Rossen Valkanov
- Finance top 0.1%
- Economics and Econometrics top 0.1%
- General Economics, Econometrics and Finance top 0.2%
- Accounting top 1%
- Management Science and Operations Research top 0.5%
- Co-authors
- Éric GhyselsPedro Santa‐ClaraWalter N. TorousArthur SinkoHarrison HongAlberto PlazziMichael W. BrandtAllan Timmermann
- Topics
- Financial Markets and Investment Strategies (34 papers)Monetary Policy and Economic Impact (22 papers)Market Dynamics and Volatility (19 papers)
- Partner nations
- United StatesSwitzerlandUnited Kingdom
In The Last Decade
Rossen Valkanov
57 papers receiving 4.7k citations
Hit Papers
Peers
Comparison fields: 5 of 89
- Finance 3.7k
- Economics and Econometrics 3.5k
- General Economics, Econometrics and Finance 1.7k
- Accounting 745
- Management Science and Operations Research 718
Countries citing papers authored by Rossen Valkanov
This map shows the geographic impact of Rossen Valkanov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rossen Valkanov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rossen Valkanov more than expected).
Fields of papers citing papers by Rossen Valkanov
This network shows the impact of papers produced by Rossen Valkanov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rossen Valkanov. The network helps show where Rossen Valkanov may publish in the future.
Co-authorship network of co-authors of Rossen Valkanov
This figure shows the co-authorship network connecting the top 25 collaborators of Rossen Valkanov. A scholar is included among the top collaborators of Rossen Valkanov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Rossen Valkanov. Rossen Valkanov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 0 | |
| 3 | 33 | |
| 4 | 126 | |
| 5 | 32 | |
| 6 | Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals | 16 |
| 7 | 16 | |
| 8 | 26 | |
| 9 | Expected Returns and the Expected Growth in Rents of Commercial Real Estate | 27 |
| 10 | 135 | |
| 11 | 36 | |
| 12 | 53 | |
| 13 | Fiscal Policy and Asset Returns | 10 |
| 14 | Predicting volatility: getting the most out of return data sampled at different frequenciesbreakdown → | 608 |
| 15 | 8 | |
| 16 | 243 | |
| 17 | 36 | |
| 18 | Boundaries of Predictability: Noisy Predictive Regressions | 25 |
| 19 | Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations | 2 |
| 20 | The Term Structure with Highly Persistent Interest Rates | 10 |
About Rossen Valkanov
Rossen Valkanov is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 59 papers that have together received 5.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (34 papers), Monetary Policy and Economic Impact (22 papers) and Market Dynamics and Volatility (19 papers). The work is most often cited by research in Finance (3.7k citations), General Economics, Econometrics and Finance (1.7k citations) and Economics and Econometrics (3.5k citations). Rossen Valkanov has collaborated with scholars based in United States, Switzerland and United Kingdom. Frequent co-authors include Éric Ghysels, Pedro Santa‐Clara, Walter N. Torous, Arthur Sinko, Harrison Hong, Alberto Plazzi, Michael W. Brandt, Allan Timmermann, Davide Pettenuzzo and Shu Yan. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and Management Science.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.