Stanislava (Stas) Nikolova

Stanislava (Stas) Nikolova

Stanislava (Stas)  Nikolova Photo
Assistant Professor
Finance
Education
Ph.D. Finance, University of Florida
B.S. Management, State University of New York - Geneseo
Biography
Dr. Nikolova comes to CBA from the U.S. Securities and Exchange Commission where she was a Senior Financial Economist with the Division of Economic and Risk Analysis. Prior to this, she was on the faculty of George Mason University. Dr. Nikolova's research focuses on fixed-income securities, credit risk, and regulation of the financial sector.
Publications
Jostova, S. Nikolova, A. Philipov and C. W. Stahel, Momentum in Corporate Bond Returns, 2013, Review of Financial Studies 26, 1649-1693.
M. J. Flannery, S. Nikolova and Ö. Öztekin, Leverage Expectations and Bond Credit Spreads, 2012, Journal of Financial and Quantitative Analysis 47, 689-714. [Lead article]
Working Papers
The Removal of Credit Ratings from Capital Regulation: Implications for Systemic Risk. (with K. W. Hanley)
Conferences: WFA 2014, NBER 2014, FDIC/JFSR 2014, CREDIT 2014, Bocconi/CAREFIN 2014
The Transaction Costs of Trading Corporate Credit. (with G. Biswas and C. W. Stahel)
Conferences: AFA 2015, FIRS 2015, Fixed Income 2015
Reject & resubmit at The Journal of Finance
Portfolio Similarity and Asset Liquidation in the Insurance Industry. (with M. Getmansky, G. Girardi, K. W. Hanley and L. Pelizzon)
Conferences: AFA 2017 (scheduled)
Strategic Reporting of Fair Value Estimate Levels. (with K. W. Hanley and A. D. Jagolinzer)
Conferences: Colorado Summer 2016
Revise & resubmit at Journal of Accounting and Economics
Vita
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Contact Information

CoB 425 W
P.O. Box 880490
Lincoln, NE 68588-0490
Phone: 402-472-6049
Fax: 402-472-5140
snikolova2@unl.edu

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