Mihail Velikov's repositories
AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
AnomaliesPhDModule
Resources for a PhD class module focused on anomalies.
AnomaliesPhDModule-SAFE-June-2024
Resources for a PhD class module focused on anomalies.
Chen-Velikov
Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.
Dambra-Velikov-Weber
Replication code for Dambra, Velikov, and Weber (WP, 2023), Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from FOMC Announcements
Detzel-Novy-Marx-Velikov
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
Moore-Velikov
Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns