Michael E. Steliaros

ADIA

Global Head of Equity Portfolio Engineering and Trading

211 Corniche Road

Abu Dhabi, Abu Dhabi PO Box3600

United Arab Emirates

SCHOLARLY PAPERS

8

DOWNLOADS

1,161

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

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1.

Further Evidence on the Sticky Behaviour of Costs

Cass Business School Research Paper
Number of pages: 32 Posted: 15 Apr 2005
Michael E. Steliaros, Dylan C. Thomas and Kenneth Calleja
ADIA, Queen Mary Unversity of London and affiliation not provided to SSRN
Downloads 719 (70,273)

Abstract:

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cost behaviour, cost stickiness

2.

The Cross-Sectional Variability of Stock-Price Returns: Country and Sector Effects Revisited

Cass Business School Research Paper
Number of pages: 32 Posted: 10 Mar 2006
Michael E. Steliaros and Dylan C. Thomas
ADIA and Queen Mary Unversity of London
Downloads 442 (128,311)
Citation 2

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Country effects, sector effects, cross sectional variability of share-price returns

3.

ESG Integration in Practice: Liquidity, Market Impact, and Crowding

Journal of Investing, Forthcoming
Posted: 28 Dec 2023
Giuliano De Rossi, Eliad Hoch, Ryoko Ito, Maddalena Lischetti and Michael E. Steliaros
Goldman Sachs International, Independent, Independent, Independent and ADIA

Abstract:

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4.

The Cost of Trading Factor Strategies

Journal of Systematic Investing, Volume 2, Issue 1, 2022
Posted: 06 Dec 2022
Giuliano De Rossi, Eliad Hoch and Michael E. Steliaros
Goldman Sachs International, Independent and ADIA

Abstract:

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Trading, factor premia, portfolio construction, style premia, trading cost, factor crowding, factor volatility

5.

The Shift from Active to Passive and its Effect on Intraday Stock Dynamics

Journal of Banking and Finance, Vol. 143, 2022
Posted: 06 Dec 2022
Giuliano De Rossi and Michael E. Steliaros
Goldman Sachs International and ADIA

Abstract:

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Intraday stock dynamics, intraday volatility, market on close trading, active to passive shift, ETF ownership, passive ownership

6.

Go with the Flow or Hide from the Tide? Trading Flow as a Signal in Style Investing

Factor Investing, pp. 155-180, E. Jurczenko, ed., Elsevier, 2017
Posted: 28 Sep 2020
Daniel Giamouridis, Michael Neumann and Michael E. Steliaros
Qube Research & Technologies, Independent and ADIA

Abstract:

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Multifactor strategies, Single-factor strategies, Style flows, Style portfolios

7.

A Note on Cost Stickiness: Some International Comparisons

Management Accounting Research, Vol. 17, 2006, Cass Business School Research Paper
Posted: 28 Feb 2006
Michael E. Steliaros, Dylan C. Thomas and Kenneth Calleja
ADIA, Queen Mary Unversity of London and affiliation not provided to SSRN

Abstract:

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cost behaviour, cost stickiness

8.

Bias in European Analysts' Earnings Forecasts

Posted: 19 May 2004
Stan Beckers, Michael E. Steliaros and Alexander Thomson
WestLB, ADIA and Independent

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Equity Investments: Fundamental Analysis and Valuation Models