Georgios Skoulakis

University of British Columbia (UBC) - Division of Finance

Assistant Professor

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

SCHOLARLY PAPERS

7

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CITATIONS
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in Total Papers Citations

38

Scholarly Papers (7)

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

Number of pages: 52 Posted: 25 Jan 2011 Last Revised: 29 Feb 2012
Gurdip Bakshi, George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 1,426 (9,062)
Citation 4

Abstract:

Baltic Dry Index, global stock markets, commodity returns, global real economic activity

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

AFA 2012 Chicago Meetings Paper
Number of pages: 52 Posted: 22 Mar 2011
Gurdip Bakshi, George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 806 (22,031)
Citation 4

Abstract:

Baltic Dry Index, global stock markets, commodity returns, global real economic activity, predictive regressions, out-of-sample statistic, economic significance

2.

Panel Data Inference in Finance: Least-Squares vs Fama-Macbeth

Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 20 Mar 2009
Georgios Skoulakis
University of British Columbia (UBC) - Division of Finance
Downloads 1,220 (9,316)
Citation 7

Abstract:

Panel data, Fama-MacBeth, Standard errors

3.

A State-Variable Decomposition Approach for Solving Portfolio Choice Problems

EFA 2008 Athens Meetings Paper
Number of pages: 51 Posted: 09 Mar 2008
Lorenzo Garlappi and Georgios Skoulakis
University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 234 (99,096)
Citation 1

Abstract:

dynamic portfolio choce, approximation techniques

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 42 Posted: 22 Sep 2008
Gurdip Bakshi and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 84 (239,668)
Citation 6

Abstract:

subjective expectations, learning, structural uncertainty, priors, predictive density of consumption growth, equity premium, riskfree return

Do Subjective Expectations Explain Asset Pricing Puzzles?

Journal of Financial Economics (JFE), 2010
Number of pages: 37 Posted: 14 Apr 2010
Gurdip Bakshi and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 65 (278,874)
Citation 6

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 37 Posted: 23 Mar 2009
Gurdip Bakshi and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 41 (346,377)
Citation 6

Abstract:

subjective expectations; learning; structural uncertainty; priors; predictive density of consumption growth; equity premium; riskfree return

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 42 Posted: 19 Feb 2009
Gurdip Bakshi and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 40 (349,806)
Citation 6

Abstract:

subjective expectations, learning, structural uncertainty, priors, predictive density of consumption growth, equity premium, riskfree return

5.

Dynamic Portfolio Choice with Bayesian Learning

Number of pages: 64 Posted: 25 Mar 2008
Georgios Skoulakis
University of British Columbia (UBC) - Division of Finance
Downloads 215 (104,377)
Citation 7

Abstract:

6.

Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios

Robert H. Smith School Research Paper No. RHS 06-137
Number of pages: 47 Posted: 08 Jun 2010 Last Revised: 29 Feb 2012
Gurdip Bakshi, George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 175 (121,965)
Citation 13

Abstract:

Predictability, traded market variance, real economic activity, Treasury returns, stock market

7.

Oil and Equity Index Return Predictability: The Importance of Dissecting Oil Price Changes

Robert H. Smith School Research Paper No. RHS 2822061
Number of pages: 62 Posted: 15 Aug 2016 Last Revised: 19 Nov 2016
Haibo Jiang, Georgios Skoulakis and Jinming Xue
Tulane University, University of British Columbia (UBC) - Division of Finance and University of Maryland - Department of Finance
Downloads 0 (280,086)

Abstract:

Equity Return Predictability; Structural VAR Model; Oil Price Change Decomposition; Oil Supply Shock; Global Demand Shock; Oil-Speci C Demand Shock