Sotiria Plastira

University of Piraeus - Department of Statistics and Insurance Science

80 Karaoli & Dimitriou str.

Piraeus, 18534

Greece

SCHOLARLY PAPERS

2

DOWNLOADS

531

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Fama French Factors and US Stock Return Predictability

Number of pages: 25 Posted: 12 Apr 2011
Ekaterini Panopoulou and Sotiria Plastira
Essex Business School and University of Piraeus - Department of Statistics and Insurance Science
Downloads 383 (88,640)
Citation 1

Abstract:

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ICAPM, Fama French factors, Out-of-sample forecasts, Stock return predictability

2.

Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective

Number of pages: 34 Posted: 01 Mar 2014
Ekaterini Panopoulou and Sotiria Plastira
Essex Business School and University of Piraeus - Department of Statistics and Insurance Science
Downloads 148 (225,976)

Abstract:

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Combination forecasts, Fama French factors, Stock return predictability, Bond return predictability, Asset allocation