Mihail Velikov

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/mjv5465
OpenAlex	A5041057816
Works (OpenAlex)	30
Citations	1320
h-index	11
Match confidence	high-v3

Top works

• A Taxonomy of Anomalies and Their Trading Costs (2015) - Review of Financial Studies - cites: 647
• Betting Against Betting Against Beta (2018) - Journal of Financial Economics - cites: 122
• Zeroing In on the Expected Returns of Anomalies (2022) - Journal of Financial and Quantitative Analysis - cites: 120
• Show Me the Money: The Monetary Policy Risk Premium (2016) - Journal of Financial Economics - cites: 108
• Model Comparison with Transaction Costs (2023) - The Journal of Finance - cites: 101
• Comparing Cost-Mitigation Techniques (2019) - Financial Analysts Journal - cites: 51
• Liquidity Risk and Asset Pricing (2019) - Critical Finance Review - cites: 50
• A Taxonomy of Anomalies and their Trading Costs (2014) - National Bureau of Economic Research - cites: 47
• Accounting for the Anomaly Zoo: A Trading Cost Perspective (2017) - SSRN Electronic Journal - cites: 28
• AI-Powered (Finance) Scholarship (2025) - National Bureau of Economic Research - cites: 17
• Zeroing in on the Expected Returns of Anomalies (2020) - Finance and Economics Discussion Series - cites: 12
• Artificial Intelligence–Powered (Finance) Scholarship (2026) - Journal of Economic Literature - cites: 7
• The Expected Returns on Machine-Learning Strategies (2024) - SSRN Electronic Journal - cites: 5
• Assaying Anomalies (2023) - SSRN Electronic Journal - cites: 5
• AI-Powered (Finance) Scholarship (2025) - SSRN Electronic Journal - cites: 4
• Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from Federal Open Market Committee Announcements (2024) - Management Science - cites: 4
• FOMC Announcements and Predictable Returns (2014) - SSRN Electronic Journal - cites: 4
• Show me the receipts: B2B payment timeliness and expected returns (2025) - Journal of Financial Economics - cites: 3
• AI-Powered (Finance) Scholarship (2025) - SSRN Electronic Journal - cites: 2
• Oil Price Exposure and the Cross-Section of Stock Returns (2023) - The Review of Asset Pricing Studies - cites: 2
• Oil Price Exposure, Earnings Announcements, and Stock Return Predictability (2018) - SSRN Electronic Journal - cites: 2
• The Aggregated Equity Risk Premium (2025) - SSRN Electronic Journal - cites: 1
• Code for: AI-Powered (Finance) Scholarship (2026) - ICPSR Data Holdings - cites: 0
• Honest Alpha: Agentic Anomaly Discovery (2026) - SSRN Electronic Journal - cites: 0
• A Tale of Two Anomalies: Value, Momentum, and Risk Sentiment (2025) - SSRN Electronic Journal - cites: 0

Topics