Nikolaos Vlastakis

Essex Business School, University of Essex

Lecturer in Finance

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

576

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Information Demand and Stock Return Predictability

Forthcoming, Journal of International Money and Finance
Number of pages: 33 Posted: 29 Jan 2015 Last Revised: 04 Nov 2017
University of St. Andrews - School of Management, Business School, University of Aberdeen and Essex Business School, University of Essex
Downloads 384 (76,367)
Citation 1

Abstract:

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Return sign predictability, Information demand, Volatility, Economic value

2.

Corridor Volatility Risk and Expected Returns

Number of pages: 27 Posted: 09 Feb 2013
George Dotsis and Nikolaos Vlastakis
National and Kapodistrian University of Athens - Faculty of Economics and Essex Business School, University of Essex
Downloads 192 (157,895)
Citation 1

Abstract:

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corridor implied volatility, tail risk, cross-section of stock returns