Nikolaos Sakkas

University of Bath

No Address Available

SCHOLARLY PAPERS

3

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0

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Persistence of Investor Sentiment in the Past 50 Years: A Behavioural Perspective

Posted: 03 Dec 2018
Caesar Han, Nikolaos Sakkas, Jo Danbolt and Arman Eshraghi
University of Edinburgh, University of Bath, University of Edinburgh Business School and Cardiff Business School

Abstract:

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Market Sentiment, Structural Breaks, Equity Anomalies, Sentiment Predictability, Arbitrage

2.

Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares

Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 741-762, 2015
Number of pages: 22 Posted: 28 Jul 2015
Alastair R. Hall, Denise R. Osborn and Nikolaos Sakkas
North Carolina State University - Department of Economics, University of Manchester - School of Social Sciences and University of Bath
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Abstract:

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structural breaks, information criteria, instrumental variables estimation, JEL

3.

Inference on Structural Breaks Using Information Criteria

The Manchester School, Vol. 81, pp. 54-81, 2013
Number of pages: 28 Posted: 31 Oct 2013
Alastair R. Hall, Denise R. Osborn and Nikolaos Sakkas
North Carolina State University - Department of Economics, University of Manchester - School of Social Sciences and University of Bath
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