Details about Andreas Milidonis

Access statistics for papers by Andreas Milidonis.

Last updated 2021-06-01. Update your information in the RePEc Author Service.

Short-id: pmi523

Working Papers

2019

1. Corporate Pension Plan Funding Levels and Pension Assumptions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2018

2. What Is the Impact of Successful Cyberattacks on Target Firms?
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (16)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (13)

2015

3. Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry
   Working Papers on Finance, University of St. Gallen, School of Finance

2013

4. An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (4)
   See also Journal Article An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings, Journal of Corporate Finance, Elsevier (2019) View citations (6) (2019)

2012

5. Sovereign Debt Rating Changes and the Stock Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (10)

Journal Articles

2021

1. National Culture and Bank Deposits
   Review of Corporate Finance, 2021, 1, (1-2), 181-221 View citations (3)
2. Risk management, firm reputation, and the impact of successful cyberattacks on target firms
   Journal of Financial Economics, 2021, 139, (3), 719-749 View citations (56)

2019

3. An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings
   Journal of Corporate Finance, 2019, 59, (C), 88-118 View citations (6)
   See also Working Paper An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings, Working Papers (2013) View citations (4) (2013)
4. CEO Inside Debt and Risk Taking: Evidence From Property–Liability Insurance Firms
   Journal of Risk & Insurance, 2019, 86, (2), 451-477 View citations (13)
5. National culture and bank risk-taking
   Journal of Financial Stability, 2019, 40, (C), 132-143 View citations (66)
6. Private information in currency markets
   Journal of Financial Economics, 2019, 131, (3), 643-665 View citations (17)

2018

7. Actuarial Independence and Managerial Discretion
   Journal of Risk & Insurance, 2018, 85, (4), 1055-1082 View citations (7)
8. The cross-section of expected stock returns in the property/liability insurance industry
   Journal of Banking & Finance, 2018, 96, (C), 292-321 View citations (2)

2017

9. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
   Journal of Risk & Insurance, 2017, 84, (S1), 495-514
   Also in Journal of Risk & Insurance, 2017, 84, (S1), 515-532 (2017)

2016

10. An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model
    North American Actuarial Journal, 2016, 20, (3), 252-275

2015

11. Impact of fuel-dependent electricity retail charges on the value of net-metered PV applications in vertically integrated systems
    Energy Policy, 2015, 79, (C), 150-160 View citations (4)
12. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
    Journal of Financial Economics, 2015, 116, (3), 526-547 View citations (33)

2014

13. Managerial Incentives, Risk Aversion, and Debt
    Journal of Financial and Quantitative Analysis, 2014, 49, (2), 453-481 View citations (28)

2013

14. Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings
    Journal of Banking & Finance, 2013, 37, (9), 3716-3732 View citations (9)

2012

15. Cypriot Mortality and Pension Benefits
    Cyprus Economic Policy Review, 2012, 6, (2), 59-66

2011

16. Do U.S. Insurance Firms Offer the “Wrong” Incentives to Their Executives?
    Journal of Risk & Insurance, 2011, 78, (3), 643-672 View citations (7)
17. Mortality Regimes and Pricing
    North American Actuarial Journal, 2011, 15, (2), 266-289 View citations (34)

2008

18. Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida1
    ASTIN Bulletin, 2008, 38, (1), 13-51 View citations (7)

2007

19. Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models
    North American Actuarial Journal, 2007, 11, (4), 42-60 View citations (2)