Aris Protopapadakis

University of Southern California - Marshall School of Business - Finance and Business Economics Department

Associate Professor of Finance

Marshall School of Business

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

7

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Top 20,625

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34

CROSSREF CITATIONS

6

Scholarly Papers (7)

Macroeconomic Factors Do Influence Aggregate Stock Returns

Number of pages: 49 Posted: 03 Oct 2002
Mark J. Flannery and Aris Protopapadakis
University of Florida - Department of Finance, Insurance and Real Estate and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 2,528 (5,131)
Citation 38

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stock returns, factor, macroeconomics

Macroeconomic Factors Do Influence Aggregate Stock Returns

Review of Financial Studies, Forthcoming
Posted: 03 Oct 2002
Mark J. Flannery and Aris Protopapadakis
University of Florida - Department of Finance, Insurance and Real Estate and University of Southern California - Marshall School of Business - Finance and Business Economics Department

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stock returns, factor, macroeconomics

2.

Do Technical Trading Profits Remain in the Foreign Exchange Market? Evidence from Fourteen Currencies

Marshall School of Business Working Paper No. 09-06
Number of pages: 59 Posted: 01 Dec 2006 Last Revised: 24 Oct 2010
Igor Cialenco and Aris Protopapadakis
Illinois Institute of Technology and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 227 (141,524)
Citation 2

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trading rules, return rates, interest rate parity

3.

A Fact of Life: Predictable Returns from an Equilibrium Model with Simple Fundamentals

Number of pages: 68 Posted: 12 Sep 2002
Neal Maroney and Aris Protopapadakis
University of New Orleans - College of Business Administration and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 146 (209,916)
Citation 1

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4.

Macroeconomic News and the DM/$ Exchange Rate

Marshall School of Business Working Paper No. FBE 05.12
Number of pages: 58 Posted: 30 Jul 2012
Aris Protopapadakis and Mark J. Flannery
University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 71 (342,376)

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5.

Real Yield Variability: A Simple Explanation for the UIRP and Related 'Puzzles' in International Finance

Marshall School of Business Working Paper No. FBE 01.14
Number of pages: 103 Posted: 28 Feb 2014
Aris Protopapadakis
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 22 (534,526)

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Exchange rates, puzzles, UIRP, real yields, overshooting, predictability, carry trade

6.

Forward and Future Prices with Markovian Interest-Rate Processes

Journal of Business, Vol. 67, No 3, July 1994
Posted: 27 Oct 1999
Aris Protopapadakis and Simon Benninga
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Tel Aviv University - Faculty of Management

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7.

Limiting Differences between Forward and Futures Prices in a Lucas Consumption Model

Rodney L. White Center Working Paper No. 17-94
Posted: 03 Sep 1999
Zvi Wiener, Simon Benninga and Aris Protopapadakis
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Tel Aviv University - Faculty of Management and University of Southern California - Marshall School of Business - Finance and Business Economics Department

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