Paskalis Glabadanidis

University of Adelaide Business School

Senior Lecturer in Finance

10 Pulteney Street

Adelaide, South Australia 5005

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

11

DOWNLOADS
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SSRN RANKINGS

Top 2,640

in Total Papers Downloads

10,532

CITATIONS
Rank 10,322

SSRN RANKINGS

Top 10,322

in Total Papers Citations

41

Scholarly Papers (11)

1.
Downloads 8,197 ( 420)

Market Timing with Moving Averages

Number of pages: 68 Posted: 12 Mar 2012 Last Revised: 09 Nov 2012
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 5,855 (775)

Abstract:

Market timing, moving average, technical analysis, conditional model

Market Timing with Moving Averages

25th Australasian Finance and Banking Conference 2012
Number of pages: 68 Posted: 10 Aug 2012 Last Revised: 09 Nov 2012
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 1,072 (14,121)

Abstract:

Market timing, security selection, moving average, technical analysis, conditional models

Market Timing with Moving Averages

Number of pages: 75 Posted: 30 Jan 2013
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 865 (19,581)

Abstract:

Market timing, security selection, moving average, technical analysis, conditional models

Market Timing with Moving Averages

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 68 Posted: 23 Aug 2012 Last Revised: 24 Jan 2013
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 404 (54,648)

Abstract:

market timing, security selection, moving average, technical analysis, conditional models

Market Timing with Moving Averages

International Review of Finance, Vol. 15, Issue 3, pp. 387-425, 2015
Number of pages: 39 Posted: 03 Sep 2015
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 1 (545,122)

Abstract:

2.

Risk Premia and the Dynamic Covariance between Stock and Bond Returns

Journal of Financial and Quantitative Analysis (JFQA), Vol. 38, No. 2, 2003
Number of pages: 37 Posted: 05 Jul 2001 Last Revised: 23 Oct 2012
John T. Scruggs and Paskalis Glabadanidis
Barclays Global Investors and University of Adelaide Business School
Downloads 765 (22,733)
Citation 36

Abstract:

The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes

Number of pages: 40 Posted: 09 May 2012 Last Revised: 15 Nov 2012
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 513 (40,449)

Abstract:

Technical Analysis, Moving Average, Market Timing, US Index REIT

The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes

International Review of Finance, Vol. 14, Issue 2, pp. 161-202, 2014
Number of pages: 42 Posted: 05 Jun 2014
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 0

Abstract:

4.

A Dynamic Asset Pricing Model with Time-Varying Idiosyncratic Risk

Number of pages: 62 Posted: 08 Dec 2004
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 236 (99,182)
Citation 1

Abstract:

Dynamic Asset Pricing, Multivariate GARCH

Robust and Efficient Strategies to Track and Outperform a Benchmark

Number of pages: 49 Posted: 23 Jan 2011
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 107 (201,136)
Citation 2

Abstract:

Optimal Portfolio Weights, Benchmarking

Robust and Efficient Strategies to Track and Outperform a Benchmark

Number of pages: 32 Posted: 19 Feb 2009
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 69 (266,713)
Citation 2

Abstract:

Optimal Portfolio Weights, Benchmarking

Robust and Efficient Strategies to Track and Outperform a Benchmark

Number of pages: 23 Posted: 17 Mar 2010
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 50 (314,533)
Citation 2

Abstract:

Optimal Portfolio Weights, Benchmarking

6.

Benchmark Replication Portfolio Strategies

Journal of Asset Management Vol. 14, 2, 95–110, 24th Australasian Finance and Banking Conference 2011 Paper,
Number of pages: 22 Posted: 20 Aug 2011 Last Revised: 24 Jun 2013
Paskalis Glabadanidis and Leon Zolotoy
University of Adelaide Business School and Melbourne Business School
Downloads 198 (99,182)

Abstract:

Optimal Portfolio Weights, Benchmarking

7.

Measuring the Economic Significance of Mean-Variance Spanning

Quarterly Review of Economics and Finance, Vol. 49, No. 2, 2009
Number of pages: 59 Posted: 08 Dec 2004 Last Revised: 24 Oct 2012
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 129 (170,757)
Citation 2

Abstract:

Mean-Variance Spanning Tests, Bayesian Inference, International Investment

Another Test of the Efficiency of a Given Portfolio

Number of pages: 43 Posted: 01 Nov 2014
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 53 (305,896)

Abstract:

Portfolio efficiency, global minimum variance portfolio, mean-variance spanning.

Another Test of the Efficiency of a Given Portfolio

Number of pages: 51 Posted: 20 Aug 2015
Paskalis Glabadanidis
University of Adelaide Business School
Downloads 20 (435,721)

Abstract:

Portfolio efficiency, global minimum variance portfolio, mean-variance spanning.

9.

Do Equity Mutual Funds Really Perform Less Poorly in Bad Times? Evidence from US and Australia

25th Australasian Finance and Banking Conference 2012
Number of pages: 34 Posted: 25 Aug 2012
Tariq H. Haque and Paskalis Glabadanidis
University of Adelaide and University of Adelaide Business School
Downloads 52 (286,198)

Abstract:

Mutual funds, Unconditional performance evaluation, Conditional performance evaluation

10.

Rafi Replication: Easier Done than Said?

Journal of Asset Management Vol. 13, 3, 210-225
Number of pages: 23 Posted: 05 Apr 2013
Paskalis Glabadanidis, Ivan Obaydin and Ralf Zurbruegg
University of Adelaide Business School, University of Adelaide - Business School and University of Adelaide
Downloads 43 (279,107)

Abstract:

Fundamental indexes, portfolio diversification, mean-variance spanning

11.

A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk

Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 247-264, 2009
Posted: 30 Jun 2009
Paskalis Glabadanidis
University of Adelaide Business School

Abstract:

C32, G12, dynamic asset pricing, multivariate GARCH