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Ralitsa Petkova
Ralitsa Petkova
Verified email at case.edu
Title
Cited by
Cited by
Year
Do the Fama–French factors proxy for innovations in predictive variables?
R Petkova
The Journal of Finance 61 (2), 581-612, 2006
9102006
Is value riskier than growth?
R Petkova, L Zhang
Journal of Financial Economics 78 (1), 187-202, 2005
9082005
Does idiosyncratic volatility proxy for risk exposure?
Z Chen, R Petkova
The Review of Financial Studies 25 (9), 2745-2787, 2012
2732012
The expected value premium
L Chen, R Petkova, L Zhang
Journal of Financial Economics 87 (2), 269-280, 2008
1832008
Correlation risk
CNV Krishnan, R Petkova, P Ritchken
Journal of Empirical Finance 16 (3), 353-367, 2009
1482009
The time-varying liquidity risk of value and growth stocks
F Akbas, E Boehmer, E Genc, R Petkova
Available at SSRN 1572763, 2010
312010
The volatility of liquidity and expected stock returns
F Akbas
Texas A&M University, 2011
232011
Idiosyncratic volatility of liquidity and expected stock returns
F Akbas, WJ Armstrong, R Petkova
Semantic Scholar, 2011
222011
Absolute strength: Exploring momentum in stock returns
H Gulen, R Petkova
Available at SSRN 2638004, 2018
202018
The volatility of liquidity and expected stock returns
R Petkova, F Akbas, WJ Armstrong
Available at SSRN 1786991, 2011
162011
Momentum and aggregate default risk
A Mahajan, A Petkevich, R Petkova
Mays Business School Research Paper, 2012
92012
Extrapolators at the gate: Market-wide misvaluation and the value premium
S Cassella, Z Chen, H Gulen, R Petkova
Available at SSRN 3705481, 2022
72022
The price of correlation risk
CNV Krishnan, R Petkova, P Ritchken
Working paper, Case Western Reserve University, 2006
42006
Financial Economics, The Cross-Section of Stock Returns and the Fama-French Three Factor Model
R Petkova
Complex Systems in Finance and Econometrics, 2011
22011
The Pricing of Stock-Bond Correlation Risk
CNV Krishnan, R Petkova, P Ritchken
working paper, 2009
22009
The Price of Bond Market-Stock Market Correlation Risk
CNV Krishnan, R Petkova, PH Ritchken
Available at SSRN 687285, 2005
22005
Extrapolative beliefs about Bitcoin returns
R Petkova
Finance Research Letters 56, 104069, 2023
12023
Does idiosyncratic volatility proxy for risk exposure?
R Petkova, Z Chen
12012
Is the Time-Varying Risk-Return Relation Positive
C Krishnan, R Petkova
Unpublished Working Paper, Texas A&M University, 2009
12009
An empirical investigation of the book-to-market and size effects
RG Petkova
University of Rochester, 2003
12003
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Articles 1–20