Michalis P. Stamatogiannis

University of Liverpool Management School

Senior Lecturer

Chatham Street

Liverpool, L69 7ZH

United Kingdom

http://https://www.liverpool.ac.uk/management/staff/michail-stamatogiannis/

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SCHOLARLY PAPERS

7

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1,225

TOTAL CITATIONS

30

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Scholarly Papers (7)

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1.

Robust Econometric Inference for Stock Return Predictability

Number of pages: 120 Posted: 02 Nov 2014

Alexandros Kostakis, Tassos Magdalinos and Michalis P. Stamatogiannis

University of Liverpool - Management School (ULMS), University of Southampton and University of Liverpool Management School

Downloads 535 (105,111)

Citation 24

Abstract:

2.

Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?

Number of pages: 108 Posted: 20 Nov 2018

Alexandros Kostakis, Tassos Magdalinos and Michalis P. Stamatogiannis

University of Liverpool - Management School (ULMS), University of Southampton and University of Liverpool Management School

Downloads 343 (175,930)

Citation 4

Abstract:

3.

Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest

Number of pages: 30 Posted: 11 Jun 2024

Olan Henry, Semih Kerestecioglu, Sam Pybis and Michalis P. Stamatogiannis

University of Liverpool, University of Aberdeen, Manchester Metropolitan University and University of Liverpool Management School

Downloads 116 (478,069)

Abstract:

4.

Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa

Downloads 96 (546,845)

1

Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa

Number of pages: 29 Posted: 03 Nov 2016

Tony Addison, Atanu Ghoshray and Michalis P. Stamatogiannis

United Nations University, Newcastle University Business School and University of Liverpool Management School

Downloads 96 (552,171)

Abstract:

5.

Forecasting the Exchange Rate Using Non-Linear Taylor Rule Based Models

Number of pages: 39 Posted: 11 Apr 2019

Rudan Wang, Bruce Morley and Michalis P. Stamatogiannis

University of Bath - Department of Economics, University of Bath and University of Liverpool Management School

Downloads 64 (688,194)

Abstract:

6.

Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions

Number of pages: 28 Posted: 12 Apr 2019

Alain Hecq, Jan P. A. M. Jacobs and Michalis P. Stamatogiannis

Maastricht University - Department of Quantitative Economics, University of Groningen - Faculty of Economics and Business and University of Liverpool Management School

Downloads 43 (819,872)

Citation 1

Abstract:

7.

Centurial Evidence of Breaks in the Persistence of Unemployment

Number of pages: 7 Posted: 03 Nov 2016 Last Revised: 05 Nov 2016

Atanu Ghoshray and Michalis P. Stamatogiannis

Newcastle University Business School and University of Liverpool Management School

Downloads 28 (948,527)

Citation 1

Abstract:

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