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STEFANOVA Denitsa

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

ORCID
0000-0002-2843-0382
Main Referenced Co-authors
Kräussl, Roman (17)
CHINI, Emanuele  (12)
Siegmann, Arjen (10)
OLADIRAN TOBI EZEKIEL, Tobi  (9)
Zamojski, Marcin (9)
Main Referenced Keywords
investor preferences (6); mutual funds (6); sustainable development goals (5); Asset Allocation (3); Asymmetric Dependence (3);
Main Referenced Unit & Research Centers
NCER-FT - FinTech National Centre of Excellence in Research (2)
Main Referenced Disciplines
Finance (53)

Publications (total 53)

The most downloaded
922 downloads
WOLFF, C., ZHANG, L., Holzmeister, F., & STEFANOVA, D. (June 2024). Non-Standard Errors. Journal of Finance, 79 (3), 2339-2390. https://hdl.handle.net/10993/48686

The most cited

96 citations (OpenAlex)

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (April 2024). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. Journal of Economic Surveys, 38 (2), 476-502. doi:10.1111/joes.12599 https://hdl.handle.net/10993/58489

The most significant

Kräussl, R., Rauh, J., & STEFANOVA, D. (2025). Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/65117. doi:10.3386/w33770

WOLFF, C., ZHANG, L., Holzmeister, F., & STEFANOVA, D. (June 2024). Non-Standard Errors. Journal of Finance, 79 (3), 2339-2390.
Peer Reviewed verified by ORBi

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (April 2024). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. Journal of Economic Surveys, 38 (2), 476-502. doi:10.1111/joes.12599
Peer Reviewed verified by ORBi

STEFANOVA, D., & Siegmann, A. (2017). The evolving beta-liquidity relationship of hedge funds. Journal of Empirical Finance, 44, 286-303. doi:10.1016/j.jempfin.2017.04.002
Peer Reviewed verified by ORBi

STEFANOVA, D., & Elkamhi, R. (2015). Dynamic Hedging and Extreme Asset Co-movements. Review of Financial Studies, 28 (3), 743-790. doi:10.1093/rfs/hhu074
Peer Reviewed verified by ORBi


CHINI, E., Kräussl, R., & STEFANOVA, D. (2025). The Costs of Being Sustainable. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/65094. doi:10.2139/ssrn.4714203

CHINI, E., Roman Kräussl, & STEFANOVA, D. (27 August 2025). The Costs of Being Sustainable [Paper presentation]. 8th Annual GRASFI Conference, Paris, France.
Peer reviewed

CHINI, E., Roman Kräussl, & STEFANOVA, D. (23 June 2025). The Costs of Being Sustainable [Paper presentation]. Conference on “Social and Sustainable Finance: Bridging Methods, Policy and Practice”, London, United Kingdom.
Peer reviewed

CHINI, E., Roman Kräussl, & STEFANOVA, D. (12 June 2025). The Costs of Being Sustainable [Paper presentation]. 2025 FMA European Conference.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (2025). The Information Content of ESG Ratings: Implications for ESG Investing. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/67406.

Kräussl, R., Rauh, J., & STEFANOVA, D. (2025). Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/65117. doi:10.3386/w33770

CHINI, E., Kräussl, R., & STEFANOVA, D. (December 2024). The Costs of Being Sustainable [Paper presentation]. EUROFIDAI-ESSEC Paris December Finance Meeting, Paris, France.
Peer reviewed

Kräussl, R., Rauh, J., & STEFANOVA, D. (19 September 2024). Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions [Paper presentation]. Exeter Sustainable Finance Conference, Exeter, United Kingdom.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (06 September 2024). The Costs of Being Sustainable [Paper presentation]. International Conference in Finance, Accounting and Banking.
Peer reviewed

Kräussl, R., Rauh, J., & STEFANOVA, D. (02 September 2024). Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions [Paper presentation]. 7th Annual GRASFI Conference, Singapore.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (28 August 2024). The Costs of Being Sustainable [Paper presentation]. Adam Smith Sustainability Conference, Edinburgh, United Kingdom.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (26 June 2024). The Costs of Being Sustainable [Paper presentation]. European Financial Management Association 2024 Annual Meeting, Lisbon, Portugal.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (06 June 2024). The Costs of Being Sustainable [Paper presentation]. Quantitative Finance and Financial Econometrics, Marseille, France.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (06 June 2024). The Costs of Being Sustainable [Paper presentation]. Behavioral Finance Working Group conference, London, United Kingdom.
Peer reviewed

WOLFF, C., ZHANG, L., Holzmeister, F., & STEFANOVA, D. (June 2024). Non-Standard Errors. Journal of Finance, 79 (3), 2339-2390.
Peer Reviewed verified by ORBi

Kräussl, R., Rauh, J., & STEFANOVA, D. (23 May 2024). Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions [Paper presentation]. Conference on Sustainable Finance, Paris, France.
Peer reviewed

CHINI, E., Kräussl, R., & STEFANOVA, D. (23 May 2024). The Costs of Being Sustainable [Paper presentation]. Conference on Sustainable Finance, Paris, France.
Peer reviewed

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (April 2024). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. Journal of Economic Surveys, 38 (2), 476-502. doi:10.1111/joes.12599
Peer Reviewed verified by ORBi

Kräussl, R., Rauh, J. D., & STEFANOVA, D. (2024). Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/65116. doi:10.2139/ssrn.4867910

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). A Review on ESG Investing: Investors’ Expectations, Beliefs and Perceptions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/56036.

