Alexander Nekrasov

University of Illinois Chicago

Associate Professor of Accounting

1200 W Harrison St

Chicago, IL 60607

United States

http://business.uic.edu/profiles/alexander-nekrasov/

SCHOLARLY PAPERS

18

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10,077

SSRN CITATIONS
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Top 15,366

in Total Papers Citations

34

CROSSREF CITATIONS

40

Scholarly Papers (18)

1.
Downloads 2,171 ( 8,770)
Citation 5

Fundamentals-Based Risk Measurement in Valuation

The Accounting Review, Forthcoming
Number of pages: 45 Posted: 17 Jul 2006 Last Revised: 18 May 2021
Alexander Nekrasov and Pervin K. Shroff
University of Illinois Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,278 (19,898)

Abstract:

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Accounting beta, covariance risk, residual income valuation, book-to-market, return on equity

Fundamentals-Based Risk Measurement in Valuation

The Accounting Review, Forthcoming
Number of pages: 45 Posted: 15 Sep 2006 Last Revised: 26 Mar 2019
Alexander Nekrasov and Pervin K. Shroff
University of Illinois Chicago and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 893 (33,472)
Citation 4

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Residual income valuation, covariance risk, accounting beta, book-to-market ratio

2.

Headline Salience, Managerial Opportunism, and Over- and Underreactions to Earnings

The Accounting Review, Forthcoming
Number of pages: 57 Posted: 07 Jul 2012 Last Revised: 21 Mar 2019
Xuan Huang, Alexander Nekrasov and Siew Hong Teoh
California State University, Long Beach, University of Illinois Chicago and UCLA Anderson School of Management
Downloads 933 (31,970)
Citation 24

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qualitative disclosure, disclosure management, market efficiency, limited attention, behavioral finance, investor psychology, post-earnings announcement drift

3.

Cost of Equity and Risk in Cash Flow and Accrual Components of Earnings

Number of pages: 50 Posted: 29 Jul 2010 Last Revised: 11 Jul 2012
Alexander Nekrasov
University of Illinois Chicago
Downloads 769 (41,729)
Citation 3

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cost of equity capital, cash flows, accruals, earnings, volatility, valuation

Target price forecasts: The roles of the 52-week high price and recent investor sentiment

The Journal of Business Finance & Accounting, forthcoming
Number of pages: 46 Posted: 12 Jul 2012 Last Revised: 27 Aug 2020
Peter Clarkson, Alexander Nekrasov, Andreas Simon and Irene Tutticci
University of Queensland - Business School, University of Illinois Chicago, Pepperdine University - Graziadio Business School and University of Queensland - Business School
Downloads 763 (41,572)
Citation 5

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target price forecast, target price forecast error, 52-week high, investor sentiment

Target Price Forecasts: The Roles of the 52‐Week High Price and Recent Investor Sentiment

Journal of Business Finance & Accounting, Vol. 47, Issue 9-10, pp. 1365-1399, 2020
Number of pages: 35 Posted: 23 Nov 2020
Peter Clarkson, Alexander Nekrasov, Andreas Simon and Irene Tutticci
University of Queensland - Business School, University of Illinois Chicago, Pepperdine University - Graziadio Business School and University of Queensland - Business School
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52‐week high, investor sentiment, target price forecast, target price forecast error

5.

Are Online Job Postings Informative to Investors?

Management Science, forthcoming.
Number of pages: 26 Posted: 25 Apr 2019 Last Revised: 24 Aug 2020
Universidad de Chile, University of California, Irvine, University of Illinois Chicago and University of California-IrvineUniversity of California-Irvine
Downloads 736 (44,281)

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human capital, hiring, disclosure, job postings, firm performance, market reaction

6.

Using Earnings Forecasts to Simultaneously Estimate Firm-Specific Cost of Equity and Long-Term Growth

Review of Accounting Studies, Forthcoming
Number of pages: 64 Posted: 15 Dec 2010 Last Revised: 09 Mar 2011
Alexander Nekrasov and Maria Ogneva
University of Illinois Chicago and University of Southern California - Marshall School of Business
Downloads 718 (45,768)
Citation 2

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Cost of equity, expected return, expected earnings growth, residual income model

7.

Valuation Implications of Unconditional Accounting Conservatism: Evidence from Analysts’ Target Prices

Contemporary Accounting Research, Forthcoming
Number of pages: 52 Posted: 02 May 2013 Last Revised: 26 Mar 2019
Jae B. Kim, Alexander Nekrasov, Pervin K. Shroff and Andreas Simon
Lehigh University - College of Business & Economics, University of Illinois Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Pepperdine University - Graziadio Business School
Downloads 701 (47,228)
Citation 1

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Conservatism, valuation, analyst target price, mispricing

8.

Tests of Long-Term Abnormal Performance: Analysis of Power

Number of pages: 49 Posted: 23 Mar 2009 Last Revised: 10 Apr 2014
Alexander Nekrasov, Pervin K. Shroff and Rajdeep Singh
University of Illinois Chicago, University of Minnesota - Twin Cities - Carlson School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 645 (52,767)
Citation 1

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matching, Fama-French, calendar-time, misspecification

9.

Employee Turnover and Firm Performance: Large-Sample Archival Evidence

Management Science, forthcoming
Number of pages: 58 Posted: 09 Jan 2020 Last Revised: 01 Dec 2021
Hong Kong Polytechnic University, University of California, Irvine, University of Illinois Chicago and University of California-IrvineUniversity of California-Irvine
Downloads 625 (55,051)

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human capital, employee turnover, retention, employee disclosure, labor accounting

10.

