Mihail Velikov

    • 77 Citations
    • 1 h-Index
    20162020
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    Fingerprint Dive into the research topics where Mihail Velikov is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    Mitigation Business & Economics
    Transaction costs Business & Economics
    Trading costs Business & Economics
    Turnover Business & Economics
    Risk premium Business & Economics
    Taxonomy Business & Economics
    Profitability Business & Economics
    Monetary policy Business & Economics

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    Research Output 2016 2020

    • 77 Citations
    • 1 h-Index
    • 3 Article

    Comparing Cost-Mitigation Techniques

    Novy-Marx, R. & Velikov, M., Feb 1 2019, In : Financial Analysts Journal. 75, 1, p. 85-102 18 p.

    Research output: Contribution to journalArticle

    Costs
    Mitigation
    Rebalancing
    Transaction costs
    Efficacy

    Show me the money: The monetary policy risk premium

    Ozdagli, A. & Velikov, M., Jan 1 2019, (Accepted/In press) In : Journal of Financial Economics. 135, 2, p. 320-339 20 p.

    Research output: Contribution to journalArticle

    Monetary policy
    Risk premium
    Economic shocks
    Hedge
    Firm characteristics
    77 Citations (Scopus)

    A Taxonomy of Anomalies and Their Trading Costs

    Novy-Marx, R. & Velikov, M., Jan 1 2016, In : Review of Financial Studies. 29, 1, p. 104-147 44 p.

    Research output: Contribution to journalArticle

    Profitability
    Transaction costs
    Turnover
    Trading costs
    Taxonomy