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Aggregate volatility risk : explaining the small growth anomaly and the new issues puzzle

Barinov, Alexander - In: The journal of corporate finance : contracting, … 18 (2012) 4, pp. 763-781

Persistent link: https://www.econbiz.de/10009581216

Turnover : liquidity or uncertainty?

Barinov, Alexander - In: Management science : journal of the Institute for … 60 (2014) 10, pp. 2478-2495

Persistent link: https://www.econbiz.de/10010461871

Analyst disagreement and aggregate volatility risk

Barinov, Alexander - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1877-1900

Persistent link: https://www.econbiz.de/10010388244

Stocks with extreme past returns : lotteries or insurance?

Barinov, Alexander - In: Journal of financial economics 129 (2018) 3, pp. 458-478

Persistent link: https://www.econbiz.de/10011982283

Institutional ownership and aggregate volatility risk

Barinov, Alexander - In: Journal of empirical finance 40 (2017), pp. 20-38

Persistent link: https://www.econbiz.de/10011744414

Stock liquidity and issuing activity

Barinov, Alexander - In: The Quarterly Journal of Finance : QJF 12 (2022) 3, pp. 1-43

Persistent link: https://www.econbiz.de/10014234570

Profitability anomaly and aggregate volatility risk

Barinov, Alexander - In: Journal of financial markets 64 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014466100

ESTIMATING THE COST OF EQUITY CAPITAL FOR INSURANCE FIRMS WITH MULTIPERIOD ASSET PRICING MODELS

Barinov, Alexander; Xu, Jianren; Pottier, Steven W. - In: Journal of Risk and Insurance (2018)

Persistent link: https://www.econbiz.de/10012094567

Why does higher variability of trading activity predict lower expected returns?

Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470

Persistent link: https://www.econbiz.de/10011544044

Why Does Higher Variability of Trading Activity Predict Lower Expected Returns?

Barinov, Alexander - 2015

The paper shows that controlling for the aggregate volatility risk factor eliminates the puzzling negative relation between variability of trading activity and future abnormal returns. I also find that variability of other measures of liquidity and liquidity risk is largely unrelated to expected...

Persistent link: https://www.econbiz.de/10013038610