Browsing All of EconStor by Author Skiadopoulos, George

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Showing results 1 to 10 of 10
Year of PublicationTitleAuthor(s)
2014 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini; Skiadopoulos, George
2014 Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 option marketKapetanios, George; Neumann, Michael; Skiadopoulos, George
2014 The effects of margin changes on commodity futures marketsDaskalaki, Charoula; Skiadopoulos, George
2014 Capital structure and financial flexibility: Expectations of future shocksLambrinoudakis, Costas; Neumann, Michael; Skiadopoulos, George
2014 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini; Skiadopoulos, George
2015 A new predictor of real economic activity: The S&P 500 option implied risk aversionSarantopoulou-Chiourea, Sylvia; Skiadopoulos, George
2016 Diversification benefits of commodities: A stochastic dominance efficiency approachDaskalaki, Charoula; Skiadopoulos, George; Topaloglou, Nikolas
2018 The contribution of frictions to expected returnsHirakiy, Kazuhiro; Skiadopoulos, George
2018 Positive stock information in out-of-the-money option pricesGkionis, Konstantinos; Kostakis, Alexandros; Skiadopoulos, George; Stilger, Przemyslaw S.
2018 A new predictor of U.S. real economic activity: The S&P 500 option implied risk aversionFaccini, Renato; Konstantinidi, Eirini; Skiadopoulos, George; Sarantopoulou-Chiourea, Sylvia