Mihail Velikov

AI-Powered-Scholarship. Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship

AssayingAnomalies. MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)

edhec-master-class. TeX

AnomaliesPhDModule. Resources for a PhD class module focused on anomalies.

ai-econ-wiki. TeX

Dambra-Velikov-Weber. Replication code for Dambra, Velikov, and Weber (WP, 2023), Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from FOMC Announcements

AnomaliesPhDModule-SAFE-June-2024. Resources for a PhD class module focused on anomalies.

Detzel-Novy-Marx-Velikov. Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.

Chen-Velikov. Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.

Moore-Velikov. Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns