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Alexander Philipov
Alexander Philipov
Associate Professor of Finance, George Mason University School of Business
Bestätigte E-Mail-Adresse bei gmu.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Momentum and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
The journal of Finance 62 (5), 2503-2520, 2007
5702007
Anomalies and financial distress
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 108 (1), 139-159, 2013
4542013
Momentum in corporate bond returns
G Jostova, S Nikolova, A Philipov, CW Stahel
The Review of Financial Studies 26 (7), 1649-1693, 2013
4392013
Credit ratings and the cross-section of stock returns
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Markets 12 (3), 469-499, 2009
3262009
Dispersion in analysts’ earnings forecasts and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 91 (1), 83-101, 2009
2592009
Understanding changes in corporate credit spreads
D Avramov, G Jostova, A Philipov
Financial Analysts Journal 63 (2), 90-105, 2007
2482007
Multivariate stochastic volatility via Wishart processes
A Philipov, ME Glickman
Journal of Business & Economic Statistics 24 (3), 313-328, 2006
1622006
Bayesian analysis of stochastic betas
G Jostova, A Philipov
Journal of Financial and Quantitative Analysis 40 (4), 747-778, 2005
1612005
Factor multivariate stochastic volatility via Wishart processes
A Philipov, ME Glickman
Econometric Reviews 25 (2-3), 311-334, 2006
832006
Style and skill: Hedge funds, mutual funds, and momentum
M Grinblatt, G Jostova, L Petrasek, A Philipov
Management Science 66 (12), 5505-5531, 2020
642020
Corporate credit risk changes: common factors and firm-level fundamentals
D Avramov, G Jostova, A Philipov
AFA 2005 Philadelphia Meetings, 2006
552006
The world price of credit risk
D Avramov, T Chordia, G Jostova, A Philipov
The Review of Asset Pricing Studies 2 (2), 112-152, 2012
442012
Analyst bias and mispricing
M Grinblatt, G Jostova, A Philipov
National Bureau of Economic Research, 2023
332023
Bonds, stocks, and sources of mispricing
D Avramov, T Chordia, G Jostova, A Philipov
George Mason University School of Business Research paper, 2019
322019
The distress anomaly is deeper than you think: Evidence from stocks and bonds
D Avramov, T Chordia, G Jostova, A Philipov
Review of Finance 26 (2), 355-405, 2022
122022
Understanding corporate credit risk changes
D Avramov, G Jostova, A Philipov
Financial Analysts Journal 63, 90-105, 2007
92007
The Social Media Risk Premium
A Hosseini, G Jostova, A Philipov, R Savickas
Available at SSRN 3514826, 2020
52020
Explaining (some) anomalies: The role of analyst bias
M Grinblatt, G Jostova, A Philipov
Working Paper, 2016
32016
Analysts’ forecast bias and the overpricing of high credit risk stocks
M Grinblatt, G Jostova, A Philipov
UCLA Anderson School of Management Working paper. George Washington …, 2014
32014
Shorting fees, private information, and equity mispricing
BJ Henderson, G Jostova, A Philipov
SSRN Electronic Journal, 2017
22017
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