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

Liquidity Risk and Asset Pricing  (with Hongtao Li and Robert Novy-Marx), Critical Finance Review, Conditionally Accepted

Working Papers:

Accounting for the Anomaly Zoo: A Trading Cost Perspective (with Andrew Chen), 2017  

Show Me the Money: The Monetary Policy Risk Premium (with Ali Ozdagli), 2017 

FOMC Announcements and Predictable Returns, 2017

Work in Progress:

Comparing Cost-Mitigation Techniques (with Robert Novy-Marx), 2017  

Are Equity Investors Slow to Incorporate Information about Oil Prices? (with Jordan Moore), 2017  


My wife,  Delina Agnosteva, is an Assistant Professor of Economics at Towson University.


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.