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Publications

by members of

West Virginia University → College of Business and Economics → Department of Finance

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

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, Agricultural and Applied Economics Association, number 304361, Jul, DOI: 10.22004/ag.econ.304361.

2019

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

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, Agricultural and Applied Economics Association, number 235780, DOI: 10.22004/ag.econ.235780.

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, Boston College Department of Economics, number 881, Jun, 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, Boston College Department of Economics, number 834, Oct, revised 01 Jun 2015.

Undated

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

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, volume 58, issue 1, pages 91-115, February, DOI: 10.1111/fire.12316.

2022

  1. Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R., 2022, "When does the fed care about stock prices?," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106556.
  2. Sultan Alturki & Alexander Kurov, 2022, "Market inefficiencies surrounding energy announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 1, pages 172-188, January, DOI: 10.1002/fut.22264.
  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., volume 42, issue 9, pages 1721-1737, September, DOI: 10.1002/fut.22297.
  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, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101755.

2021

  1. Kurov, Alexander & Wolfe, Marketa Halova & Gilbert, Thomas, 2021, "The disappearing pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101781.
  2. Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021, "Stock-selection timing," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106089.
  3. DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021, "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106094.

2020

  1. Gu, Chen & Kurov, Alexander, 2020, "Informational role of social media: Evidence from Twitter sentiment," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105969.
  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, volume 43, issue 2, pages 305-344, May, DOI: 10.1111/jfir.12208.
  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, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101771.
  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, volume 52, issue 16, pages 1789-1805, April, DOI: 10.1080/00036846.2019.1678733.

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, volume 42, issue 2, pages 213-242, July, DOI: 10.1111/jfir.12177.
  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, volume 54, issue 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, volume 95, issue C, pages 1-12, DOI: 10.1016/j.jbusres.2018.08.036.

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, volume 49, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2018.08.003.
  2. Kurov, Alexander & Stan, Raluca, 2018, "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 127-142, DOI: 10.1016/j.jbankfin.2017.09.005.
  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., volume 38, issue 9, pages 1079-1096, September, DOI: 10.1002/fut.21926.

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., volume 36, issue 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, volume 59, issue C, pages 100-122, DOI: 10.1016/j.jimonfin.2015.07.002.
  2. Arabinda Basistha & Alexander Kurov, 2015, "The Impact of Monetary Policy Surprises on Energy Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 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, volume 4, issue 1, pages 1-92, February.

2014

  1. Kucher, Oleg & Kurov, Alexander, 2014, "Business cycle, storage, and energy prices," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 217-226, DOI: 10.1016/j.rfe.2014.09.001.
  2. Marketa W. Halova & Alexander Kurov & Oleg Kucher, 2014, "Noisy Inventory Announcements and Energy Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 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, volume 13, issue 4, pages 563-597, December, DOI: 10.1007/s10842-012-0135-8.

2012

  1. Kurov, Alexander, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 175-187, DOI: 10.1016/j.rfe.2012.06.010.
  2. Naomi E. Boyd & Alexander Kurov, 2012, "Trader Survival: Evidence from the Energy Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 9, pages 809-836, September.

2010

  1. Basistha, Arabinda & Kurov, Alexander, 2010, "Estimating earnings trend using unobserved components framework," Economics Letters, Elsevier, volume 107, issue 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, volume 34, issue 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, volume 43, issue 1, pages 107-127, February, DOI: 10.1111/j.1540-6288.2007.00188.x.
  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, volume 31, issue 3, pages 247-270, September, DOI: 10.1111/j.1475-6803.2008.00239.x.
  3. Basistha, Arabinda & Kurov, Alexander, 2008, "Macroeconomic cycles and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, volume 32, issue 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., volume 28, issue 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, volume 15, issue 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., volume 25, issue 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., volume 25, issue 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, volume 39, issue 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., volume 22, issue 3, pages 197-218, March.

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