Details about Denitsa Stefanova

Access statistics for papers by Denitsa Stefanova.

Last updated 2026-06-09. Update your information in the RePEc Author Service.

Short-id: pst669

Working Papers

2025

1. Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2024

2. ESG as Protection Against Downside Risk
   CEPR Discussion Papers, Centre for Economic Policy Research
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2023) View citations (4)
3. Is ESG a Sideshow? ESG Perceptions, Investment, and Firms’ Financing Decisions
   CEPR Discussion Papers, Centre for Economic Policy Research
4. Nonstandard Errors
   Post-Print, HAL View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (5)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024) View citations (3)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Post-Print, HAL (2024) View citations (3)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (21) (2024)
5. The Costs of Being Sustainable
   CEPR Discussion Papers, Centre for Economic Policy Research

2023

6. A review on ESG investing: Investors' expectations, beliefs and perceptions
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (4)
   See also Journal Article A review on ESG investing: Investors’ expectations, beliefs and perceptions, Journal of Economic Surveys, Wiley Blackwell (2024) View citations (17) (2024)
7. Closed-end funds and discount control mechanisms
   CFS Working Paper Series, Center for Financial Studies (CFS)

2018

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

2017

9. 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 (16) (2016)

2014

10. Hedge Fund Innovation
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (2)
11. 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 (5) (2017)

2012

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

2011

13. Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
14. 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 (17)
   See also Working Paper A review on ESG investing: Investors' expectations, beliefs and perceptions, CFS Working Paper Series (2023) View citations (4) (2023)
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (21)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (5) (2024)

2017

3. The evolving beta-liquidity relationship of hedge funds
   Journal of Empirical Finance, 2017, 44, (C), 286-303 View citations (5)
   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 (16)
   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)