Author Page for Georgios Skoulakis

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

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Citation 23

2

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

Temple University - Fox School of Business and Management, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Downloads 1,928 (9,260)

Citation 11

Abstract:

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

Temple University - Fox School of Business and Management, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Downloads 1,039 (24,120)

Citation 29

Abstract:

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 1,902 (9,682)

Citation 13

Abstract:

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 289 (123,269)

Citation 10

Abstract:

4.

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 263 (136,114)

Citation 4

Abstract:

5.

Do Subjective Expectations Explain Asset Pricing Puzzles?

Downloads 255 (140,394)

Citation 2

4

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 42 Posted: 22 Sep 2008

Gurdip Bakshi and Georgios Skoulakis

Temple University - Fox School of Business and Management and University of British Columbia (UBC) - Division of Finance

Downloads 90 (331,162)

Citation 1

Abstract:

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

Temple University - Fox School of Business and Management and University of British Columbia (UBC) - Division of Finance

Downloads 69 (388,042)

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 42 Posted: 19 Feb 2009

Gurdip Bakshi and Georgios Skoulakis

Temple University - Fox School of Business and Management and University of British Columbia (UBC) - Division of Finance

Downloads 49 (459,620)

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 37 Posted: 23 Mar 2009

Gurdip Bakshi and Georgios Skoulakis

Temple University - Fox School of Business and Management and University of British Columbia (UBC) - Division of Finance

Downloads 47 (468,068)

Citation 1

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

Temple University - Fox School of Business and Management, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Downloads 251 (142,670)

Citation 7

Abstract:

7.

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

Robert H. Smith School Research Paper No. RHS 2822061, Paris December 2018 Finance Meeting EUROFIDAI - AFFI

Number of pages: 79 Posted: 15 Aug 2016 Last Revised: 08 Nov 2018

Haibo Jiang, Georgios Skoulakis and Jinming Xue

ESG UQAM, University of British Columbia (UBC) - Division of Finance and Cox School of Business, Southern Methodist University

Downloads 208 (170,803)

Citation 4

Georgios Skoulakis

University of British Columbia (UBC) - Division of Finance

Assistant Professor

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Scholarly Papers (7)

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

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

Abstract:

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

Abstract:

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

Abstract:

A State-Variable Decomposition Approach for Solving Portfolio Choice Problems

Abstract:

Dynamic Portfolio Choice with Bayesian Learning

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Do Subjective Expectations Explain Asset Pricing Puzzles?

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Abstract:

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

Abstract:

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

Abstract: