Panagiotis Schizas

University of Zurich - Department Finance

Schönberggasse 1

Zürich, 8001

Switzerland

  • University of Zurich - Department Finance

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Market Timing & Trading Strategies Using Asset Rotation

Number of pages: 31 Posted: 18 Jan 2010 Last Revised: 19 Feb 2010
Panagiotis Schizas and Dimitrios Thomakos
University of Zurich - Department Finance and University of Athens, Department of Business Administration
Downloads 3,489 (6,547)

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Exchange Traded Funds, forecasting, market timing, sign predictions, statistical arbitrage, technical trading, volatility timing

2.

Pairs Trading on International ETFs

Number of pages: 56 Posted: 14 Nov 2011
Panagiotis Schizas, Dimitrios Thomakos and Tao Wang
University of Zurich - Department Finance, University of Athens, Department of Business Administration and City University of New York (CUNY) - Department of Economics
Downloads 2,516 (10,978)
Citation 2

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convergence/divergence of prices, exchange traded funds, ETF, Fama-French, international asset pricing, long and short strategies, market neutral strategies, mean reversion

3.

Hedge Funds and the Housing Bubble

Number of pages: 30 Posted: 29 Jun 2011
Christos I. Giannikos and Panagiotis Schizas
CUNY - Baruch College and University of Zurich - Department Finance
Downloads 165 (343,906)

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Hedge Funds, Subprime Crisis, Mortgage Backed Securities, Multi-Factor Analysis

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Active ETFs, Passive ETFs, Mutual Funds, Hedge Funds

5.

The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis

Posted: 08 Nov 2013 Last Revised: 02 Jun 2014
Dionysios Chionis, Ioannis Pragidis and Panagiotis Schizas
Democritus University of Thrace, Democritus University of Thrace and University of Zurich - Department Finance

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Sovereign bonds, Macroeconomic fundamentals, Greek Debt Crisis, Eurozone Debt crisis, Unrestricted VAR

6.

Funds of Hedge Funds: A Comparative Analysis Before, During and After the Housing Bubble

Posted: 12 Jul 2012
Panagiotis Schizas
University of Zurich - Department Finance

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funds of hedge funds, housing bubble, market risk factors