Neophytos Lambertides

Cyprus University of Technology

Assistant Professor

Limassol, 3603

Cyprus

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 31,216

in Total Papers Citations

4

CROSSREF CITATIONS

17

Scholarly Papers (17)

1.

Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility

Number of pages: 83 Posted: 27 May 2017 Last Revised: 28 Mar 2019
Turan G. Bali, Luca Del Viva, Neophytos Lambertides and Lenos Trigeorgis
Georgetown University - Robert Emmett McDonough School of Business, ESADE Business School, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 486 (59,409)
Citation 1

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Stock Market Anomalies, Stock Returns, Growth Options, Profitability, Lotteryness, Distress, Idiosyncratic Volatility, Idiosyncratic Skewness

2.

Is There a Limit to the Accuracy of Equity Valuation Using Multiples?

Number of pages: 44 Posted: 10 Jul 2013 Last Revised: 23 Jun 2016
Ian A. Cooper and Neophytos Lambertides
London Business School and Cyprus University of Technology
Downloads 455 (64,416)

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Equity Valuation, Valuation, Multiples Valuation

3.

Asymmetric Returns and the Economic Content of Accruals and Investment

Number of pages: 34 Posted: 01 May 2018
Luca Del Viva, S.P. Kothari, Neophytos Lambertides and Lenos Trigeorgis
ESADE Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 276 (113,808)

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investment and accruals, volatility, growth options, nonlinear equity value, asymmetric returns, idiosyncratic skewness, anomalies

4.

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

Number of pages: 32 Posted: 21 Nov 2014 Last Revised: 09 Nov 2017
Universitat Rovira Virgili, Aarhus University - CREATES, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 190 (164,106)

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Idiosyncratic volatility puzzle; Macro-finance factors; Business cycle

5.

Large Dividend Increases and Leverage

Number of pages: 48 Posted: 16 Jun 2017 Last Revised: 25 Oct 2017
Ian A. Cooper and Neophytos Lambertides
London Business School and Cyprus University of Technology
Downloads 131 (224,823)

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Capital structure, dividend policy, dividend changes, leverage

6.

Financial Distress Risk and Stock Price Crashes

Number of pages: 46 Posted: 17 Sep 2019
Christoforos Andreou, Panayiotis C. Andreou and Neophytos Lambertides
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology
Downloads 79 (316,723)

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stock price crashes, crash risk, distress risk, bad news hoarding, investor sentiment

7.

The Effects of Oil Price Shocks on U.S. Stock Order Flow Imbalances and Stock Returns

Number of pages: 26 Posted: 05 Apr 2017
Neophytos Lambertides, Christos S. Savva and Dimitris A. Tsouknidis
Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Finance and Shipping and University of Piraeus - Department of Maritime Studies
Downloads 43 (425,382)
Citation 1

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Oil price shocks, stock order flow imbalances, structural VAR

8.

Equity Investment by Global Funds: Return and Sovereign Risk

Number of pages: 55 Posted: 23 Sep 2018
Christoforos Andreou, Neophytos Lambertides and Andreas Savvides
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology
Downloads 18 (549,751)

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Foreign Investors, Equity Return, Sovereign Risk

9.

The Effects of Oil Price Shocks on the Prices of EU Emission Trading System and European Stock Returns

Number of pages: 24 Posted: 29 Jul 2019
Cyprus University of Technology, Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Finance and Shipping and University of Piraeus - Department of Maritime Studies
Downloads 17 (555,878)

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oil price shocks; emissions trading system; structural VAR; European stock returns

10.

Earnings Behaviour of Financially Distressed Firms: The Role of Institutional Ownership

Abacus, Vol. 43, No. 3, pp. 271-296, September 2007
Number of pages: 26 Posted: 17 Aug 2007
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
University of Cyprus, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 12 (587,335)
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11.

Distress Risk, Growth and Earnings Quality

Abacus, Vol. 47, Issue 2, pp. 158-181, 2011
Number of pages: 24 Posted: 06 Jun 2011
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
University of Cyprus, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 3 (648,643)
Citation 1
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Distress risk, Earnings quality, Growth options

12.

The Effect of Past Earnings and Dividend Patterns on the Information Content of Dividends When Earnings are Reduced

Abacus, Vol. 46, No. 2, pp. 153-187, June 2010
Number of pages: 35 Posted: 04 Jun 2010
Andreas Charitou, Neophytos Lambertides and Giorgos Theodoulou
University of Cyprus, Cyprus University of Technology and affiliation not provided to SSRN
Downloads 3 (648,643)
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13.

Sentiment, Order Imbalance, and Co‐Movement: An Examination of Shocks to Retail and Institutional Trading Activity

European Financial Management, Vol. 25, Issue 1, pp. 116-159, 2019
Number of pages: 44 Posted: 30 Jan 2019
Patricia Chelley-steeley, Neophytos Lambertides and Christos S. Savva
University of Birmingham, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 1 (670,144)
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co‐movement, order flow shock and sentiment, smooth transition model

14.

Alternative Bankruptcy Prediction Models using Option-Pricing Theory

Journal of Banking and Finance, 37 (7), 2329-2341, 2011
Posted: 17 Mar 2011 Last Revised: 28 Mar 2016
University of Cyprus, University of Stirling, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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Bankruptcy prediction, Option-pricing theory, Volatility estimation

15.

Dividend Increases and Initiations and Default Risk in Equity Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 14 Aug 2010
Andreas Charitou, Neophytos Lambertides and Giorgos Theodoulou
University of Cyprus, Cyprus University of Technology and affiliation not provided to SSRN

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Payout policy, dividend increases, dividend initiations, default risk, option pricing

16.

Losses, Dividend Reductions, and Market Reaction Associated with Past Earnings and Dividends Patterns

Journal of Accounting, Auditing and Finance, Forthcoming
Posted: 14 Aug 2010
Andreas Charitou, Neophytos Lambertides and Giorgos Theodoulou
University of Cyprus, Cyprus University of Technology and affiliation not provided to SSRN

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Dividend omissions, dividend reductions, dividend announcements, losses, earnings, patterns, event study

17.

Managerial Discretion in Distressed Firms

British Accounting Review, Vol. 39, No. 4, 2007
Posted: 14 Aug 2010
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
University of Cyprus, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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Distress, Bankruptcy, Earnings management, Audit opinion, Stock returns