Details about Stanislava (Stas) Nikolova

Access statistics for papers by Stanislava (Stas) Nikolova.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pni263

Working Papers

2020

1. Portfolio Similarity and Asset Liquidation in the Insurance Industry
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (11)
   Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2018) View citations (17)
   See also Journal Article Portfolio similarity and asset liquidation in the insurance industry, Journal of Financial Economics, Elsevier (2021) View citations (26) (2021)

Journal Articles

2022

1. The Bond-Pricing Implications of Rating-Based Capital Requirements
   Journal of Financial and Quantitative Analysis, 2022, 57, (6), 2177-2207 View citations (1)

2021

2. Portfolio similarity and asset liquidation in the insurance industry
   Journal of Financial Economics, 2021, 142, (1), 69-96 View citations (26)
   See also Working Paper Portfolio Similarity and Asset Liquidation in the Insurance Industry, Working Papers (2020) View citations (11) (2020)
3. Rethinking the Use of Credit Ratings in Capital Regulations: Evidence From the Insurance Industry
   (Causes of the financial crisis)
   The Review of Corporate Finance Studies, 2021, 10, (2), 347-401 View citations (5)

2018

4. Strategic estimation of asset fair values
   Journal of Accounting and Economics, 2018, 66, (1), 25-45 View citations (13)

2013

5. Momentum in Corporate Bond Returns
   The Review of Financial Studies, 2013, 26, (7), 1649-1693 View citations (105)

2012

6. Leverage Expectations and Bond Credit Spreads
   Journal of Financial and Quantitative Analysis, 2012, 47, (4), 689-714 View citations (20)