Gergana Jostova: Research

Research

Link to my SSRN author page

Publications

Credit Ratings and the Cross-Section of Stock Returns

with Doron Avramov , Tarun Chordia, and Alex Philipov

Journal of Financial Markets

, 2009, Vol. 12, p. 469-499.

Dispersion in Analysts' Earnings Forecasts and Credit Rating

with Doron Avramov , Tarun Chordia, and Alex Philipov

Journal of Financial Economics

, 2009, Vol. 91, p. 83-101.

Momentum and Credit Rating (with Doron Avramov , Tarun Chordia, and Alex Philipov)

Journal of Finance 2007, Vol. 62, No. 5, p. 2503-2520.

Understanding Changes in Corporate Credit Spreads (with Doron Avramov and Alex Philipov)

Financial Analysts Journal 2007 (March/April), Vol. 63, No. 2, p. 90-105.

Predictability in Emerging Sovereign Debt Markets

Journal of Business 2006, Vol. 79, No. 2, p. 527-565.

Bayesian Analysis of Stochastic Betas (with Alex Philipov)

Journal of Financial and Quantitative Analysis 2005, Vol. 40, No. 4, p.747-778.

Working Papers
Determinants of Corporate Bond Trading Activity,

with Edith Hotchkiss