Spyros Skouras

Athens University of Economics and Business - Department of International and European Economic Studies

GR-10434 Athens

Greece

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 16,439

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Top 16,439

in Total Papers Downloads

3,217

SSRN CITATIONS
Rank 36,417

SSRN RANKINGS

Top 36,417

in Total Papers Citations

4

CROSSREF CITATIONS

15

Scholarly Papers (14)

1.

Risk Neutral Forecasting

Number of pages: 39 Posted: 23 Jan 2001
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 811 (32,424)
Citation 3

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Financial decision-making, risk-neutrality, trading rules, empirical risk minimisation

2.

Decisionmetrics: A Decision-Based Approach to Econometric Modelling

SFI Working Paper No. 01-10-64
Number of pages: 42 Posted: 28 Nov 2001
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 646 (44,095)
Citation 12

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Decision theory, econometric modelling, financial decision-making

3.

Markets Change Every Day: Evidence from the Memory of Trade Direction

Number of pages: 42 Posted: 07 Jan 2011 Last Revised: 20 Jan 2011
Spyros Skouras and Christos Axioglou
Athens University of Economics and Business - Department of International and European Economic Studies and affiliation not provided to SSRN
Downloads 312 (106,195)

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order flow, long memory, order sign, structural breaks

4.

The Sign of a Mean Regression: Characterisation, Estimation and Applications

Number of pages: 31 Posted: 28 Nov 2001
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 274 (122,103)
Citation 4

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Regression sign, regression zeros, robust consistent estimation, quantile regression, decision rule estimation, calibration, econometric equation inversion

5.

A Note on Exact Computation of Max Weighted Score Estimators by Mixed Integer Programming

Number of pages: 22 Posted: 16 Aug 2007 Last Revised: 08 Dec 2008
Kostas Florios and Spyros Skouras
Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 257 (130,576)
Citation 1

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maximum score, mixed integer programming, estimator computation, work-trip mode choice

6.

Electoral Misgovernance Cycles: Evidence from Wildfires and Tax Evasion in Greece and Elsewhere

Number of pages: 38 Posted: 16 Nov 2010
Spyros Skouras and Nikos Christodoulakis
Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business
Downloads 200 (166,264)
Citation 6

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7.

Exact Computation of Censored Least Absolute Deviations Estimator

Number of pages: 47 Posted: 29 Dec 2013 Last Revised: 07 Dec 2018
Yannis Bilias, Kostas Florios and Spyros Skouras
Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 168 (194,248)

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CLAD estimator, censored regression models, Mixed Integer Programming, disjunctive constraints

8.

Gibrat’s Law Does Not Imply Zipf’s Law

Number of pages: 14 Posted: 29 Nov 2010
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 155 (208,015)
Citation 1

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Zipf’s Law, Regulated Geometric Brownian Motion, Gibrat’s law

9.

Explaining Zipf's Law for US Cities

Number of pages: 40 Posted: 23 Dec 2009 Last Revised: 02 Dec 2010
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 133 (235,426)
Citation 7

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Zipf's law, regulated geometric brownian motion, Gibrat's law

10.

Gibrat's Law for (All) Cities: A Rejoinder

Number of pages: 15 Posted: 04 Oct 2009 Last Revised: 08 Jan 2010
Yannis M. Ioannides and Spyros Skouras
Tufts University and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 106 (277,895)
Citation 3

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Gibrat's law, Zipf's law, upper tail, mixture of distributions, switching regressions, urban evolution, urban hierarchy

11.

A Granular Approach to International Equity Data from Thomson Datastream

Number of pages: 63 Posted: 16 Aug 2018
Conrad Landis and Spyros Skouras
Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 64 (375,981)
Citation 2

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Stock Market Data, Data Collection, Stock Returns

12.

Crisis and Extremism. How Does an Extreme Far Right Emerge in a Modern Democracy? Evidence from Greece’s Golden Dawn

Number of pages: 29 Posted: 05 Mar 2018 Last Revised: 15 May 2020
Athens University of Economics and Business - Department of International and European Economic Studies, Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business
Downloads 57 (398,168)

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crisis, extreme right, issue ownership, structural change, immigration

13.

Appendix to 'Explaining Zipf's Law for US Cities'

Number of pages: 12 Posted: 12 Jan 2010
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 34 (488,718)

Abstract:

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Zipf's law, regulated geometric brownian motion, Gibrat's law

14.

Financial Returns and Efficiency as Seen by an Artificial Technical Analyst

Posted: 30 Jan 2001
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies

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Technical trading rules, market efficiency, data-mining, artficial agents