CV

RALITSA PETKOVA

Associate Professor of Finance

Case Western Reserve University
Weatherhead School of Management
Cleveland, OH 44106
Email: ralitsa.petkova@case.edu

EDUCATION

PhD Finance, 2003, University of Rochester
MS Applied Economics, 2001, University of Rochester
BA Economics and Mathematics, 1998, Hamilton College

RESEARCH INTERESTS

Empirical Asset Pricing

PUBLICATIONS

Does idiosyncratic volatility proxy for risk exposure? (with Zhanhui Chen), 2012
Review of Finacial Studies 25, 2745-2787

Correlation risk (with CNV Krishnan and Peter Ritchken), 2009
Journal of Empirical Finance 16, 353-367, Lead Article

The expected value premium (with Long Chen and Lu Zhang), 2008
Journal of Financial Economics 87, 269-280

Do the Fama-French factors proxy for innovations in predictive variables?, 2006
Journal of Finance 61, 581-612

Is value riskier than growth? (with Lu Zhang), 2005
Journal of Financial Economics 78, 187-202

WORKING PAPERS

Absolute strength: Exploring momentum in stock returns (with Huseyin Gulen), 2016, Revision requested by Journal of Financial Economics

Idiosyncratic volatility of liquidity and expected stock returns (with Ferhat Akbas and Will Armstrong), 2013

The time-varying liquidity risk of value and growth stocks (with Ferhat Akbas, Ekkehart Boehmer, and Egemen Genc), 2012

TEACHING

Case Western Reserve University Financial Modeling, Master of Finance Program
Purdue University Investments, Undergraduate Program
Texas A&M University Empirical Asset Pricing, PHD program
Investments, Undergraduate Program
University of Texas at Austin Investments, MBA Program, Undergraduate Program
Case Western Reserve University Investments, MBA Program, Undergraduate Program

AWARDS

Weatherhead Research Funding Weatherhead School of Management, 2005
Summer Research Award Weatherhead School of Management, 2004
Olin Fellowship University of Rochester, 2001 - 2002
Fellowship Simon Graduate School of Business Administration, 1999 - 2001
Sproul Fellowship University of Rochester, 1998 - 1999

ACADEMIC EXPERIENCE

Associate Professor

Case Western Reserve University
August 2014 - Present

Assistant Professor Purdue University
August 2011 - July 2014
Assistant Professor Texas A&M University
September 2007 - August 2011
Visiting Assistant Professor University of Texas at Austin
September 2006 - May 2007
Assistant Professor Case Western Reserve University
July 2003 - June 2006
Referee Journal of Finance
Review of Financial Studies
Journal of Financial Economics
American Economic Review
Journal of Financial and Quantitative Analysis
Management Science
Journal of Empirical Finance
Jounal of Financial Econometrics
Jounal of Financial Markets
Review of Finance
Journal of Business Finance and Accounting
Journal of Economics and Business

CONFERENCE PRESENTATIONS / SEMINARS

Absolute strength: Exploring momentum in stock returns (with Huseyin Gulen): Miami University, Texas Tech University, University of Mannheim, EFA 2016

Momentum and aggregate default risk (with Arvind Mahajan and Alex Petkevich): State of Indiana Finance Conference

The volatility of liquidity and expected stock returns (with Will Armstrong and Ferhat Akbas): University of Georgia, University of Oklahoma

Is the time-varying risk-return relation positive? (with CNV Krishnan): Texas Lone Star Conference

Correlation risk (with CNV Krishnan and Peter Ritchken): Texas Lone Star Conference

The expected value premium (with Long Chen and Lu Zhang): Kent State University, University of Texas at Austin

Do the Fama-French factors proxy for innovations in predictive variables?: Western Finance Association Annual Meeting, Purdue University

Is value riskier than growth? (with Lu Zhang): NBER Summer Institute, Asset Pricing Program, AFA 2004