velikov-mihail

Penn State UniversityState College, PA

Pinned Repositories

AnomaliesPhDModule
Resources for a PhD class module focused on anomalies.
13 2 03
AnomaliesPhDModule-SAFE-June-2024
Resources for a PhD class module focused on anomalies.
Language:MATLAB22
AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Language:MATLAB28 1 08
Chen-Velikov
Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.
Language:MATLAB1 1 03
Dambra-Velikov-Weber
Replication code for Dambra, Velikov, and Weber (WP, 2023), Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from FOMC Announcements
Language:MATLAB1 1 00
Detzel-Novy-Marx-Velikov
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
Language:MATLAB1 1 03
Moore-Velikov
Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns
Language:MATLAB1 2 01

velikov-mihail/AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Language:MATLAB28 1 08
velikov-mihail/AnomaliesPhDModule
Resources for a PhD class module focused on anomalies.
13 2 03
velikov-mihail/AnomaliesPhDModule-SAFE-June-2024
Resources for a PhD class module focused on anomalies.
Language:MATLAB22
velikov-mihail/Chen-Velikov
Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.
Language:MATLAB1 1 03
velikov-mihail/Dambra-Velikov-Weber
Replication code for Dambra, Velikov, and Weber (WP, 2023), Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from FOMC Announcements
Language:MATLAB1 1 00
velikov-mihail/Detzel-Novy-Marx-Velikov
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
Language:MATLAB1 1 03
velikov-mihail/Moore-Velikov
Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns
Language:MATLAB1 2 01