Details about Denitsa Stefanova

Access statistics for papers by Denitsa Stefanova.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: pst669

Working Papers

2024

1. ESG as Protection Against Downside Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2023) View citations (1)
2. Is ESG a Sideshow? ESG Perceptions, Investment, and Firms’ Financing Decisions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
3. Nonstandard Errors
   Post-Print, HAL
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2023

4. A review on ESG investing: Investors' expectations, beliefs and perceptions
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (1)
   See also Journal Article A review on ESG investing: Investors’ expectations, beliefs and perceptions, Journal of Economic Surveys, Wiley Blackwell (2024) View citations (1) (2024)
5. Closed-end funds and discount control mechanisms
   CFS Working Paper Series, Center for Financial Studies (CFS)

2018

6. Signaling or marketing? The role of discount control mechanisms in closed-end funds
   CFS Working Paper Series, Center for Financial Studies (CFS)

2017

7. The European sovereign debt crisis: What have we learned?
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (1)
   See also Journal Article The European sovereign debt crisis: What have we learned?, Journal of Empirical Finance, Elsevier (2016) View citations (14) (2016)

2014

8. Hedge Fund Innovation
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (2)
9. The Evolving Beta-Liquidity Relationship of Hedge Funds
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
   See also Journal Article The evolving beta-liquidity relationship of hedge funds, Journal of Empirical Finance, Elsevier (2017) View citations (4) (2017)

2012

10. Stock Market Asymmetries: A Copula Diffusion
    Tinbergen Institute Discussion Papers, Tinbergen Institute

2011

11. Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
12. Market Liquidity and Exposure of Hedge Funds
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

Journal Articles

2024

1. A review on ESG investing: Investors’ expectations, beliefs and perceptions
   Journal of Economic Surveys, 2024, 38, (2), 476-502 View citations (1)
   See also Working Paper A review on ESG investing: Investors' expectations, beliefs and perceptions, CFS Working Paper Series (2023) View citations (1) (2023)
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2017

3. The evolving beta-liquidity relationship of hedge funds
   Journal of Empirical Finance, 2017, 44, (C), 286-303 View citations (4)
   See also Working Paper The Evolving Beta-Liquidity Relationship of Hedge Funds, LSF Research Working Paper Series (2014) (2014)

2016

4. The European sovereign debt crisis: What have we learned?
   Journal of Empirical Finance, 2016, 38, (PA), 363-373 View citations (14)
   See also Working Paper The European sovereign debt crisis: What have we learned?, CFS Working Paper Series (2017) View citations (1) (2017)

2015

5. Dynamic Hedging and Extreme Asset Co-movements
   The Review of Financial Studies, 2015, 28, (3), 743-790 View citations (4)