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"Corporate financing activities, fundamentals to price ratios, and the cross section of stock returns," with George Papanastasopoulos and Dimitrios Thomakos, Journal of Economic Studies, Vol. 40(4), 2013, 493-514.
"External finance, growth and stock returns," with Gikas Hardouvelis,
George Papanastasopoulos, and Dimitrios Thomakos, European Financial
Management, Vol. 18(5), November 2012, 790-815.
"Linear and nonlinear predictability of international securitized
real estate returns: A reality check," with Juan Cabrera and Jian
Yang, Journal of Real Estate Research, Vol. 33(4), November 2011,
565-594.
"Accruals and the performance of stock returns following external
financing activities," with George Papanastasopoulos and Dimitrios
Thomakos, The British Accounting Review, Vol. 43(3), September 2011,
214-229.
"Information in balance sheets for future stock returns: evidence
from net operating assets," with George Papanastasopoulos and
Dimitrios Thomakos, International Review of Financial Analysis, Vol.
20(5), October 2011, 269-282.
"The implications of retained and distributed earnings for future
profitability and stock returns," with George Papanastasopoulos and
Dimitrios Thomakos, Review of Accounting and Finance, Vol. 9(4),
December 2010, 395-423.
"Nonlinearity and intraday efficiency tests on energy futures
markets," with Jian Yang, Energy Economics, Vol. 22 (2), March 2010,
496-503.
"Optimal probabilistic and directional predictions of financial
returns," with Dimitrios Thomakos, Journal of Empirical Finance, Vol.
17 (1), January 2010, 102-119.
"Nonlinearity, data-snooping, and stock index ETF return
predictability," with Juan Cabrera and Jian Yang, European Journal of
Operation Research, Vol. 200 (2), January 2010, 498-507.
"Out of sample predictability in international equity markets: A model
selection approach," with Xiaojing Su and Jian Yang, Financial Review,
Vol. 44 (4), November 2009, 559-582.
"Do futures lead price discovery in electronic foreign exchange
markets?" with Juan Cabrera and Jian Yang, Journal of Futures Markets,
Vol. 29 (2), February 2009, 137-156.
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