Mihail Velikov (velikov-mihail)

velikov-mihail

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Company:Penn State University

Location:State College, PA

Home Page:http://velikov.simon.rochester.edu

Twitter:@VelikovMihail

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Mihail Velikov's repositories

AssayingAnomalies

MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)

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AnomaliesPhDModule

Resources for a PhD class module focused on anomalies.

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Chen-Velikov

Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.

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Dambra-Velikov-Weber

Replication code for Dambra, Velikov, and Weber (WP, 2023), Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from FOMC Announcements

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Detzel-Novy-Marx-Velikov

Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.

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Moore-Velikov

Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns

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