Financial derivatives , asset pricing , financial econometrics, market-based accounting
Conservative accounting and the pricing of risk: The case of research and development
with Dimos Andronoudis, Christina Dargenidou and Peter Pope
Accounting-based risk and the valuation of R&D intensive firms
with Dimos Andronoudis and Christina Dargenidou
Commom and idiosyncratic earnings, return variance and the R&D impact
with Dimos Andronoudis and Christina Dargenidou
with George Kapetanios, Michael Neumann and George Skiadopoulos
Journal of Financial Markets, forthcoming
A new predictor of U.S. real economic activity: The S&P 500 option implied risk aversion
with Renato Faccini, George Skiadopoulos and Sylvia Sarantopoulou-Chiourea
Management Science 65, 4927-4949.
with George Skiadopoulos
Journal of Banking and Finance 62, 62-75.
Volatility spillovers and the effect of news announcements
with George Jiang and George Skiadopoulos
Journal of Banking and Finance 36, 2260-2273.
Are VIX futures predictable? An empirical investigation
with George Skiadopoulos
International Journal of Forecasting 27, 543-560.
with George Skiadopoulos and Emilia Tzagkaraki
Journal of Banking and Finance 32, 2401-2411
Modelling the dynamics of temperature with a view to weather derivatives
with Garen Papazian and George Skiadopoulos
World Scientific Handbook of Futures Markets, A.G. Malliaris, W.T. Ziemba (Editors), World Scientific Publishing, Singapore