A taxonomy of anomalies and their trading costs R Novy-Marx, M Velikov Review of Financial Studies 29 (1), 104-147, 2016 | 702 | 2016 |
Betting against betting against beta R Novy-Marx, M Velikov Journal of Financial Economics 143 (1), 80-106, 2022 | 118 | 2022 |
Zeroing in on the Expected Returns of Anomalies AY Chen, M Velikov Journal of Financial and Quantitative Analysis 58 (3), 968-1004, 2023 | 107* | 2023 |
Show Me the Money: The Monetary Policy Risk Premium A Ozdagli, M Velikov Journal of Financial Economics 135 (2), 320-339, 2020 | 77 | 2020 |
Model comparison with transaction costs A Detzel, R Novy-Marx, M Velikov The Journal of Finance 78 (3), 1743-1775, 2023 | 66* | 2023 |
Liquidity risk and asset pricing H Li, R Novy-Marx, M Velikov Critical Finance Review 8 (1-2), 223-255, 2019 | 34 | 2019 |
Comparing Cost-Mitigation Techniques R Novy-Marx, M Velikov Financial Analysts Journal 75 (1), 85-102, 2019 | 32 | 2019 |
Assaying anomalies R Novy-Marx, M Velikov Available at SSRN 4338007, 2024 | 10 | 2024 |
Oil price exposure and the cross section of stock returns J Moore, M Velikov Available at SSRN 3164353, 2020 | 3* | 2020 |
Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from Federal Open Market Committee Announcements M Dambra, M Velikov, J Weber Management Science, 2024 | 2* | 2024 |
Peer Momentum E Misirli, D Scida, M Velikov Available at SSRN 3747402, 2021 | 2 | 2021 |
FOMC Announcements and Predictable Returns M Velikov Available at SSRN 2538707, 2014 | 2 | 2014 |
Show Me the Receipts: B2B Payment Timeliness and Expected Returns P Lieberman, A Mihov, A Naranjo, M Velikov Available at SSRN 4476935, 2024 | 1 | 2024 |
The Expected Returns on Machine-Learning Strategies V Azevedo, C Hoegner, M Velikov Available at SSRN, 2023 | | 2023 |