Victoria Atanasov

University of Mannheim

Universitaetsbibliothek Mannheim

Zeitschriftenabteilung

Mannheim, 68131

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

797

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Consumption Fluctuations and Expected Returns

Journal of Finance, Forthcoming
Number of pages: 86 Posted: 11 Jan 2018 Last Revised: 08 Aug 2019
Victoria Atanasov, Stig Vinther Møller and Richard Priestley
University of Mannheim, Aarhus University - CREATES and Norwegian Business School
Downloads 274 (136,639)
Citation 7

Abstract:

Loading...

consumption fluctuations, marginal utility, stock returns, predictability.

2.

The Factor Structure of Time-Varying Discount Rates

Number of pages: 77 Posted: 27 Nov 2015 Last Revised: 27 Jul 2017
Victoria Atanasov, Ilan Cooper, Richard Priestley and Junhua Zhong
University of Mannheim, BI Norwegian Business School, Norwegian Business School and Donbei University of Finance and Economics
Downloads 217 (171,063)
Citation 1

Abstract:

Loading...

Discount rates, risk factors, term structure of equity risk premium

3.

The Size Effect in Value and Momentum Factors: Implications for the Cross-Section of International Stock Returns

Tinbergen Institute Discussion Paper 13-180/IV/DSF66
Number of pages: 36 Posted: 09 Nov 2013 Last Revised: 22 Jun 2014
Victoria Atanasov and Thomas Nitschka
University of Mannheim and Swiss National Bank
Downloads 175 (207,820)
Citation 1

Abstract:

Loading...

International stock returns, Size, Value, Momentum

4.

Currency Excess Returns and Global Downside Market Risk

Number of pages: 34 Posted: 12 Jun 2012 Last Revised: 31 Jan 2014
Victoria Atanasov and Thomas Nitschka
University of Mannheim and Swiss National Bank
Downloads 131 (263,415)
Citation 5

Abstract:

Loading...

CAPM, downside risk, exchange rate, forward premium puzzle, uncovered interest rate parity, upside risk