Michalis P. Stamatogiannis

university of liverpool

7H指数

19论文数

424被引数

收录论文 8

发表时间

Industry Portfolio Volatility Connections and Industry Portfolio Returns 行业投资组合波动性关联与行业投资组合收益率

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS

IF2.8

2026-04-24

OAAI

Michael Ellington; Michalis Stamatogiannis; Yawen Zheng

Geographical and educational disparities: How credit access drives performance convergence in Chinese MSMEs 地理和教育差异：信贷获取如何推动中国中小微企业绩效趋同

Finance Research Letters

IF6.9

2025-07-29

PREAI

Miao He; Ye Bai; Fan Liu; Michalis P. Stamatogiannis

Taking stock of long-horizon predictability tests: Are factor returns predictable?

JOURNAL OF ECONOMETRICS

IF4

2023-12-01

OAAI

Kostakis, Alexandros; Magdalinos, Tassos; Stamatogiannis, Michalis P.

A study of cross-industry return predictability in the Chinese stock market

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2022-10-01

OAAI

Ellington, Michael; Stamatogiannis, Michalis P.; Zheng, Yawen

Forecasting the exchange rate using nonlinear Taylor rule based models

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2019-04-01

OAAI

Wang, Rudan; Morley, Bruce; Stamatogiannis, Michalis P.

Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa

agricultural economics

IF4.2

2015-08-30

OAAI

Addison, Tony; Ghoshray, Atanu; Stamatogiannis, Michalis P.

Robust Econometric Inference for Stock Return Predictability

REVIEW OF FINANCIAL STUDIES

IF5.4

2014-12-17

145

OAAI

Kostakis, Alexandros; Magdalinos, Tassos; Stamatogiannis, Michalis P.

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

JOURNAL OF ECONOMETRICS

IF4

2009-02-01

OAAI

Lawford, Steve; Stamatogiannis, Michalis P.

研究方向