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    • Home
    • research
      • Publications
      • Working Papers
      • Online Appendixes
      • Research Themes
    • Data
    • Code
    • Forecasts
    • Teaching
    • Media
    • Other material
    • Commercial
  • Home
  • research
    • Publications
    • Working Papers
    • Online Appendixes
    • Research Themes
  • Data
  • Code
  • Forecasts
  • Teaching
  • Media
  • Other material
  • Commercial

Spyros Skouras' web site

Spyros Skouras' web siteSpyros Skouras' web siteSpyros Skouras' web site

Professor of International Finance

Professor of International FinanceProfessor of International Finance

Working papers

Recent

“The day destroys the night, Night extends the day: A clientele perspective on equity premium variation”, 2026, with Dong Lou and Christopher Polk. Link here


“The term structure of stock return predictability”, 2024, Link here


"The Penalized Sharpe Ratio: A simple statistic for evaluating tangency portfolia", 2021, with Conrad Landis 

Need to get back to these

“Parametric market timing for mean-variance investors”, previously distributed as Risk Neutral Forecasting, 2001


“The sign of a mean regression: characterisation, estimation and applications”, 2001. Link


“Gibrat's law does not imply Zipf's law”, 2010. Link


“Explaining Zipf’s Law for US cities”, 2009. Link.   An online appendix is available here. 


See also my author page on SSRN

SSRN Link


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