Ralitsa Petkova

Ralitsa Petkova

Case Western Reserve University - Cleveland / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 900098
Case Western Reserve University CWRU
person_outline Ralitsa Petkova's MOST POPULAR ARTICLES
1-) Do the Fama–French factors proxy for innovations in predictive variables?R PetkovaThe Journal of Finance 61 (2), 581-612, 20069092006
2-) Is value riskier than growth?R Petkova, L ZhangJournal of Financial Economics 78 (1), 187-202, 20059072005
3-) Does idiosyncratic volatility proxy for risk exposure?Z Chen, R PetkovaThe Review of Financial Studies 25 (9), 2745-2787, 20122372012
4-) The expected value premiumL Chen, R Petkova, L ZhangJournal of Financial Economics 87 (2), 269-280, 20081872008
5-) Correlation riskCNV Krishnan, R Petkova, P RitchkenJournal of Empirical Finance 16 (3), 353-367, 20091512009