Mihail Velikov
Assistant Professor of Finance
Department Finance
Office Address 366 Business Building
Phone Number
814-865-0616
Email Address
mjv5465@psu.edu
Mihail Velikov
Assistant Professor of Finance
Department Finance
Office Address 366 Business Building
Phone Number
814-865-0616
Email Address
mjv5465@psu.edu
Mihail Velikov is an assistant professor of finance at the Smeal College of Business at Penn State University. His research is in empirical asset pricing, with a focus on stock market anomalies, transaction costs, and monetary policy. His work has been accepted for publication in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Financial Analysts Journal, and the Critical Finance Review.
Prior to Penn State, Mihail spent four years at the Quantitative Supervision and Research group of the Federal Reserve Bank of Richmond, where in his last year he co-led the Federal Reserve System’s DFAST supervisory modeling team responsible for stress testing AFS/HTM securities and HFS/FVO loans. He holds bachelor’s degrees in mathematics and finance from Ramapo College, and an MSBA in applied economics and a doctorate in finance from the Simon Business School at the University of Rochester.
Expertise
Stock Market Anomalies, Transaction costs, Monetary Policy
Education
Ph D, Finance (Macroeconomics), The University of Rochester, 2015
MSBA, Applied Economics, The University of Rochester, 2013
BS, Finance, Ramapo College of New Jersey, 2010
BS, Mathematics, Ramapo College of New Jersey, 2010
Courses Taught
FIN 497 – Special Topics (3)
Formal courses given infrequently to explore, in depth, a comparatively narrow subject which may be topical or of special interest.
FIN 597 – Special Topics (1.5)