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Extrapolative beliefs about Bitcoin returns
Petkova, Ralitsa - In: Finance research letters 56 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014473651
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The expected value premium
Chen, Long; Petkova, Ralitsa; Zhang, Lu - 2006
Persistent link: https://www.econbiz.de/10003321567
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An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa - 2003
Persistent link: https://www.econbiz.de/10003385465
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Correlation risk
Krishnan, C. N. V.; Petkova, Ralitsa; Ritchken, Peter H. - In: Journal of empirical finance 16 (2009) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10003856774
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The expected value premium
Chen, Long; Petkova, Ralitsa; Zhang, Lu - In: Journal of financial economics 87 (2008) 2, pp. 269-280
Persistent link: https://www.econbiz.de/10003629037
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The expected value premium
Chen, Long (contributor); Petkova, Ralitsa (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003746219
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Does idiosyncratic volatility proxy for risk exposure?
Chen, Zhanhui; Petkova, Ralitsa - In: The review of financial studies 25 (2012) 9, pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197
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Do the Fama-French factors proxy for innovations in predictive variables?
Petkova, Ralitsa - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 581-612
Persistent link: https://www.econbiz.de/10003305096
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Is value riskier than growth?
Petkova, Ralitsa; Zhang, Lu - In: Journal of financial economics 78 (2005) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
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Market-wide Misvaluation and the Value Premium
Cassella, Stefano; Chen, Zhaojing; Gulen, Huseyin; … - 2021
We show that the magnitude of the value premium over 1968-2018 is conditional on states of aggregate market-wide misvaluation. The value premium is 3.42% per month following market-wide undervaluation and 1.70% per month following market-wide overvaluation. When the aggregate market is neither...
Persistent link: https://www.econbiz.de/10013222336