Andreas Karathanasopoulos

University of Dubai

AL MAKTOOM STREET

Dubai, 14143

United Arab Emirates

SCHOLARLY PAPERS

5

DOWNLOADS

911

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Short-Term Momentum (Almost) Everywhere

Number of pages: 64 Posted: 14 Mar 2019
Adam Zaremba, Andreas Karathanasopoulos and Huaigang Long
Pozna? University of Economics and Business, University of Dubai and Zhejiang University
Downloads 395 (85,808)
Citation 1

Abstract:

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short-term momentum, short-term reversal, early asset prices, long-term historical returns, equities, government bonds, treasury bills, currency, commodities

2.

Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes

Number of pages: 62 Posted: 29 Aug 2018
Adam Zaremba, Mehmet Umutlu and Andreas Karathanasopoulos
Pozna? University of Economics and Business, Yasar University - Department of International Trade and Finance and University of Dubai
Downloads 321 (108,306)
Citation 3

Abstract:

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alpha momentum, alpha reversal, international investment, country momentum, country reversal, industry momentum, industry reversal, asset pricing, the cross-section of returns return predictability, equity anomalies

3.

Herding for Profits: Market Breadth and the Cross-Section of Global Equity Returns

Number of pages: 45 Posted: 29 Aug 2019
Adam Zaremba, Adam Szyszka, Andreas Karathanasopoulos and Mateusz Mikutowski
Pozna? University of Economics and Business, Warsaw School of Economics, University of Dubai and Poznan University of Economics and Business
Downloads 153 (219,881)
Citation 2

Abstract:

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Herding, Market Breadth, Return Predictability, Asset Pricing, Portfolio Allocation

4.

Return Seasonalities in Government Bonds and Macroeconomic Risk

Economics Letters, 2019, 176, 114-116
Number of pages: 8 Posted: 28 Feb 2019
Mateusz Mikutowski, Andreas Karathanasopoulos and Adam Zaremba
Poznan University of Economics and Business, University of Dubai and Pozna? University of Economics and Business
Downloads 41 (477,176)

Abstract:

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government bonds, return seasonality, macroeconomic risk, asset pricing, calendar anomalies

5.

Ensemble Models in Forecasting Financial Markets

Journal of Computational Finance, Forthcoming
Number of pages: 19 Posted: 02 Apr 2019
Andreas Karathanasopoulos, Mitra Sovan, Chia Chun Lo, Adam Zaremba and Mohammed Osman
University of Dubai, affiliation not provided to SSRN, Mohammad bin Salman College, Pozna? University of Economics and Business and University of Dubai
Downloads 1 (735,687)
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Abstract:

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forecasting, multilayer perception (MLP), recurrent neural network (RNN), radial basis function (RBF), optimizers