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Jump to: 2020 | 2019 | 2018 | 2017 | 2016
Number of items: 9.

2020

Stafylas, Dimitrios and Andrikopoulos, Athanasios (2020). Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. Research in International Business and Finance, 52 ,

Yu, Lean, Zha, Rui, Stafylas, Dimitrios, He, Kaijian and Liu, Jia (2020). Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. International Review of Financial Analysis, 68 ,

2019

Liu, Jia, Stafylas, Dimitrios, Wu, Junjie and Muganhu, Christopher (2019). Corporate Governance and Business Growth:Evidence From China. IN: Enhancing Board Effectiveness. Ngwu, Franklin N.; Osuji, Onyeka; Ogbechie, Chris and Williamson, David (eds) Routledge Taylor & Francis Group.

2018

Stafylas, Dimitrios and Mari, Konstantina (2018). A conceptual alternative forecasting model for alternative investments. JOURNAL OF PREDICTION MARKETS, 12 (2), pp. 1-25.

Stafylas, Dimitrios, Anderson, Keith and Uddin, Moshfique (2018). Hedge fund performance attribution under various market conditions. International Review of Financial Analysis, 56 , pp. 221-237.

Stafylas, Dimitrios, Anderson, Keith and Uddin, Moshfique (2018). Hedge fund index-engineering methodologies:a comparison and demonstration. Applied Economics, 50 (6), pp. 596-612.

Lucey, Brian M, Vigne, Samuel A., Ballester, Laura, Barbopoulos, Leonidas, Brzeszczynski, Janusz, Carchano, Oscar, Dimic, Nebojsa, Fernandez, Viviana, Gogolin, Fabian, González-urteaga, Ana, Goodell, John W., Helbing, Pia, Ichev, Riste, Kearney, Fearghal, Laing, Elaine, Larkin, Charles J., Lindblad, Annika, Lončarski, Igor, Ly, Kim Cuong, Marinč, Matej, Mcgee, Richard J., Mcgroarty, Frank, Neville, Conor, O’hagan-luff, Martha, Piljak, Vanja, Sevic, Aleksandar, Sheng, Xin, Stafylas, Dimitrios, Urquhart, Andrew, Versteeg, Roald, Vu, Anh N, Wolfe, Simon, Yarovaya, Larisa and Zaghini, Andrea (2018). Future directions in International Financial Integration Research - A Crowdsourced Perspective. International Review of Financial Analysis, 55 , pp. 35-49.

2017

Stafylas, Dimitrios, Anderson, Keith and Uddin, Moshfique (2017). Recent advances in explaining hedge fund returns:implicit factors and exposures. Global Finance Journal, 33 , pp. 69-87.

2016

Stafylas, Dimitrios, Anderson, Keith and Uddin, Moshfique (2016). Recent advances in hedge funds' performance attribution:performance persistence and fundamental factors. International Review of Financial Analysis, 43 , pp. 48-61.

This list was generated on Sat Sep 30 03:31:04 2023 BST.