Theofanis Papamichalis

University of Cambridge

Austin Robinson Building

Sidgwick Ave

Cambridge, Cambridgeshire CB3 9DD

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

918

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Divided Government and the Stock Market

Number of pages: 74 Posted: 07 Dec 2022 Last Revised: 29 May 2024
Theofanis Papamichalis, Dean Ryu and Mungo Ivor Wilson
University of Cambridge, Said Business School, University of Oxford and University of Oxford - Said Business School
Downloads 253 (229,096)

Abstract:

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Divided Government, Government Puzzle, Presidential Puzzle, Stock Returns, Economic Growth, September Effect

2.

The 'Matthew Effect' in Asset Returns: Winners and Losers from Entry

Number of pages: 50 Posted: 14 Oct 2021 Last Revised: 06 Nov 2022
Theofanis Papamichalis
University of Cambridge
Downloads 247 (234,545)

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Market Power, Equity Premium, Size Effect, Profitability, Entry Costs.

3.

Optimism, Net Worth Trap, and Asset Returns

Number of pages: 71 Posted: 18 Oct 2021 Last Revised: 19 Jul 2024
Goutham Gopalakrishna, Seung Joo Lee and Theofanis Papamichalis
Rotman School of Management, University of Toronto, University of Oxford, Saïd Business School and University of Cambridge
Downloads 159 (350,532)

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Optimism, Net Worth Trap, Conditional Momentum

4.

On the Time Variation of Aggregate Stock Returns and Cross-Sectional Anomalies

Number of pages: 50 Posted: 18 Dec 2023 Last Revised: 17 Jul 2024
Theofanis Papamichalis and Dean Ryu
University of Cambridge and Said Business School, University of Oxford
Downloads 110 (466,910)

Abstract:

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Market Sentiment, Noise Traders, Stock Market

5.

The Persistence of Investment Inefficiencies: The Dynamics of Default and Endogenous Leverage

Number of pages: 48 Posted: 25 Oct 2021
Theofanis Papamichalis, Dimitrios P. Tsomocos and Nikolaos Romanidis
University of Cambridge, University of Oxford - Said Business School and St. Edmund Hall and University of Oxford - Said Business School
Downloads 102 (492,769)
Citation 1

Abstract:

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Bankruptcy Code, General Equilibrium, Incomplete Markets

6.

The Systemic Impact of Debt Default in a Multilayered Global Network Model

IMF Working Paper No. 2022/171
Number of pages: 25 Posted: 13 Sep 2022
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) and University of Cambridge
Downloads 47 (747,325)

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Network, Contagion, Crises, Stress-test