Ralitsa Petkova | Weatherhead School at Case Western Reserve University
Ralitsa Petkova - Associate Professor, Banking and Finance

Faculty – Ralitsa Petkova

Associate Professor, Banking and Finance

ralitsa.petkova@case.edu
216.368.4778
Peter B. Lewis Building 365
Office Hours: By Appointment Only

Ralitsa Petkova, PhD, associate professor of banking and finance, joined the Weatherhead School of Management faculty in 2014 in the Master of Science of Management-Finance program. Prior to this, she instructed undergraduates, graduate, and doctoral students at Purdue University, Texas A&M University, University of Texas at Austin, and Case Western Reserve University.

Petkova’s research focuses on empirical asset pricing. Her findings have appeared in such prestigious journals as the JOURNAL OF FINANCE, REVIEW OF FINANCIAL STUDIES, JOURNAL OF FINANCIAL ECONOMICS, and the JOURNAL OF EMPIRICAL FINANCE.

She has presented at numerous conferences including the Western Finance Association Annual Meeting, the European Finance Association Annual Meeting, the 12th Annual Hedge Fund Research Conference at University of Paris-Dauphine, and at a number of universities including Purdue University, Texas Tech, University of Georgia, and University of Oklahoma.

Petkova is the recipient of the 2005 Weatherhead School of Management Research Funding Award and also the 2004 Weatherhead Summer Research Award. She was an Olin Fellow at the University of Rochester in 2001, where she received her PhD in finance and her Master of Science in applied economics.


PhD, University of Rochester, 2003
BA, Hamilton College, 1998

Initially Appointed: 2014

Interests and Courses

Research

Empirical Asset Pricing, Stock Return Anomalies, Hedge Funds

Teaching

Financial Modeling
Investment Strategies

Recent Courses and Syllabi

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Selected Publications

  • Petkova, R. G., Chen, Z. (2012).
    Does idiosyncratic volatility proxy for risk exposure?   (vol. 25, issue 9, pp. 2745-2787). Review of Financial Studies.
  • Petkova, R. G., Krishnan, C., Ritchken, P. H. (2009).
    Correlation risk   (vol. 16, issue 3, pp. 353-367). Journal of Empirical Finance.
  • Petkova, R. G., Chen, L., Zhang, L. (2007).
    The expected value premium   (vol. 87, pp. 269-280). Journal of Financial Economics.
  • Petkova, R. G. (2006).
    Do the Fama–French factors proxy for innovations in predictive variables?   (vol. 61, issue 2, pp. 581-612). Journal of Finance.
  • Petkova, R. G., Zhang, L. (2005).
    Is value riskier than growth?   (vol. 78, issue 1, pp. 187-202). Journal of Financial Economics.
  • Petkova, R. G., Gulen, H.
    Absolute strength: Exploring momentum in stock returns (Revising, Preparing to submit)  

Presentations

  • Petkova, R. G. (Presenter & Author)  12th Annual Hedge Fund Research Conference, "Does Timing the Momentum Crowd Pay Off? An Analysis of Hedge Fund Performance", University of Paris-Dauphine, House of Finance, Paris, France. (2020).
  • Petkova, R. G.  European Finance Association Annual Meeting, "Absolute strength: Exploring momentum in stock returns", European Finance Association, Oslo, Norway. (2016).