Neophytos Lambertides

Cyprus University of Technology

Assistant Professor

Limassol, 3603

Cyprus

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 40,552

in Total Papers Downloads

849

CITATIONS
Rank 30,871

SSRN RANKINGS

Top 30,871

in Total Papers Citations

7

Scholarly Papers (12)

1.

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 259 (65,459)

Abstract:

Equity Valuation, Valuation, Multiples Valuation

2.

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

Number of pages: 39 Posted: 21 Nov 2014 Last Revised: 24 May 2017
Universitat Rovira Virgili, University of Aarhus - CREATES, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 71 (176,822)

Abstract:

Idiosyncratic volatility puzzle; Macro-finance predictors; Factor analysis; Business cycle

3.

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 (494,110)
Citation 6
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Abstract:

4.

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 (537,798)
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Abstract:

Distress risk, Earnings quality, Growth options

5.

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 (537,798)
Citation 1
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Abstract:

6.

Large Dividend Increases and Leverage

Number of pages: 47 Posted: 16 Jun 2017
Ian A. Cooper and Neophytos Lambertides
London Business School and Cyprus University of Technology
Downloads 0 (395,151)

Abstract:

Capital structure, dividend policy, dividend changes, leverage

7.

Seemingly Unrelated Stock Market Anomalies: Profitability, Distress, Lotteryness and Volatility

Number of pages: 60 Posted: 27 May 2017 Last Revised: 13 Jun 2017
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 0 (100,027)

Abstract:

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

8.

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 Cyprus University of Technology
Downloads 0 (412,287)

Abstract:

Oil price shocks, stock order flow imbalances, structural VAR

9.

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

Abstract:

Bankruptcy prediction, Option-pricing theory, Volatility estimation

10.

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

Abstract:

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

11.

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

Abstract:

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

12.

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

Abstract:

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