1 citations · 1 across the 8 of their papers we have counts for
4 papers · 1 filter
Customer Momentum
Mykola Pinchuk
This paper examines customer momentum, defined as a positive relationship between a firm's returns and past returns of its customers. I confirm previous evidence (Cohen and Frazzin…
Bitcoin Does Not Hedge Inflation
Mykola Pinchuk
This paper examines the response of major cryptocurrencies to macroeconomic news announcements (MNA). While other cryptocurrencies exhibit no reaction to major MNA, Bitcoin respond…
Labor Income Risk and the Cross-Section of Expected Returns
Mykola Pinchuk
This paper explores asset pricing implications of unemployment risk from sectoral shifts. I proxy for this risk using cross-industry dispersion (CID), defined as a mean absolute de…
Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News
Mykola Pinchuk
This paper examines the effect of macroeconomic news announcements (MNA) on the stock market. Stocks exhibit a strong positive response to major MNA: 1 standard deviation of MNA su…