Alexander Philipov
Alexander Philipov
Associate Professor of Finance, George Mason University School of Business
Verified email at gmu.edu - Homepage
TitleCited byYear
Momentum and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
The Journal of Finance 62 (5), 2503-2520, 2007
3992007
Anomalies and financial distress
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 108 (1), 139-159, 2013
2472013
Credit ratings and the cross-section of stock returns
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Markets 12 (3), 469-499, 2009
2242009
Understanding changes in corporate credit spreads
D Avramov, G Jostova, A Philipov
Financial Analysts Journal 63 (2), 90-105, 2007
1952007
Dispersion in analysts’ earnings forecasts and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 91 (1), 83-101, 2009
1862009
Momentum in corporate bond returns
G Jostova, S Nikolova, A Philipov, CW Stahel
The Review of Financial Studies 26 (7), 1649-1693, 2013
1722013
Bayesian analysis of stochastic betas
G Jostova, A Philipov
Journal of Financial and Quantitative Analysis 40 (4), 747-778, 2005
1362005
Multivariate stochastic volatility via Wishart processes
A Philipov, ME Glickman
Journal of Business & Economic Statistics 24 (3), 313-328, 2006
1252006
Factor multivariate stochastic volatility via Wishart processes
A Philipov, ME Glickman
Econometric Reviews 25 (2-3), 311-334, 2006
592006
Corporate credit risk changes: common factors and firm-level fundamentals
D Avramov, G Jostova, A Philipov
AFA 2005 Philadelphia Meetings, 2006
532006
The world price of credit risk
D Avramov, T Chordia, G Jostova, A Philipov
The Review of Asset Pricing Studies 2 (2), 112-152, 2012
262012
Analyst bias and mispricing
M Grinblatt, G Jostova, A Philipov
7th Miami Behavioral Finance Conference, 2016
162016
Style and skill: hedge funds, mutual funds, and momentum
M Grinblatt, G Jostova, L Petrasek, A Philipov
Mutual Funds, and Momentum (July 16, 2016), 2016
132016
Bonds, stocks, and sources of mispricing
D Avramov, T Chordia, G Jostova, A Philipov
George Mason University School of Business Research Paper, 2019
92019
Understanding corporate credit risk changes
D Avramov, J Gergana, A Philipov
Financial Analysts Journal 63, 90-105, 2007
82007
Analysts’ forecast bias and the overpricing of high credit risk stocks
M Grinblatt, G Jostova, A Philipov
UCLA Anderson School of Management, 2014
32014
Explaining (Some) Anomalies: The Role of Analyst Bias
M Grinblatt, G Jostova, A Philipov
Available at SSRN 2653666, 2018
22018
Asset-Pricing Anomalies and Financial Distress
D Avramov, T Chordia, G Jostova, A Philipov
Review of Financial Studies, 2009
22009
Shorting Fees, Private Information, and Equity Mispricing
BJ Henderson, G Jostova, A Philipov
Working Paper, 2017
12017
Analysts’ forecast bias and the mispricing of high credit risk stocks
M Grinblatt, G Jostova, A Philipov
Available at SSRN 2653666, 2014
12014
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