5
H index
4
i10 index
208
Citations
University of Nebraska | 5 H index 4 i10 index 208 Citations RESEARCH PRODUCTION: 6 Articles 2 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stanislava (Stas) Nikolova. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Journal of Financial and Quantitative Analysis | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241. Full description at Econpapers || Download paper |
| 2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper |
| 2025 | Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838. Full description at Econpapers || Download paper |
| 2024 | Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981. Full description at Econpapers || Download paper |
| 2024 | Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela. In: Working Paper Series. RePEc:ecb:ecbwps:20243000. Full description at Econpapers || Download paper |
| 2025 | Gaming the test? Window-dressing and portfolio similarity around the EU-wide stress tests. (2025). Barbieri, Claudio ; Cuzzola, Angelo ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20253094. Full description at Econpapers || Download paper |
| 2025 | Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623. Full description at Econpapers || Download paper |
| 2024 | The effect of bond ownership structure on ESG performance. (2024). Salas, Jesus M ; Yang, KE ; Lee, Hye Seung ; Shen, KE. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001408. Full description at Econpapers || Download paper |
| 2024 | Industrial policy persistence and local economic performance: The role of subsidy allocation in China. (2024). Xu, Mingzhi (Jimmy) ; Wang, Xin ; Lin, Jietong. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002542. Full description at Econpapers || Download paper |
| 2025 | Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations. (2025). Galil, Koresh ; El-Al, Eli ; Gavious, Ilanit. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017161. Full description at Econpapers || Download paper |
| 2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper |
| 2025 | Rise of NBFIs and the global structural change in the transmission of market shocks. (2025). Hogen, Yoshihiko ; Shinozaki, Yuji ; Kasai, Yoshiyasu. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000488. Full description at Econpapers || Download paper |
| 2025 | Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000388. Full description at Econpapers || Download paper |
| 2025 | Transaction-level transparency and portfolio mimicking. (2025). Hagenberg, Thomas C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s0165410124000430. Full description at Econpapers || Download paper |
| 2024 | Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). Boermans, Martijn A ; van der Kroft, Bram. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212. Full description at Econpapers || Download paper |
| 2024 | When gambling for resurrection is too risky. (2024). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000451. Full description at Econpapers || Download paper |
| 2024 | Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic. (2024). Fatica, Serena ; Panzica, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001559. Full description at Econpapers || Download paper |
| 2025 | Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863. Full description at Econpapers || Download paper |
| 2025 | Life insurance convexity. (2025). Kubitza, Christian ; Grndl, Helmut ; Grochola, Nicolaus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001220. Full description at Econpapers || Download paper |
| 2024 | Individualism and bank financial structure similarity. (2024). Duan, Yuejiao ; Li, Xinming ; Guedhami, Omrane ; Zhao, Daxuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001384. Full description at Econpapers || Download paper |
| 2024 | ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815. Full description at Econpapers || Download paper |
| 2025 | Climate risk and corporate bond credit spreads. (2025). He, Feng ; Ren, Xingzi ; Wang, Yueren ; Lei, Xingfan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000324. Full description at Econpapers || Download paper |
| 2024 | Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245. Full description at Econpapers || Download paper |
| 2025 | The impact of narrative R&D disclosures on bond issuance spreads of Chinese firms. (2025). Liang, Qingwen ; Huang, Wan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004629. Full description at Econpapers || Download paper |
| 2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Fang, YI ; Yuan, Yan ; Wang, Yanru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172. Full description at Econpapers || Download paper |
| 2025 | Does government dual-target management affect local bank credit structure? Evidence from China. (2025). Ding, Lili ; Li, Shouxing ; Zhao, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007524. Full description at Econpapers || Download paper |
| 2025 | Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771. Full description at Econpapers || Download paper |
| 2024 | Anomaly Identification and Premium Mining: Evidence from Chinese Urban Construction Investment Bonds. (2024). Wang, Dong ; Li, Jiahong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09437-4. Full description at Econpapers || Download paper |
| 2024 | In the shadow of country risk: asset pricing model of emerging market corporate bonds. (2024). Vladimirova, Desislava. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00370-3. Full description at Econpapers || Download paper |
| 2024 | Fair value accounting, illiquid assets, and financial stability. (2024). Mahieux, Lucas. In: Other publications TiSEM. RePEc:tiu:tiutis:5dd826be-1379-4456-a9c2-e1ab9d259ae6. Full description at Econpapers || Download paper |
| 2024 | Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435. Full description at Econpapers || Download paper |
| 2025 | Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE White Paper Series. RePEc:zbw:safewh:321877. Full description at Econpapers || Download paper |
| 2025 | Growth of non-bank financial intermediaries, financial stability, and monetary policy. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:330175. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Leverage Expectations and Bond Credit Spreads In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 22 |
| 2022 | The Bond-Pricing Implications of Rating-Based Capital Requirements In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
| 2018 | Strategic estimation of asset fair values In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 14 |
| 2021 | Portfolio similarity and asset liquidation in the insurance industry In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 55 |
| 2020 | Portfolio Similarity and Asset Liquidation in the Insurance Industry.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2018 | Portfolio similarity and asset liquidation in the insurance industry.(2018) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2021 | Rethinking the Use of Credit Ratings in Capital Regulations: Evidence From the Insurance Industry In: The Review of Corporate Finance Studies. [Full Text][Citation analysis] | article | 5 |
| 2013 | Momentum in Corporate Bond Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 109 |
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