Ralitsa Petkova
Finance · 2005–2012
A researcher in the Science corpus: 4 papers; trusts 29 researchers and is trusted by 64 researchers here, as inferred from the citation graph.
Subfields
- Finance — 55 citations into it; #498 of 10,518 by trust here, #1,341 by citations
- Economics and Econometrics — 34 citations into it; #3,957 of 23,481 by trust here, #6,031 by citations
- Accounting — 16 citations into it
- Strategy and Management — 15 citations into it
Whom Ralitsa Petkova trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lu Zhang
- Joseph Chen
- Eugene F. Fama
- Geert Bekaert
- Martin Lettau
- Fangjian Fu
- John Y. Campbell
- Turan G. Bali
- Andrew Ang
- Amit Goyal
Who trusts Ralitsa Petkova overall
- Avanidhar Subrahmanyam
- Alexander Kurov
- John E. Core
- David Bowen
- Kevin Aretz
- Juan Manuel García Lara
- P. Gray
- Andrew Ang
- Christopher S. Armstrong
- Daniele Bianchi
Papers from Ralitsa Petkova's perspective
Ordered by how strongly the researchers Ralitsa Petkova trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- The Cross-Section of Volatility and Expected Returns
- Idiosyncratic Risk Matters
- Consumption, aggregate wealth and expected stock returns
- The Value Premium
- The Cross‐Section of Expected Stock Returns
- On Estimating the Expected Return on the Market: An Exploratory Investigation
- High idiosyncratic volatility and low returns: International and further U.S. evidence
- Dividends, Share Repurchases, and the Substitution Hypothesis
- Idiosyncratic Volatility and the Cross Section of Expected Returns (Journal of Financial and Quantitative Analysis)
Their papers
- Is Value Riskier than Growth (2005) — 660 citations
- Does Idiosyncratic Volatility Proxy for Risk Exposure (2012) — 198 citations
- The Expected Value Premium (2008) — 129 citations
- Do the Fama–French Factors Proxy for Innovations in Predictive Variables? (2005) — 687 citations