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George Skiadopoulos

Global rank #7161 91%

Institution: University of Piraeus

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/view/george-skiadopoulos

First Publication: 2004

Most Recent: 2023

RePEc ID: psk19 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.17 0.00 1.17
Last 10 Years 0.00 0.50 2.85 0.00 3.85
All Time 0.00 1.51 11.56 0.00 14.58

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 13.13

Publications (16)

Year Article Journal Tier Authors
2023 Dissecting climate risks: Are they reflected in stock prices? Journal of Banking & Finance B 3
2021 Positive stock information in out-of-the-money option prices Journal of Banking & Finance B 4
2020 Learning and Index Option Returns Journal of Business & Economic Statistics A 4
2019 Capital structure and financial flexibility: Expectations of future shocks Journal of Banking & Finance B 3
2016 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns Journal of Banking & Finance B 2
2014 Are there common factors in individual commodity futures returns? Journal of Banking & Finance B 3
2013 Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options Journal of Financial and Quantitative Analysis B 2
2012 Are freight futures markets efficient? Evidence from IMAREX International Journal of Forecasting B 2
2012 Volatility spillovers and the effect of news announcements Journal of Banking & Finance B 3
2011 Should investors include commodities in their portfolios after all? New evidence Journal of Banking & Finance B 2
2011 Are VIX futures prices predictable? An empirical investigation International Journal of Forecasting B 2
2011 Are VIX futures prices predictable? An empirical investigation International Journal of Forecasting B 2
2008 Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets Energy Economics A 2
2008 Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices Journal of Banking & Finance B 3
2007 An empirical comparison of continuous-time models of implied volatility indices Journal of Banking & Finance B 3
2004 A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options Journal of Banking & Finance B 2