Neophytos Lambertides

Cyprus University of Technology

Assistant Professor

Limassol, 3603

Cyprus

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 15,730

SSRN RANKINGS

Top 15,730

in Total Papers Downloads

6,036

SSRN CITATIONS
Rank 20,986

SSRN RANKINGS

Top 20,986

in Total Papers Citations

60

CROSSREF CITATIONS

4

Scholarly Papers (21)

1.

Optimal Equity Valuation Using Multiples: The Number of Comparable Firms

Number of pages: 38 Posted: 23 Sep 2008 Last Revised: 12 Nov 2022
Ian A. Cooper and Neophytos Lambertides
London Business School and Cyprus University of Technology
Downloads 1,819 (18,126)
Citation 11

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Equity valuation, valuation, multiples valuation

2.

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 - McDonough School of Business, ESADE Business School, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 675 (74,394)
Citation 2

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

3.

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 589 (88,351)
Citation 1

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Equity Valuation, Valuation, Multiples Valuation

4.

Firm Growth Potential and Option Returns

Georgetown McDonough School of Business Research Paper No. 3874674
Number of pages: 63 Posted: 25 Apr 2023 Last Revised: 13 Jul 2023
Cyprus University of Technology, Georgetown University - McDonough School of Business, University of Liverpool Management School and Cyprus University of Technology
Downloads 516 (104,419)
Citation 1

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Option returns, firm growth potential, growth options, jumps, market beta, volatility risk premium

5.

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 425 (131,190)

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

6.

Financial Distress Risk and Stock Price Crashes

Journal of Corporate Finance, Forthcoming
Number of pages: 56 Posted: 17 Sep 2019 Last Revised: 02 Feb 2021
Christoforos Andreou, Panayiotis C. Andreou and Neophytos Lambertides
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology
Downloads 393 (143,911)
Citation 1

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firm-specific stock price crashes; distress risk; bad news hoarding; agency problems; managerial opportunism; financial analysts

7.

A critique of the agency theory viewpoint of stock price crash risk: The opacity and overinvestment channels

British Journal of Management
Number of pages: 59 Posted: 01 Mar 2021 Last Revised: 21 Jan 2023
Panayiotis C. Andreou, Neophytos Lambertides and Marina Magidou
Cyprus University of Technology, Cyprus University of Technology and University of Central Lancashire - Cyprus
Downloads 371 (153,037)
Citation 4

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stock price crashes, crash risk, bad news hoarding, agency theory, opacity, overinvestment, corporate governance

8.

Stock Price Crash Risk and the Managerial Rhetoric Mechanism: Evidence from R&D Disclosure in 10-K filings

Number of pages: 70 Posted: 24 Jul 2021 Last Revised: 12 Sep 2023
Panayiotis C. Andreou, Neophytos Lambertides and Marina Magidou
Cyprus University of Technology, Cyprus University of Technology and University of Central Lancashire - Cyprus
Downloads 239 (242,683)
Citation 4

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Stock price crash risk, Managerial rhetoric channel, Narrative disclosure, Textual analysis, 10-K filings, Research and development, Agency theory, Corporate governance

9.

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 225 (256,051)

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Idiosyncratic volatility puzzle; Macro-finance factors; Business cycle

10.

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 183 (309,291)
Citation 3

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Capital structure, dividend policy, dividend changes, leverage

Customer Orientation and Stock Resilience During Adversity Periods

Number of pages: 60 Posted: 30 Mar 2022 Last Revised: 22 Aug 2023
Cyprus University of Technology, Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of St Andrews
Downloads 139 (392,825)

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Customer Orientation, Stock Returns, Corporate Resilience, Trust, Financial Crisis, COVID-19, Textual Analysis, 10-K filings

Customer Orientation and Stock Resilience During Adversity Periods

Number of pages: 61 Posted: 21 Mar 2024
Cyprus University of Technology, Cyprus University of Technology, Durham University and University of St Andrews
Downloads 22 (990,024)

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Customer Orientation, Stock Returns, Corporate Resilience, Trust, Financial Crisis, COVID-19, Textual Analysis, 10-K filings

12.

What Matters for Consumer Sentiment? World Oil Price or Retail Gasoline Price?

Number of pages: 21 Posted: 22 Jun 2020 Last Revised: 20 Mar 2021
University of Cyprus, Athens University of Economics and Business - Department of Accounting and Finance, Cyprus University of Technology and Athens University of Economics and Business
Downloads 132 (405,921)

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oil supply and demand shocks; gasoline prices; consumer sentiment; euro area

13.

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 Athens University of Economics and Business
Downloads 79 (577,022)
Citation 3

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Oil price shocks, stock order flow imbalances, structural VAR

14.

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 65 (641,528)

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Foreign Investors, Equity Return, Sovereign Risk

15.

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
Athens University of Economics and Business - Department of Accounting and Finance, Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Finance and Shipping and Athens University of Economics and Business
Downloads 62 (657,141)

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

16.

The Impact of Green Regulation on Cost Stickiness

Number of pages: 42 Posted: 22 Feb 2024
Neophytos Lambertides, Vasilios-Christos Naoum and Dimitris A. Tsouknidis
Cyprus University of Technology, University of Piraeus and Athens University of Economics and Business
Downloads 59 (678,775)

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Green regulation, Inflexibility, EU-ETS, Cost behavior, Cost stickiness

17.

Revisiting the Stock Price Crash Risk Puzzle: The Opacity and Overinvestment Channels through an Updated Sample Analysis

Number of pages: 13 Posted: 06 Jun 2024
Panayiotis C. Andreou, Neophytos Lambertides and Marina Magidou
Cyprus University of Technology, Cyprus University of Technology and University of Central Lancashire - Cyprus
Downloads 43 (772,671)

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18.

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

19.

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

20.

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

21.

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