Mihail Velikov

Financial Economist


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


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

Working Papers:

Liquidity Risk and Asset Pricing  (with Hongtao Li and Robert Novy-Marx), 2017

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

Work in Progress:

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


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


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.