Browsing All of EconStor by Author Skiadopoulos, George


Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2014The effects of margin changes on commodity futures marketsDaskalaki, Charoula; Skiadopoulos, George
2014Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 option marketKapetanios, George; Neumann, Michael; Skiadopoulos, George
2014How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini; Skiadopoulos, George
2014How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini; Skiadopoulos, George
2014Capital structure and financial flexibility: Expectations of future shocksLambrinoudakis, Costas; Neumann, Michael; Skiadopoulos, George
2015A new predictor of real economic activity: The S&P 500 option implied risk aversionSarantopoulou-Chiourea, Sylvia; Skiadopoulos, George
2016Diversification benefits of commodities: A stochastic dominance efficiency approachDaskalaki, Charoula; Skiadopoulos, George; Topaloglou, Nikolas
2018The contribution of frictions to expected returnsHirakiy, Kazuhiro; Skiadopoulos, George
2018A new predictor of U.S. real economic activity: The S&P 500 option implied risk aversionFaccini, Renato; Konstantinidi, Eirini; Skiadopoulos, George; Sarantopoulou-Chiourea, Sylvia
2018Positive stock information in out-of-the-money option pricesGkionis, Konstantinos; Kostakis, Alexandros; Skiadopoulos, George; Stilger, Przemyslaw S.
2021Are climate change risks priced in the U.S. Stock market?Faccini, Renato; Matin, Rastin; Skiadopoulos, George
2023The contribution of transaction costs to expected stock returns: A novel measureHiraki, Kazuhiro; Skiadopoulos, George