Spyros Skouras

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

GR-10434 Athens

Greece

SCHOLARLY PAPERS

17

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5,137

SSRN CITATIONS
Rank 24,463

SSRN RANKINGS

Top 24,463

in Total Papers Citations

33

CROSSREF CITATIONS

16

Scholarly Papers (17)

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 851 (53,266)
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 696 (69,470)
Citation 12

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Decision theory, econometric modelling, financial decision-making

3.

Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream

Number of pages: 67 Posted: 16 Aug 2018 Last Revised: 20 Mar 2021
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 674 (72,411)
Citation 20

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Stock Market Data, Data Collection, Stock Returns

4.

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 387 (141,995)

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order flow, long memory, order sign, structural breaks

5.

The Term Structure of Stock Return Predictability

Number of pages: 60 Posted: 19 Apr 2023 Last Revised: 25 Oct 2023
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 326 (171,382)

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momentum, reversal, seasonalities, predictability term structure, stock returns

6.

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 320 (174,834)
Citation 2

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

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 312 (179,480)
Citation 4

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

8.

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 306 (183,174)
Citation 4

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

9.

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 245 (229,610)
Citation 9

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10.

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 185 (298,114)
Citation 1

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

11.

Guidelines for Constructing Factors Using Futures and Options Data From Thomson Reuters Datastream

Number of pages: 38 Posted: 16 Feb 2022 Last Revised: 18 Feb 2022
Christos Antoniadis and Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 179 (307,101)

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12.

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 179 (307,101)
Citation 1

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

13.

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 168 (324,544)
Citation 8

Abstract:

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

14.

Hedge Fund Factor Exposures with Daily Data

Number of pages: 52 Posted: 14 Dec 2022
Christos Antoniadis and Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 125 (411,942)

Abstract:

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Hedge fund factor exposures, hedge fund performance valuation, daily factors

15.

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 122 (419,390)
Citation 1

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

16.

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 62 (639,879)

Abstract:

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

17.

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