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    High short interest effect and aggregate volatility risk 

    Barinov, Alexander; Wu, Julie (University of Georgia, 2013-07)
    We propose a risk-based firm-type explanation on why stocks of firms with high relative short interest (RSI) have lower future returns. We argue that these firms have negative alphas because they are a hedge against expected ...
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    Firm complexity and post-earnings-announcement drift 

    Barinov, Alexander; Park, Shawn Saeyeul; Yildizhan, Celim (University of Georgia, 2013-11)
    The paper shows that the post-earnings-announcement drift is stronger for conglomerates, despite conglomerates being larger, more liquid, and more actively researched by investors. We attribute this finding to slower ...
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    Stocks with extreme past returns: Lotteries or insurance? 

    Barinov, Alexander (University of Georgia, 2013-10)
    The paper shows that lottery-like stocks are hedges against unexpected increases in market volatility. The loading on the aggregate volatility risk factor explains low returns to stocks with high maximum returns in the ...

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    Author
    Barinov, Alexander (3)
    Park, Shawn Saeyeul (1)Wu, Julie (1)Yildizhan, Celim (1)Date Issued
    2013 (3)
    Has File(s)Yes (3)

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