Ivalina Kalcheva

Contact Information

• 520.621.0747 office
• 520.621.1261 fax
• kalcheva@arizona.edu
• McClelland Hall 315L

Curriculum Vitae

• View or download CV

SSRN Author Page

• View page and papers

Assistant Professor

• Ph.D. Finance, University of Utah, 2007

Current Courses

• FIN 421, Investments, Spring
• FIN 525, Empirical Methods in Finance, Spring

Research Interests

• Theoretical and empirical research on the overlap between market microstructure and classical fields in finance: asset pricing, corporate finance.

Publications and Working Papers

• "Liquidity Biases in Asset Pricing Tests," Elena N. Asparouhova, Hendrik (Hank) Bessembinder and IvalinaKalcheva, Journal of Financial Economics (JFE), forthcoming.
  
  
• "International Evidence on Cash Holdings and Expected Managerial Agency Problems," with Karl V. Lins, Review of Financial Studies, 2007, v.20, pp. 1087-1112.
  
  
• "Short Sales and the Weekend Effect - Evidence from Hong Kong," with Pengjie Gao and Tongshu Ma, working paper.