Andreas Karathanasopoulos

University of Dubai

AL MAKTOOM STREET

Dubai, 14143

United Arab Emirates

SCHOLARLY PAPERS

7

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Top 47,336

in Total Papers Downloads

1,855

SSRN CITATIONS

11

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Short-Term Momentum (Almost) Everywhere

Number of pages: 64 Posted: 14 Mar 2019
Adam Zaremba, Andreas Karathanasopoulos and Huaigang Long
Montpellier Business School, University of Dubai and Zhejiang University
Downloads 834 (52,976)
Citation 7

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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
Montpellier Business School, Edinburgh Napier University, The Business School, Accounting and Finance Subject Group and University of Dubai
Downloads 596 (81,838)
Citation 4

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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
Montpellier Business School, Warsaw School of Economics, University of Dubai and Poznan University of Economics and Business
Downloads 337 (159,955)
Citation 2

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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 Montpellier Business School
Downloads 86 (515,468)

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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, Sovan Mitra, Chia Chun Lo, Adam Zaremba and Mohammed Osman
University of Dubai, University of Westminster, Mohammad bin Salman College, Montpellier Business School and University of Dubai
Downloads 2 (1,076,371)
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forecasting, multilayer perception (MLP), recurrent neural network (RNN), radial basis function (RBF), optimizers

6.

Forecasting Price Delay and Future Stock Returns: The Role of Corporate Social Responsibility

Journal of Forecasting, 38, 354-373
Posted: 16 Mar 2023
Wenlan School of Business, Zhongnan University of Economics and Law, Zhongnan University of Economics and Law, Mohammad bin Salman College, University of Dubai and Yuan Ze University

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7.

Information Disclosure and Transparency Ranking System and Firms' Value Deviation: Evidence from Taiwan

Review of Quantitative Finance and Accounting, 53, 3, 721-744
Posted: 16 Mar 2023
Shantou University - Business School, Zhongnan University of Economics and Law, Mohammad bin Salman College, University of Dubai and Yuan Ze University

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