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



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Richmond Fed


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, Forthcoming

Comparing Cost-Mitigation Techniques (with Robert Novy-Marx), Financial Analysts Journal, Forthcoming

Show Me the Money: The Monetary Policy Risk Premium (with Ali Ozdagli), Journal of Financial Economics, Forthcoming

Working Papers:

Betting Against Betting Against Beta (with Robert Novy-Marx), 2018

Accounting for the Anomaly Zoo: A Trading Cost Perspective (with Andrew Chen), 2018

Oil Price Exposure, Earnings Announcements, and Stock Return Predictability (with Jordan Moore), 2018

FOMC Announcements and Predictable Returns, 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.