Stanislava (Stas) Nikolova : Citation Profile


Are you Stanislava (Stas) Nikolova?

University of Nebraska

4

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 10
   Journals where Stanislava (Stas) Nikolova has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pni263
   Updated: 2020-08-09    RAS profile: 2020-08-07    
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Relations with other researchers


Works with:

Pelizzon, Loriana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stanislava (Stas) Nikolova.

Is cited by:

Schmeling, Maik (4)

Sarno, Lucio (4)

Schrimpf, Andreas (4)

Menkhoff, Lukas (4)

Galvani, Valentina (3)

He, Xuezhong (2)

Wagner, Wolf (2)

Kartasheva, Anastasia (2)

Boermans, Martijn (1)

Lin, Hai (1)

LI, DAN (1)

Cites to:

Laux, Christian (2)

Leuz, Christian (2)

Laeven, Luc (1)

Edwards, Amy (1)

Huizinga, Harry (1)

Plosser, Matthew (1)

santos, joao (1)

lancaster, tony (1)

Main data


Where Stanislava (Stas) Nikolova has published?


Recent works citing Stanislava (Stas) Nikolova (2020 and 2019)


YearTitle of citing document
2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

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2017Risks and challenges of complex financial isntruments: an analysis of SSM banks. (2017). Schifino, Antonio ; Sabatini, Emiliano ; Raponi, Jacopo ; Perez, Tommaso ; Mosca, Roberto ; Lodi, Lanfranco ; Diprizio, Giovanni ; Conciarelli, Alessandro ; Ciavoliello, Luca Giulio ; Potente, Francesco ; Roca, Rosario. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_417_17.

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2020When are dividend increases bad for corporate bonds?. (2020). Do, Viet ; Truong, Cameron ; Wei, Xiaoting. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1295-1326.

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2020Modelling fire sale contagion across banks and non-banks. (2020). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

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2017Are Covered Bonds Different from Asset Securitization Bonds?. (2017). Pinto, João ; Correia, Mafalda C. In: Working Papers de Gestão (Management Working Papers). RePEc:cap:mpaper:012017.

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2018Insurers as Asset Managers and Systemic Risk. (2018). Chotibhak, Jotikasthira ; Wagner, Wolf ; Lundblad, Christian ; Kartasheva, Anastasia ; Ellul, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12849.

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2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

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2017The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183.

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2020Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232.

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2017Idiosyncratic returns and relative value in the US Treasury market. (2017). Nielsen, Youngju ; Pungaliya, Raunaq S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:125-144.

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2019Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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2018Momentum lost and found in corporate bond returns. (2018). Ho, Hwai-Chung ; Wang, Hsiao-Chuan . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:60-82.

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2019Tests of technical trading rules and the 52-week high strategy in the corporate bond market. (2019). Ulku, Numan ; Raza, Ahmad ; Montgomery, William . In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:85-103.

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2019Portfolio performance manipulation in collateralized loan obligations. (2019). Vasvari, Florin P ; Loumioti, Maria. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:2:p:438-462.

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2019Short interest, stock returns and credit ratings. (2019). Wu, Chunchi ; Guo, XU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s037842661930192x.

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2017Momentum spillover from stocks to corporate bonds. (2017). Houweling, Patrick ; van Zundert, Jeroen ; Haesen, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:28-41.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2018Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

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2019Information asymmetry and the wealth appropriation effect in the bond market: Evidence from late disclosures. (2019). Khalil, Samer ; Zhang, Andrew ; Mazboudi, Mohamad ; Mansi, Sattar. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:49-61.

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2018When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. (2018). Lee, Jongsub ; Velioglu, Guner ; Naranjo, Andy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:556-578.

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2019Common risk factors in the cross-section of corporate bond returns. (2019). Wen, Quan ; Bali, Turan G ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:619-642.

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2020Leveraged buyouts and bond credit spreads. (2020). Vig, Vikrant ; Feldhutter, Peter ; Eisenthal-Berkovitz, Yael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:577-601.

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2020Cross-asset signals and time series momentum. (2020). Vaittinen, Lauri ; Suominen, Matti ; Pitkajarvi, Aleksi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:63-85.

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2018Interstate competition in agriculture: Cheer or fear? Evidence from the United States and China. (2018). Gong, Binlei. In: Food Policy. RePEc:eee:jfpoli:v:81:y:2018:i:c:p:37-47.

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2018Anomalies and market (dis)integration. (2018). Choi, Jae Won ; Kim, Yong Jun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:16-34.

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2018Equity market momentum: A synthesis of the literature and suggestions for future work. (2018). Subrahmanyam, Avanidhar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:291-296.

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2018Bank Holdings and Systemic Risk. (2018). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-63.

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2019Can we predict currency momentum crashes?. (2019). Zhang, Zhekai ; Cerrato, Mario. In: Working Papers. RePEc:gla:glaewp:2019-12.

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2019Can we predict currency momentum crashes?. (2019). Zhang, Zhekai ; Cerrato, Mario. In: Working Papers. RePEc:gla:glaewp:2019_12.

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2019Relative value in corporate bond sectors. (2019). Leng, Fei ; Noronha, Gregory . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0723-8.

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2019Factor Momentum and the Momentum Factor. (2019). Linnainmaa, Juhani T ; Ehsani, Sina. In: NBER Working Papers. RePEc:nbr:nberwo:25551.

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2018Exploiting uncertainty with market timing in corporate bond markets. (2018). Bekti, Demir ; Regele, Tobias . In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0063-6.

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2018The Momentum Effect for Canadian Corporate Bonds. (2018). Galvani, Valentina ; Li, Lifang. In: Working Papers. RePEc:ris:albaec:2018_016.

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2018Asymmetric Information, Predictability and Momentum in the Corporate Bond Market. (2018). Galvani, Valentina ; Li, Lifang. In: Working Papers. RePEc:ris:albaec:2018_017.

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2018Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875.

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2018Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen . In: Other publications TiSEM. RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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2018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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2018Time-Varying Economic Dominance Through Bistable Dynamics. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Research Paper Series. RePEc:uts:rpaper:390.

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2019Do Investors Perceive Marking-to-Model as Marking-to-Myth? Early Evidence from FAS 157 Disclosure. (2019). Kolev, Kalin S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:02:n:s2010139219500058.

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2018Financial stability in the EU: A case for micro data transparency. (2018). Pelizzon, Loriana ; Kasinger, Johannes. In: SAFE Policy Letters. RePEc:zbw:safepl:67.

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2020Accounting for financial stability: Lessons from the financial crisis and future challenges. (2020). Leuz, Christian ; Laux, Christian ; Bischof, Jannis. In: SAFE Working Paper Series. RePEc:zbw:safewp:283.

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Works by Stanislava (Stas) Nikolova:


YearTitleTypeCited
2012Leverage Expectations and Bond Credit Spreads In: Journal of Financial and Quantitative Analysis.
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article10
2018Strategic estimation of asset fair values In: Journal of Accounting and Economics.
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article4
2013Momentum in Corporate Bond Returns In: Review of Financial Studies.
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article41
2020Portfolio Similarity and Asset Liquidation in the Insurance Industry In: Working Papers.
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paper7
2018Portfolio similarity and asset liquidation in the insurance industry.(2018) In: SAFE Working Paper Series.
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