Mihail Velikov

Financial Economist


Contact:

Mihail Velikov 
Federal Reserve Bank of Richmond, Baltimore Branch
Address: 502 S. Sharp St, Baltimore, MD 21201
Email: mihail.velikov<at>rich.frb.org


Publications:

A Taxonomy of Anomalies and their Trading Costs (with Robert Novy-Marx), Review of Financial Studies, 2016, 29 (1): 104-147


Working Papers:

Show Me the Money: The Monetary Policy Risk Premium (with Ali Ozdagli), 2016  


Work in Progress:

Another Look at the Asset Pricing Implications of Liquidity Risk (with Hongtao Li and Robert Novy-Marx

Investor Clienteles and Asset Pricing Anomalies (with David Lesmond), 2015  


Personal:

My wife,  Delina Agnosteva, will be on the 2016/2017 academic job market.


Disclaimer:

 The views expressed on this website are mine and do not necessarily reflect the position of the Federal Reserve Bank of Richmond or the Federal Reserve System.