Key Performance Indicators as Supplements to Earnings: Incremental informativeness, Demand Factors, Measurement Issues, and Properties of Their Forecasts

Review of Accounting Studies, Forthcoming
Number of pages: 54 Posted: 22 Jun 2017 Last Revised: 26 Mar 2019
Dan Givoly, Yifan Li, Ben Lourie and Alexander Nekrasov
Pennsylvania State University, Smeal College of Business, San Francisco State University, University of California, Irvine and University of Illinois Chicago
Downloads 556 (63,642)
Citation 5

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Key Performance Indicators, KPI, Measurement Issues, Analyst Forecasts, KPI Surprises, Announcement Surprises, Non-Financial Forecasts

11.

The Pricing of Firms with Expected Losses/Profits: The Role of January

The Journal of Business Finance & Accounting
Number of pages: 55 Posted: 01 Oct 2013 Last Revised: 24 May 2018
The Chinese University of Hong Kong, Shenzhen, University of Illinois Chicago and University of California-IrvineUniversity of California-Irvine
Downloads 413 (91,202)

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expected losses/profits, return predictability, January effect, tax-loss selling

12.

Visuals and Attention to Earnings News on Twitter

Review of Accounting Studies, forthcoming
Number of pages: 60 Posted: 07 Sep 2019 Last Revised: 20 Jul 2021
Alexander Nekrasov, Siew Hong Teoh and Shijia Wu
University of Illinois Chicago, UCLA Anderson School of Management and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
Downloads 390 (97,423)
Citation 4

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Visual, Attention, Salience, Earnings News, Twitter, Earnings Response Coefficients

13.

Opportunity Knocks But Once: Delayed Disclosure of Financial Items in Earnings Announcements and Neglect of Earnings News

Review of Accounting Studies, Forthcoming
Number of pages: 57 Posted: 03 Jul 2016 Last Revised: 07 Oct 2019
Yifan Li, Alexander Nekrasov and Siew Hong Teoh
San Francisco State University, University of Illinois Chicago and UCLA Anderson School of Management
Downloads 215 (181,285)

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Delayed disclosure, Analyst and investor underreaction, Earnings response coefficient, Post-earnings announcement drift, Limited attention, Market efficiency

14.

Equity Value as a Function of (eps1, eps2, dps1, bvps, beta): Concepts and Realities. Discussion of Ohlson and Johannesson

Abacus 52(1):100-105 · February 2016
Number of pages: 6 Posted: 23 Dec 2015 Last Revised: 20 May 2016
Alexander Nekrasov
University of Illinois Chicago
Downloads 198 (195,661)

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valuation, OJ, RIV, earnings, book value, dividends

15.

Cater to Thy Client: Analyst Responsiveness to Institutional Investor Attention

Management Science, Forthcoming
Number of pages: 48 Posted: 07 Sep 2019 Last Revised: 21 Aug 2020
Peng-Chia Chiu, Ben Lourie, Alexander Nekrasov and Siew Hong Teoh
The Chinese University of Hong Kong, Shenzhen, University of California, Irvine, University of Illinois Chicago and UCLA Anderson School of Management
Downloads 189 (204,013)
Citation 3

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Institutional Investor Attention, Analyst Responsiveness, Analyst Timeliness

16.

Presentation Slides for Key Performance Indicators as Supplements to Earnings: Incremental informativeness, Demand Factors, Measurement Issues, and Properties of Their Forecasts

Review of Accounting Studies, Forthcoming
Number of pages: 20 Posted: 18 May 2020
Dan Givoly, Yifan Li, Ben Lourie and Alexander Nekrasov
Pennsylvania State University, Smeal College of Business, San Francisco State University, University of California, Irvine and University of Illinois Chicago
Downloads 54 (469,764)

Abstract:

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Key Performance Indicators, KPI, Measurement Issues, Analyst Forecasts, KPI Surprises, Announcement Surprises, Non-Financial Forecasts

17.

The Pricing of Firms with Expected Losses/Profits: The Role of January

Journal of Business Finance & Accounting, Vol. 45, Issue 5-6, pp. 544-571, 2018
Number of pages: 28 Posted: 07 May 2018
The Chinese University of Hong Kong (CUHK), University of Illinois Chicago and University of California-IrvineUniversity of California-Irvine
Downloads 1 (802,064)
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Abstract:

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expected losses/profits, January effect, return predictability, tax‐loss selling

18.

Valuation Implications of Unconditional Accounting Conservatism: Evidence from Analysts' Target Prices

Contemporary Accounting Research, Forthcoming
Posted: 26 Aug 2018
Jae B. Kim, Alexander Nekrasov, Pervin K. Shroff and Andreas Simon
Lehigh University - College of Business & Economics, University of Illinois Chicago, University of Minnesota - Twin Cities - Carlson School of Management and Pepperdine University - Graziadio Business School

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Conservatism, valuation, analyst target price, mispricing

Other Papers (1)

Total Downloads: 3
1.

Voluntary Disclosure of Workforce Gender Diversity

Number of pages: 44
Chuchu Liang, Ben Lourie, Alexander Nekrasov and Il Sun Yoo
University of California, Irvine - Paul Merage School of Business, University of California, Irvine, University of Illinois Chicago and University of California, Irvine
Downloads 3

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voluntary disclosure; workforce gender diversity; corporate social responsibility (CSR), environmental, social, and governance (ESG); CSR ratings; CSR media tone; ESG funds