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

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  


Personal:

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


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.