer transactions, credit cards, debit cards, return predictability