Details about Alexander Philipov

Access statistics for papers by Alexander Philipov.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pph63

Working Papers

2023

1. Analyst Bias and Mispricing
   NBER Working Papers, National Bureau of Economic Research, Inc

Journal Articles

2009

1. Credit ratings and the cross-section of stock returns
   Journal of Financial Markets, 2009, 12, (3), 469-499 View citations (72)
2. Dispersion in analysts' earnings forecasts and credit rating
   Journal of Financial Economics, 2009, 91, (1), 83-101 View citations (53)

2007

3. Momentum and Credit Rating
   Journal of Finance, 2007, 62, (5), 2503-2520 View citations (141)

2006

4. Multivariate Stochastic Volatility via Wishart Processes
   Journal of Business & Economic Statistics, 2006, 24, 313-328 View citations (65)

2005

5. Bayesian Analysis of Stochastic Betas
   Journal of Financial and Quantitative Analysis, 2005, 40, (4), 747-778 View citations (56)