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Publications

by members of

Department of Finance
College of Business and Economics
West Virginia University
Morgantown, West Virginia (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2020

  1. Mugabe, Douglas & Elbakidze, Levan & Zaynutdinova, Gulnara, 2020. "Investments of publicly traded versus privately held firms: evidence from stranded growth options in the U.S. shale gas industry," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304361, Agricultural and Applied Economics Association.

2019

  1. Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2019. "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility," MPRA Paper 111037, University Library of Munich, Germany.

2016

  1. Elbakidze, Levan & Zaynutdinova, Gulnara, 2016. "Substitution in electricity generation: A state level analysis of structural change from hydraulic fracturing technology," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235780, Agricultural and Applied Economics Association.

2015

  1. Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015. "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics 881, Boston College Department of Economics, revised 29 Jul 2015.

2013

  1. Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013. "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics 834, Boston College Department of Economics, revised 01 Jun 2015.

Undated

  1. Felix Munoz-Garcia & Gulnara Zaynutdinova, "undated". "Unobserved Capacity Constraints and Entry Deterrence," Working Papers 2011-5, School of Economic Sciences, Washington State University.

Journal articles

2023

  1. George J. Jiang & Tong Yao & Gulnara R. Zaynutdinova, 2023. "The effect of investor service costs on mutual fund performance," The Financial Review, Eastern Finance Association, vol. 58(1), pages 91-115, February.

2022

  1. Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R., 2022. "When does the fed care about stock prices?," Journal of Banking & Finance, Elsevier, vol. 142(C).
  2. Sultan Alturki & Alexander Kurov, 2022. "Market inefficiencies surrounding energy announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 172-188, January.
  3. Chen Gu & Xu Guo & Alexander Kurov & Raluca Stan, 2022. "The information content of the volatility index options trading volume," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1721-1737, September.
  4. Baig, Ahmed & DeLisle, R. Jared & Zaynutdinova, Gulnara R., 2022. "Index mutual fund ownership and financial reporting quality," Research in International Business and Finance, Elsevier, vol. 62(C).

2021

  1. Kurov, Alexander & Wolfe, Marketa Halova & Gilbert, Thomas, 2021. "The disappearing pre-FOMC announcement drift," Finance Research Letters, Elsevier, vol. 40(C).
  2. Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
  3. DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021. "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, vol. 125(C).

2020

  1. Gu, Chen & Kurov, Alexander, 2020. "Informational role of social media: Evidence from Twitter sentiment," Journal of Banking & Finance, Elsevier, vol. 121(C).
  2. R. Jared DeLisle & H. Zafer Yüksel & Gulnara R. Zaynutdinova, 2020. "What'S In A Name? A Cautionary Tale Of Profitability Anomalies And Limits To Arbitrage," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(2), pages 305-344, May.
  3. Chen, Ruiyuan (Ryan) & Guedhami, Omrane & Yang, Yang & Zaynutdinova, Gulnara R., 2020. "Corporate governance and cash holdings: Evidence from worldwide board reforms," Journal of Corporate Finance, Elsevier, vol. 65(C).
  4. Douglas Mugabe & Levan Elbakidze & Gulnara Zaynutdinova, 2020. "Elasticity of substitution and technical efficiency: evidence from the US electricity generation," Applied Economics, Taylor & Francis Journals, vol. 52(16), pages 1789-1805, April.

2019

  1. Qi Ge & Alexander Kurov & Marketa Halova Wolfe, 2019. "Do Investors Care About Presidential Company‐Specific Tweets?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(2), pages 213-242, July.
  2. Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
  3. Dyl, Edward A. & Yuksel, H. Zafer & Zaynutdinova, Gulnara R., 2019. "Price reversals and price continuations following large price movements," Journal of Business Research, Elsevier, vol. 95(C), pages 1-12.

2018

  1. Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
  2. Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
  3. Chen Gu & Alexander Kurov, 2018. "What drives informed trading before public releases? Evidence from natural gas inventory announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(9), pages 1079-1096, September.

2016

  1. Alexander Kurov & Chen Gu, 2016. "Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(12), pages 1210-1230, December.

2015

  1. Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015. "What do Chinese macro announcements tell us about the world economy?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 100-122.
  2. Arabinda Basistha & Alexander Kurov, 2015. "The Impact of Monetary Policy Surprises on Energy Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 87-103, January.
  3. Donna L. Paul & Gulnara Zaynutdinova, 2015. "Industry Structure of Debt and Market Share Leadership Persistence," Accounting and Finance Research, Sciedu Press, vol. 4(1), pages 1-92, February.

2014

  1. Kucher, Oleg & Kurov, Alexander, 2014. "Business cycle, storage, and energy prices," Review of Financial Economics, Elsevier, vol. 23(4), pages 217-226.
  2. Marketa W. Halova & Alexander Kurov & Oleg Kucher, 2014. "Noisy Inventory Announcements and Energy Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(10), pages 911-933, October.

2013

  1. Felix Munoz-Garcia & Gulnara Zaynutdinova, 2013. "Capacity Constrained Firms and Expansion Subsidies: Should Governments Avoid Generous Subsidies?," Journal of Industry, Competition and Trade, Springer, vol. 13(4), pages 563-597, December.

2012

  1. Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, vol. 21(4), pages 175-187.
  2. Naomi E. Boyd & Alexander Kurov, 2012. "Trader Survival: Evidence from the Energy Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(9), pages 809-836, September.

2010

  1. Basistha, Arabinda & Kurov, Alexander, 2010. "Estimating earnings trend using unobserved components framework," Economics Letters, Elsevier, vol. 107(1), pages 55-57, April.
  2. Kurov, Alexander, 2010. "Investor sentiment and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 139-149, January.

2008

  1. Alexander Kurov, 2008. "Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets," The Financial Review, Eastern Finance Association, vol. 43(1), pages 107-127, February.
  2. Alexander Kurov, 2008. "Information And Noise In Financial Markets: Evidence From The E‐Mini Index Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 31(3), pages 247-270, September.
  3. Basistha, Arabinda & Kurov, Alexander, 2008. "Macroeconomic cycles and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2606-2616, December.
  4. Alexander Kurov, 2008. "Tick size reduction, execution costs, and informational efficiency in the regular and E‐mini Nasdaq‐100 index futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(9), pages 871-888, September.

2006

  1. Erenburg, Grigori & Kurov, Alexander & Lasser, Dennis J., 2006. "Trading around macroeconomic announcements: Are all traders created equal?," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 470-493, October.

2005

  1. Alexander Kurov, 2005. "Execution quality in open‐outcry futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(11), pages 1067-1092, November.
  2. Alexander Kurov & Tatyana Zabotina, 2005. "Is it time to reduce the minimum tick sizes of the E‐mini futures?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(1), pages 79-104, January.

2004

  1. Kurov, Alexander & Lasser, Dennis J., 2004. "Price Dynamics in the Regular and E-Mini Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 365-384, June.

2002

  1. Alexander A. Kurov & Dennis J. Lasser, 2002. "The effect of the introduction of Cubes on the Nasdaq‐100 index spot‐futures pricing relationship," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(3), pages 197-218, March.

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