5
H index
5
i10 index
370
Citations
Alexander Philipov : Citation Profile
George Mason University | RESEARCH PRODUCTION: 5 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Philipov. | Is cited by:
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Main data
Where Alexander Philipov has published?
Recent works citing Alexander Philipov (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
| 2023 | CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028. Full description at Econpapers || Download paper |
| 2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper |
| 2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper |
| 2023 | A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406. Full description at Econpapers || Download paper |
| 2023 | Credit rating downgrades and stock price crash risk: International evidence. (2023). Zhong, Rui ; Treepongkaruna, Sirimon ; Lan, Yihui ; Ha, Thu. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003616. Full description at Econpapers || Download paper |
| 2023 | The effect of dividend smoothing on bond spreads: Evidence from Japan. (2023). Aoki, Yasuharu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:621-637. Full description at Econpapers || Download paper |
| 2023 | Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?. (2023). Wiest, Tobias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00417-8. Full description at Econpapers || Download paper |
| 2023 | Modeling the Time Variation in Factor Exposures. (2023). Pynonen, Seppo ; Koutmos, Gregory ; Kolari, James W ; Knif, Johan. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:12:y:2023:i:2:f:12_2_2. Full description at Econpapers || Download paper |
Works by Alexander Philipov:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Multivariate Stochastic Volatility via Wishart Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 63 |
| 2007 | Momentum and Credit Rating In: Journal of Finance. [Full Text][Citation analysis] | article | 133 |
| 2005 | Bayesian Analysis of Stochastic Betas In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 55 |
| 2009 | Credit ratings and the cross-section of stock returns In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 71 |
| 2009 | Dispersion in analysts earnings forecasts and credit rating In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 48 |
| 2023 | Analyst Bias and Mispricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team