Alex Zhylyevskyy

Publications

Khovansky, Serguey, Oleksandr Zhylyevskyy. 2024. “Expected cross-sectional stock return idiosyncratic volatility and stock delistings,” Journal of Economic Studies, DOI: doi.org/10.1108/JES-01-2024-0021

Jensen, Helen H., Brent E. Kreider, John V. Pepper, Oleksandr Zhylyevskyy, Kimberly A. Greder. 2023. “Causal effects of mental health on food security,” Journal of Health Economics, vol. 92 (December), 102804; DOI: doi.org/10.1016/j.jhealeco.2023. 102804. (This article received the 2023 Honorable Mention Award for “Outstanding Economics Paper in the Areas of Food Safety and Human Nutrition” from the Food Safety and Nutrition section of the AAEA.)

Boyle, Glenn, Roger Stover, Amrit Tiwana, Oleksandr Zhylyevskyy. 2022. “Depositor responses to a banking crisis: Are finance professionals special?” Journal of Empirical Finance, vol. 67 (June), pp. 182-195; DOI: 10.1016/j.jempfin.2022.03.004

Khovansky, Serguey, Oleksandr Zhylyevskyy. 2020. “A note on a cross-sectional GMM estimator in the presence of an observable common shock,” Statistics: A Journal of Theoretical and Applied Statistics, vol. 54 (2), pp. 415-423; DOI: 10.1080/02331888.2020.1737867

Jensen, Helen H., Brent Kreider, and Oleksandr Zhylyevskyy. 2019. “Investigating Treatment Effects of Participating Jointly in SNAP and WIC when the Treatment is Validated Only for SNAP,” Southern Economic Journal, vol. 86 (1), pp. 124–155; DOI: 10.1002/soej.12365. (This article received the 2019 Honorable Mention Award from the Food Safety and Nutrition section of the AAEA.)

Senia, Mark C., Helen H. Jensen, Oleksandr Zhylyevskyy. 2017. “Time in Eating and Food Preparation among Single Adults,” Review of Economics of the Household, vol. 15 (2), pp. 399–432; DOI: 10.1007/s11150-014-9258-5. (Before publication, this article circulated as CARD working paper 14-WP 549.)

Khovansky, Serguey, Oleksandr Zhylyevskyy. 2017. “On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock,” Statistics & Probability Letters, vol. 129 (October), pp. 196–202; DOI: 10.1016/j.spl.2017.05.017

Boyle, Glenn, Roger Stover, Amrit Tiwana, Oleksandr Zhylyevskyy. 2015. “The impact of deposit insurance on depositor behavior during a crisis: A conjoint analysis approach,” Journal of Financial Intermediation, vol. 24 (4), pp. 590–601; DOI: 10.1016/j.jfi.2015.02.001

Khovansky, Serguey, Oleksandr Zhylyevskyy. 2013. “Impact of idiosyncratic volatility on stock returns: A cross-sectional study,” Journal of Banking and Finance, vol. 37 (8), pp. 3064–3075; DOI: 10.1016/j.jbankfin.2013.02.034

Zhylyevskyy, Oleksandr, Helen H. Jensen, Steven B. Garasky, Carolyn E. Cutrona, Frederick X. Gibbons. 2013. “Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African Americans,” Southern Economic Journal, vol. 80 (1), pp. 226–251; DOI: 10.4284/0038-4038-2011.277. (Before publication, this article circulated as CARD working paper 10-WP 515.)

Zhylyevskyy, Oleksandr. 2012. “Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications,” Theoretical Economics Letters, vol. 2 (4), pp. 400–407; DOI: 10.4236/tel.2012.24074

Zhylyevskyy, Oleksandr. 2012. “Spousal Conflict and Divorce,” Journal of Labor Economics, vol. 30 (4), pp. 915–962; DOI: 10.1086/666654

Zhylyevskyy, Oleksandr. 2012. “Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model,” Theoretical Economics Letters, vol. 2 (1), pp. 16–20; DOI: 10.4236/tel.2012.21003

Zhylyevskyy, Oleksandr. 2010. “The paradox of interest rates of the Greenback Era: A reexamination,” Journal of Monetary Economics, vol. 57 (8), pp. 1026–1037; DOI: 10.1016/j.jmoneco.2010.10.003

Zhylyevskyy, Oleksandr. 2010. “A fast Fourier transform technique for pricing American options under stochastic volatility,” Review of Derivatives Research, vol. 13 (1), pp. 1–24; DOI: 10.1007/s11147-009-9041-6

Ramdas, Kamalini, Oleksandr Zhylyevskyy, William L. Moore. 2010. “A Methodology to Support Product Differentiation Decisions,” IEEE Transactions on Engineering Management, vol. 57 (4), pp. 649–660; DOI: 10.1109/TEM.2009.2035612