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 24

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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, Gurdip Bakshi, George Panayotov and Georgios Skoulakis

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

Downloads 2,142 (9,937)

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, Gurdip Bakshi, George Panayotov and Georgios Skoulakis

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

Downloads 1,154 (25,866)

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 2,120 (10,289)

Citation 16

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 307 (139,497)

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 274 (156,702)

Citation 4

Abstract:

5.

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, Gurdip Bakshi, George Panayotov and Georgios Skoulakis

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

Downloads 267 (160,931)

Citation 8

Abstract:

6.

Do Subjective Expectations Explain Asset Pricing Puzzles?

Downloads 262 (164,028)

Citation 2

4

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 42 Posted: 22 Sep 2008

Gurdip Bakshi, Gurdip Bakshi and Georgios Skoulakis

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

Downloads 91 (388,754)

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, Gurdip Bakshi and Georgios Skoulakis

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

Downloads 71 (450,112)

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 37 Posted: 23 Mar 2009

Gurdip Bakshi, Gurdip Bakshi and Georgios Skoulakis

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

Downloads 51 (530,283)

Citation 1

Abstract:

Do Subjective Expectations Explain Asset Pricing Puzzles?

Number of pages: 42 Posted: 19 Feb 2009

Gurdip Bakshi, Gurdip Bakshi and Georgios Skoulakis

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

Downloads 49 (539,599)

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, Haibo Jiang, Georgios Skoulakis and Jinming Xue

Tulane University - A.B. Freeman School of BusinessESG UQAM, University of British Columbia (UBC) - Division of Finance and Southern Methodist University (SMU) - Finance Department

Downloads 251 (171,090)

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:

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

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:

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

Abstract: