Momentum and credit rating D Avramov, T Chordia, G Jostova, A Philipov The journal of Finance 62 (5), 2503-2520, 2007 | 570 | 2007 |
Anomalies and financial distress D Avramov, T Chordia, G Jostova, A Philipov Journal of Financial Economics 108 (1), 139-159, 2013 | 454 | 2013 |
Momentum in corporate bond returns G Jostova, S Nikolova, A Philipov, CW Stahel The Review of Financial Studies 26 (7), 1649-1693, 2013 | 439 | 2013 |
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 | 326 | 2009 |
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 | 259 | 2009 |
Understanding changes in corporate credit spreads D Avramov, G Jostova, A Philipov Financial Analysts Journal 63 (2), 90-105, 2007 | 248 | 2007 |
Multivariate stochastic volatility via Wishart processes A Philipov, ME Glickman Journal of Business & Economic Statistics 24 (3), 313-328, 2006 | 162 | 2006 |
Bayesian analysis of stochastic betas G Jostova, A Philipov Journal of Financial and Quantitative Analysis 40 (4), 747-778, 2005 | 161 | 2005 |
Factor multivariate stochastic volatility via Wishart processes A Philipov, ME Glickman Econometric Reviews 25 (2-3), 311-334, 2006 | 83 | 2006 |
Style and skill: Hedge funds, mutual funds, and momentum M Grinblatt, G Jostova, L Petrasek, A Philipov Management Science 66 (12), 5505-5531, 2020 | 64 | 2020 |
Corporate credit risk changes: common factors and firm-level fundamentals D Avramov, G Jostova, A Philipov AFA 2005 Philadelphia Meetings, 2006 | 55 | 2006 |
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 | 44 | 2012 |
Analyst bias and mispricing M Grinblatt, G Jostova, A Philipov National Bureau of Economic Research, 2023 | 33 | 2023 |
Bonds, stocks, and sources of mispricing D Avramov, T Chordia, G Jostova, A Philipov George Mason University School of Business Research paper, 2019 | 32 | 2019 |
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 | 12 | 2022 |
Understanding corporate credit risk changes D Avramov, G Jostova, A Philipov Financial Analysts Journal 63, 90-105, 2007 | 9 | 2007 |
The Social Media Risk Premium A Hosseini, G Jostova, A Philipov, R Savickas Available at SSRN 3514826, 2020 | 5 | 2020 |
Explaining (some) anomalies: The role of analyst bias M Grinblatt, G Jostova, A Philipov Working Paper, 2016 | 3 | 2016 |
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 | 3 | 2014 |
Shorting fees, private information, and equity mispricing BJ Henderson, G Jostova, A Philipov SSRN Electronic Journal, 2017 | 2 | 2017 |