Do the Fama–French factors proxy for innovations in predictive variables? R Petkova The Journal of Finance 61 (2), 581-612, 2006 | 898 | 2006 |

Is value riskier than growth? R Petkova, L Zhang Journal of Financial Economics 78 (1), 187-202, 2005 | 897 | 2005 |

Does idiosyncratic volatility proxy for risk exposure? Z Chen, R Petkova The Review of Financial Studies 25 (9), 2745-2787, 2012 | 262 | 2012 |

The expected value premium L Chen, R Petkova, L Zhang Journal of Financial Economics 87 (2), 269-280, 2008 | 181 | 2008 |

Correlation risk CNV Krishnan, R Petkova, P Ritchken Journal of Empirical Finance 16 (3), 353-367, 2009 | 144 | 2009 |

The time-varying liquidity risk of value and growth stocks F Akbas, E Boehmer, E Genc, R Petkova Available at SSRN 1572763, 2010 | 32 | 2010 |

The volatility of liquidity and expected stock returns F Akbas Texas A&M University, 2011 | 23 | 2011 |

Idiosyncratic volatility of liquidity and expected stock returns F Akbas, WJ Armstrong, R Petkova Semantic Scholar, 2011 | 21 | 2011 |

Absolute strength: Exploring momentum in stock returns H Gulen, R Petkova Available at SSRN 2638004, 2018 | 20 | 2018 |

The volatility of liquidity and expected stock returns R Petkova, F Akbas, WJ Armstrong Available at SSRN 1786991, 2011 | 13 | 2011 |

Momentum and aggregate default risk A Mahajan, A Petkevich, R Petkova Mays Business School Research Paper, 2012 | 9 | 2012 |

Extrapolators at the gate: Market-wide misvaluation and the value premium S Cassella, Z Chen, H Gulen, R Petkova Available at SSRN 3705481, 2022 | 5 | 2022 |

The price of correlation risk CNV Krishnan, R Petkova, P Ritchken Working paper, Case Western Reserve University, 2006 | 4 | 2006 |

Financial Economics, The Cross-Section of Stock Returns and the Fama-French Three Factor Model R Petkova Complex Systems in Finance and Econometrics, 2011 | 2 | 2011 |

The Pricing of Stock-Bond Correlation Risk CNV Krishnan, R Petkova, P Ritchken working paper, 2009 | 2 | 2009 |

The Price of Bond Market-Stock Market Correlation Risk CNV Krishnan, R Petkova, PH Ritchken Available at SSRN 687285, 2005 | 2 | 2005 |

Does idiosyncratic volatility proxy for risk exposure? R Petkova, Z Chen | 1 | 2012 |

Is the Time-Varying Risk-Return Relation Positive C Krishnan, R Petkova Unpublished Working Paper, Texas A&M University, 2009 | 1 | 2009 |

An empirical investigation of the book-to-market and size effects RG Petkova University of Rochester, 2003 | 1 | 2003 |

Extrapolative beliefs about Bitcoin returns R Petkova Finance Research Letters, 104069, 2023 | | 2023 |