Mihail Velikov

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5601-1871

Smeal College of Business, Pennsylvania State University, University Park, Pennsylvania 16802

Publications

• Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from Federal Open Market Committee Announcements — Management Science 2024
• Zeroing In on the Expected Returns of Anomalies — Journal of Financial and Quantitative Analysis 2023
• Model Comparison with Transaction Costs — The Journal of Finance 2023
• Betting against betting against beta — Journal of Financial Economics 2022
• Show me the money: The monetary policy risk premium — Journal of Financial Economics 2020
• A Taxonomy of Anomalies and Their Trading Costs — The Review of Financial Studies 2016