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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Skiadopoulos, George"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Statistics"
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Volatility
6
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6
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3
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3
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3
Portfolio selection
3
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Skiadopoulos, George
Moshirian, Fariborz
38
Hasan, Iftekhar
37
Berger, Allen N.
30
Saunders, Anthony
27
Faff, Robert W.
20
Cumming, Douglas J.
16
Fiordelisi, Franco
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Fraser, Donald R.
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Delēs, Manthos D.
14
Ongena, Steven
14
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14
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13
Elyasiani, Elyas
13
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Lobo, Gerald J.
13
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13
Norden, Lars
13
Shackleton, Mark B.
12
Slovin, Myron B.
12
Beck, Thorsten
11
Chung, Kee H.
11
Cornett, Marcia Millon
11
Demirgüç-Kunt, Asli
11
Levy, Haim
11
Udell, Gregory F.
11
Akhigbe, Aigbe O.
10
Altman, Edward I.
10
Chang, Eric Chieh
10
Duygun, Meryem
10
El Ghoul, Sadok
10
Fabozzi, Frank J.
10
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10
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10
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10
Iskandar-Datta, Mai E.
10
Lucey, Brian M.
10
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10
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10
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Journal of banking & finance
International journal of theoretical and applied finance
3
International journal of forecasting
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Applied financial economics
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
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1
Journal of financial markets
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Journal of financial stability
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Review of derivatives research
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ECONIS (ZBW)
10
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1
Dissecting climate risks : are they reflected in stock prices?
Faccini, Renato
;
Matin, Rastin
;
Skiadopoulos, George
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014490511
Saved in:
2
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
3
Capital structure and financial flexibility : expectations of future shocks
Lambrinoudakis, Costas
;
Skiadopoulos, George
;
Gkionis, …
- In:
Journal of banking & finance
104
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012163780
Saved in:
4
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
- In:
Journal of banking & finance
62
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011634054
Saved in:
5
Are there common factors in individual commodity futures returns?
Daskalaki, Charoula
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
40
(
2014
),
pp. 346-363
Persistent link: https://www.econbiz.de/10010402662
Saved in:
6
Volatility spillovers and the effect of news announcements
Jiang, George J.
;
Konstantinidi, Eirini
;
Skiadopoulos, …
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2260-2273
Persistent link: https://www.econbiz.de/10009656274
Saved in:
7
Should investors include commodities in their portfolios after all? : new evidence
Daskalaki, Charoula
;
Skiadopoulos, George
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2606-2626
Persistent link: https://www.econbiz.de/10009273277
Saved in:
8
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
9
An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
Saved in:
10
A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos
;
Skiadopoulos, George
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
Saved in:
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