KRÄUSSL, R., Pollet, J., & STEFANOVA, D. (2023). Closed-End Funds and Discount Control Mechanisms. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/56035.

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection Against Downside Risk. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/56037.

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. Liechtenstein Workshop of Sustainable Finance.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. 12th Portuguese Financial Network Conference.
Peer reviewed

Kräussl, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. 39th International Conference of the French Finance Association.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. FMA International 2023 European Conference.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection Against Downside Risk [Paper presentation]. 6th Annual GRASFI Conference, Yale University, United States.
Peer reviewed

KRÄUSSL, R., OLADIRAN TOBI EZEKIEL, T., & STEFANOVA, D. (2023). ESG as Protection against Downside Risk [Paper presentation]. 5th JRC Summer School on Sustainable Finance.
Peer reviewed

Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, U., & STEFANOVA, D. (2021). Non-Standard Errors. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/54500.

KRÄUSSL, R., STEFANOVA, D., & Joshua, P. (2019). Signaling or Marketing? The Role of Discount Control Mechanisms [Paper presentation]. Paris Financial Management Conference.

KRÄUSSL, R., Pollet, J., & STEFANOVA, D. (2018). Signaling or Marketing? The Role of Discount Control Mechanisms. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/37049.

KRÄUSSL, R., STEFANOVA, D., & Pollet, J. (2018). Signaling or Marketing? The Role of Discount Control Mechanisms [Paper presentation]. 3rd EBC Network Workshop.

STEFANOVA, D., & Siegmann, A. (2017). The evolving beta-liquidity relationship of hedge funds. Journal of Empirical Finance, 44, 286-303. doi:10.1016/j.jempfin.2017.04.002
Peer Reviewed verified by ORBi

STEFANOVA, D., & Elkiamhi, R. (2017). Where to hide in bad times: Or should one still diversify internationally? [Paper presentation]. 2017 Northern Finance Association Annual Conference, Halifax, Canada.

STEFANOVA, D., Siegmann, A., & Zamojski, M. (2017). Hedge Fund Innovation [Paper presentation]. The 28th CEPR/Study Center Gerzensee European Summer Symposium in Financial Markets (ESSFM).

STEFANOVA, D., & Elkamhi, R. (2017). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 20th ANNUAL CONFERENCE OF THE SWISS SOCIETY FOR FINANCIAL MARKET RESEARCH (SGF CONFERENCE 2017), Zurich, Switzerland.

KRÄUSSL, R., LEHNERT, T., & STEFANOVA, D. (2016). The European Sovereign Debt Crisis: What Have We Learned? Journal of Empirical Finance, 38 (-), 363-373. doi:10.1016/j.jempfin.2016.04.005
Peer Reviewed verified by ORBi

STEFANOVA, D., & Elkamhi, R. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 2016 Paris Financial Management Conference.

STEFANOVA, D., & Elkamhi, R. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 29th Australasian Finance and Banking Conference, Sydney, Australia.
Peer reviewed

STEFANOVA, D., & Elkamhi, R. (2016). Where to hide in bad times: Or should one still diversify internationally? [Paper presentation]. 2016 Auckland Finance Meeting, Auckland, New Zealand.
Peer reviewed

Elkamhi, R., & STEFANOVA, D. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. 29th Australasian Finance and Banking Conference, Sydney, Australia.
Peer reviewed

Elkamhi, R., & STEFANOVA, D. (2016). Where to Hide in Bad Times: Or Should One Still Diversify Internationally? [Paper presentation]. Auckland Finance Meeting, Auckland, New Zealand.
Peer reviewed

STEFANOVA, D., & Elkamhi, R. (2015). Dynamic Hedging and Extreme Asset Co-movements. Review of Financial Studies, 28 (3), 743-790. doi:10.1093/rfs/hhu074
Peer Reviewed verified by ORBi

STEFANOVA, D., Siegmann, A., & Zamojski, M. (2015). Hedge Fund Innovation [Paper presentation]. 32nd Internaitonal Conference of the French Finance Association, Cergy, France.

STEFANOVA, D., Siegmann, A., & Zamojski, M. (2015). Hedge Fund Innovation [Paper presentation]. 2015 Midwest Finance Association Annual Meeting, Chicago, United States.

Siegmann, A., STEFANOVA, D., & Zamojski, M. (December 2014). Hedge Fund Innovation [Paper presentation]. Consortium on Research in Hedge Funds, Trading Strategies & Related Topics.

STEFANOVA, D., & Elkamhi, R. (2014). Dynamic Hedging and Extreme Asset Co-movements. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/16350.

Siegmann, A., & STEFANOVA, D. (2014). The Evolving Beta-Liquidity Relationship of Hedge Funds. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18117.

Siegmann, A., STEFANOVA, D., & Zamojski, M. (2014). Hedge Fund Innovation. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18118.

Siegmann, STEFANOVA, D., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. American Finance Association Annual Meeting.

STEFANOVA, D., Siegmann, A., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. International Conference on Macroeconomic Analysis and International Finance.

STEFANOVA, D., Siegmann, A., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. Annual Cambridge/DSF-TI/Wharton Seminar, Amsterdam, Netherlands.

STEFANOVA, D., Siegmann, A., & Zamojski, M. (2014). Hedge Fund Innovation [Paper presentation]. Annual Meeting of the German Finance Association.

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