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Schizas, Panagiotis's
Scholarly Papers
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1.
Schizas, Panagiotis University of Peloponnese-School of Management and Economics
Thomakos, Dimitrios D. University of Peloponnese - School of Management and Economics
Posted:
18 Jan 10
Last Revised:
19 Feb 10
2,060
(2,726)
Exchange Traded Funds, forecasting, market timing, sign predictions, statistical arbitrage, technical trading, volatility timing
2.
Schizas, Panagiotis University of Peloponnese-School of Management and Economics
Thomakos, Dimitrios D. University of Peloponnese - School of Management and Economics
Wang, Tao City University of New York (CUNY) - Department of Economics
564
(21,989)
convergence/divergence of prices, exchange traded funds, ETF, Fama-French, international asset pricing, long and short strategies, market neutral strategies, mean reversion
3.
Schizas, Panagiotis University of Peloponnese-School of Management and Economics
Posted:
25 Jun 11
Last Revised:
05 Mar 12
138
(106,290)
Active ETFs, Passive ETFs, Mutual Funds, Hedge Funds
4.
Giannikos, Christos I. CUNY - Baruch College
Schizas, Panagiotis University of Peloponnese-School of Management and Economics
95
(141,342)
Hedge Funds, Subprime Crisis, Mortgage Backed Securities, Multi-Factor Analysis
5.
Schizas, Panagiotis University of Peloponnese-School of Management and Economics
funds of hedge funds, housing bubble, market risk factors
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