Mihail Velikov

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #4,776 of 10,518 by trust here, #5,938 by citations
• Accounting — 9 citations into it; #3,914 of 8,970 by trust here, #6,020 by citations
• Economics and Econometrics — 6 citations into it

Whom Mihail Velikov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. Andrea Frazzini
3. Mark Grinblatt
4. Sheridan Titman
5. Robert Novy-Marx
6. Kenneth R. French
7. Lasse Heje Pedersen

Who trusts Mihail Velikov overall

1. Amit Goyal
2. R. Gibson Brandon
3. Nicholas Barberis
4. Narasimhan Jegadeesh

Papers from Mihail Velikov's perspective

Ordered by how strongly the researchers Mihail Velikov trusts endorse each paper. Same corpus, a different order for every researcher.

1. The other side of value: The gross profitability premium.
2. Asset Growth and the Cross-Section of Stock Returns
3. The Persistence of Mutual Fund Performance
4. Common risk factors in the returns on stocks and bonds
5. Betting Against Beta
6. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
7. Dissecting Anomalies
8. Trading Costs of Asset Pricing Anomalies
9. Are Momentum Profits Robust to Trading Costs
10. The Illusory Nature of Momentum Profits

Their papers

• A Taxonomy of Anomalies and Their Trading Costs (2014) — 527 citations