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Financial Economists

Mihail Velikov

Mihail Velikov

My work focuses on empirical asset pricing and macroeconomics.

Professional Experience

Mihail Velikov is a financial economist in the Quantitative Supervision & Research group of the Supervision, Regulation and Credit department. He joined the Richmond Fed after completing his Ph.D. degree in finance at the University of Rochester. 


Ph.D., Finance, University of Rochester, 2015
M.S.B.A., Applied Economics, University of Rochester, 2013
B.S., Finance, Ramapo College, 2010
B.S., Mathematics, Ramapo College, 2010

Curriculum vitae

“A Taxonomy of Anomalies and Their Trading Costs” (with Robert Novy-Marx), Review of Financial Studies, 2016, 29 (1): 104-147.

"Show Me the Money: The Monetary Policy Risk Premium", (with Ali Ozdagli), 2016

"FOMC Announcements and Predictable Returns", 2016

"Investor Clienteles and Asset Pricing Anomalies", (with David Lesmond), 2015

"A Two-Factor Model for the Cross Section of Expected Returns", 2014

Contact Us

Mihail Velikov
(410) 951-4678