| Quantify the quantitative easing: Impact on bonds and corporate debt issuance K Todorov Journal of Financial Economics 135 (2), 340-358, 2020 | 151 | 2020 |
| ETFs, illiquid assets, and fire sales JJ Shim, K Todorov Available at SSRN 3886881, 2023 | 27 | 2023 |
| What drives repo haircuts? Evidence from the UK market C Julliard, G Pinter, K Todorov, K Yuan Evidence from the UK Market (January 30, 2019), 2019 | 24 | 2019 |
| The anatomy of bond ETF arbitrage K Todorov | 22 | 2021 |
| When passive funds affect prices: evidence from volatility and commodity ETFs K Todorov Review of Finance, forthcoming https://doi. org/10.1093/rof/rfad038, 2019 | 20* | 2019 |
| Launch of the first US bitcoin ETF: mechanics, impact, and risks K Todorov BIS Quarterly Review, 2021 | 14 | 2021 |
| The post-Libor world: a global view from the BIS derivatives statistics W Huang, K Todorov BIS Quarterly Review, 2022 | 10 | 2022 |
| Crypto carry M Schmeling, A Schrimpf, K Todorov Available at SSRN 4268371, 2023 | 6 | 2023 |
| Exploring the variance risk premium across assets SL Heston, K Todorov Unpublished working paper, 2023 | 5 | 2023 |
| Futures-based commodity ETFs when storage is constrained S Aramonte, K Todorov BIS Bulletins, 2021 | 4 | 2021 |
| Relationship discounts in corporate bond trading S Jurkatis, A Schrimpf, K Todorov, N Vause Bank of England Working Paper, 2023 | 3 | 2023 |
| CP and CDs markets: a primer M Aquilina, A Schrimpf, K Todorov BIS Quarterly Review, 63-76, 2023 | 3 | 2023 |
| The cumulant risk premium AS Kyle, K Todorov Bank for International Settlements, Monetary and Economic Department, 2023 | 2 | 2023 |
| Interest rate basis risks in the Libor and RFR worlds W Huang, K Todorov | | 2022 |
John ShimUniversity of Notre DameVerified email at nd.edu
