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Alexander Philipov · Study
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Author
Alexander Philipov
12 works
· latest 2016
· 3 institutions
cluster: provisional
ORCID 0009-0006-1411-0341
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12
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12
Citations
2,074
Works here
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16
Most cited in this library
Momentum and Credit Rating
2007 · 412 citations
Momentum in Corporate Bond Returns
2013 · 318 citations
Anomalies and financial distress
2012 · 313 citations
Credit ratings and the cross-section of stock returns
2009 · 218 citations
Dispersion in analysts’ earnings forecasts and credit rating
2008 · 206 citations
Works
12 shown
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
Management Science
·
2016
·
4 authors
·
Open access
67
citations
Momentum in Corporate Bond Returns
Review of Financial Studies
·
2013
·
4 authors
318
citations
The World Price of Credit Risk
The Review of Asset Pricing Studies
·
2012
·
4 authors
43
citations
Anomalies and financial distress
Journal of Financial Economics
·
2012
·
4 authors
313
citations
Anomalies and Financial Distress
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
30
citations
Credit ratings and the cross-section of stock returns
Journal of Financial Markets
·
2009
·
4 authors
·
Open access
218
citations
Dispersion in analysts’ earnings forecasts and credit rating
Journal of Financial Economics
·
2008
·
4 authors
·
Open access
206
citations
Momentum and Credit Rating
The Journal of Finance
·
2007
·
4 authors
·
Open access
412
citations
Understanding Changes in Corporate Credit Spreads
Financial Analysts Journal
·
2007
·
3 authors
167
citations
Factor Multivariate Stochastic Volatility via Wishart Processes
Econometric Reviews
·
2006
·
2 authors
52
citations
Multivariate Stochastic Volatility via Wishart Processes
Journal of Business and Economic Statistics
·
2006
·
2 authors
·
Open access
115
citations
Bayesian Analysis of Stochastic Betas
Journal of Financial and Quantitative Analysis
·
2005
·
2 authors
·
Open access
133
citations