Ralitsa Petkova

Oldham Council — United Kingdom

Economics, Econometrics and Finance · Social Sciences

13h-index2.2kcitations27works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(20), Financial Reporting and Valuation Research(6), Financial Risk and Volatility Modeling(5), Market Dynamics and Volatility(5), Complex Systems and Time Series Analysis(4)

Publications27 total

Extrapolative beliefs about Bitcoin returns
Finance research letters·2023· 3 cited
Extrapolative Beliefs About Bitcoin Returns
SSRN Electronic Journal·2023Open Access
Extrapolators at the Gate: Market-wide Misvaluation and the Value Premium
SSRN Electronic Journal·2020· 5 citedOpen Access
Absolute Strength: Exploring Momentum in Stock Returns
SSRN Electronic Journal·2015· 13 citedOpen Access
Does Idiosyncratic Volatility Proxy for Risk Exposure?
Review of Financial Studies·2012· 218 cited
Momentum and Aggregate Default Risk
SSRN Electronic Journal·2012· 6 citedOpen Access
Momentum, Shareholder Recovery, and Time-Varying Aggregate Default Risk
SSRN Electronic Journal·2011Open Access
Analyzing the Time-Varying Stock Market Risk-Return Relation
SSRN Electronic Journal·2011· 1 citedOpen Access
The Volatility of Liquidity and Expected Stock Returns
SSRN Electronic Journal·2011· 28 citedOpen Access
The Time-Varying Liquidity Risk of Value and Growth Stocks
SSRN Electronic Journal·2010· 19 citedOpen Access
Does Idiosyncratic Volatility Proxy for Risk Exposure?
SSRN Electronic Journal·2010· 19 citedOpen Access
Why are Momentum Profits Procyclical?
SSRN Electronic Journal·2010Open Access
Financial Economics, The Cross-Section of Stock Returns and the Fama-French Three Factor Model
Encyclopedia of Complexity and Systems Science·2009
Financial Economics, The Cross-Section of Stock Returns and the Fama-French Three Factor Model
2009· 1 cited
Correlation risk
Journal of Empirical Finance·2008· 86 cited
Correlation Risk
SSRN Electronic Journal·2008· 1 citedOpen Access
The expected value premium☆
Journal of Financial Economics·2007· 114 cited
OP23.07: Rate and possible risk factors for levator ani muscle trauma in primiparae after term vaginal birth
Ultrasound in Obstetrics and Gynecology·2007· 1 cited
OP23.05: Post‐procedure 3D transperineal ultrasound evaluation of tension‐free vaginal tape placement
Ultrasound in Obstetrics and Gynecology·2007Open Access
Postpartum evaluation of the anal sphincter by transperineal three‐dimensional ultrasound in primiparous women after vaginal delivery and following surgical repair of third‐degree tears by the overlapping technique
Ultrasound in Obstetrics and Gynecology·2007· 75 cited
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Frequent Co-authors

C. N. V. Krishnan(4), Lu Zhang(3), Zhanhui Chen(3), Peter Ritchken(3), D. V. Valsky(3), Simcha Yagel(3), D. Rosenak(2), Ferhat Akbas(2), Long Chen(2), Huseyin Gulen(2), Arvind Mahajan(2), Alex Petkevich(2), L.‐W. Antony Chen(1), B. Messing(1), S. Savchev(1), D. Hochner‐Celnikier(1), Will J. Armstrong(1), Lu Zhang(1), Ekkehart Boehmer(1), Egemen Genç(1)