More online appendixes coming soon...
Link here for “Hedge Fund exposures with daily data”, (with Christos Antoniadis)
Link here for “Guidelines for constructing factors using futures and options data from Thomson Reuters Datastream”, (with Christos Antoniadis)
Link here for “Guidelines for asset pricing research using international equity data
from Thomson Reuters Datastream”, (with Conrad Landis). Journal of Banking and Finance, 2021, 130.
Link here for “Crisis and extremism. How does an extreme far right emerge in a modern democracy? Evidence from Greece’s Golden Dawn”, (with Nicos Christodoulakis and Costas Roumanias), Journal of Elections, Public Opinion and Parties, 2020.
Link here for “A Tug of War: Overnight versus Intraday Expected Returns”, (with Dong Lou and Christopher Polk), Journal of Financial Economics, 2019, 134(1), 192-213.
Link here for “Exact computation of Censored Least Absolute Deviations estimator”, (with Yannis Bilias and Kostas Florios), 2019, Journal of Econometrics, 212(2), 584-606.
Link here for “Exact computation of max weighted score estimators”, (with Costas Florios), Journal of Econometrics, 2008, 146 (1), 86-91.
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