Yannis Bilias

Athens University of Economics and Business

76 Patission Street

Athens, 104 34

Greece

SCHOLARLY PAPERS

7

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CITATIONS
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22

Scholarly Papers (7)

Has Greater Stock Market Participation Increased Wealth Inequality in the US?

Number of pages: 35 Posted: 01 Jun 2005 Last Revised: 19 Jan 2016
Athens University of Economics and Business, European Central Bank (ECB) - Directorate General Research and Goethe University Frankfurt - House of Finance
Downloads 681 (36,016)
Citation 7

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Household finance, stockholding, financial literacy, wealth distribution

Equity Culture and the Distribution of Wealth

CFS Working Paper No. 2005/20
Posted: 20 Oct 2005
Athens University of Economics and Business, European Central Bank (ECB) - Directorate General Research and Goethe University Frankfurt - House of Finance

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Wealth distribution, inequality, stockholding, equity culture

2.
Downloads 646 ( 39,190)
Citation 37

Portfolio Inertia and Stock Market Fluctuations

CFS Working Paper No. 2006/14
Number of pages: 46 Posted: 02 Jun 2006 Last Revised: 30 Sep 2009
Athens University of Economics and Business, European Central Bank (ECB) - Directorate General Research and Goethe University Frankfurt - House of Finance
Downloads 643 (38,877)
Citation 11

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Stockholding, Portfolio inertia, stock trading, household portfolios

Portfolio Inertia and Stock Market Fluctuations

CEPR Discussion Paper No. DP7239
Number of pages: 40 Posted: 07 Apr 2009
Athens University of Economics and Business, European Central Bank (ECB) - Directorate General Research and Goethe University Frankfurt - House of Finance
Downloads 3 (649,932)
Citation 54
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household finance, portfolio inertia, stock trading, Stockholding

Portfolio Inertia and Stock Market Fluctuations

Journal of Money, Credit, and Banking, Forthcoming
Posted: 11 Oct 2009
Athens University of Economics and Business, European Central Bank (ECB) - Directorate General Research and Goethe University Frankfurt - House of Finance

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Stockholding, portfolio inertia, stock trading, household portfolios

3.

The Distribution of Gains from Access to Stocks

Number of pages: 49 Posted: 27 Feb 2004
Yannis Bilias and Michael Haliassos
Athens University of Economics and Business and Goethe University Frankfurt - House of Finance
Downloads 125 (223,327)
Citation 1

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Portfolio choice, stock market participation, equity culture, binary quantile regression

4.

Exact Computation of Censored Least Absolute Deviations Estimator

Number of pages: 47 Posted: 29 Dec 2013 Last Revised: 07 Dec 2018
Yannis Bilias, Kostas Florios and Spyros Skouras
Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 121 (228,861)

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CLAD estimator, censored regression models, Mixed Integer Programming, disjunctive constraints

5.

Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications

Number of pages: 41 Posted: 27 Nov 2017 Last Revised: 19 Apr 2019
University of Illinois at Urbana-Champaign - Department of Economics, Athens University of Economics and Business, California State University, Los Angeles - Department of Economics & Statistics, CUNY Queens College, Department of Economics and CUNY The Graduate Center - Department of Economics
Downloads 33 (447,789)
Citation 4

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Rao's score test, Lagrange multiplier test, robust LM test, specification testing, locally misspecified model, QMLE, inference

6.

Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics

Palgrave Handbook of Econometrics, Vol. 1
Posted: 04 Aug 2005
Anil K. Bera, Yannis Bilias and Pradosh Simlai
University of Illinois at Urbana-Champaign - Department of Economics, Athens University of Economics and Business and University of Illinois at Urbana-Champaign - Department of Economics

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Estimating Function, Method of Moments, Nuisance parameters, Dependent data

7.

On Some Optimality Properties of Fisher-Rao Score Function in Testing and Estimation

Working Paper No. 00-122
Posted: 18 Jun 2001
Anil K. Bera and Yannis Bilias
University of Illinois at Urbana-Champaign - Department of Economics and Athens University of Economics and Business

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Score function, Rao's score test, Locally most powerful test, Estimating function, Efficiency, Efficient method of moment.