Emilia Tzagkaraki

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Emilia Tzagkaraki trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. Giot
  2. James H. Stock
  3. Rossen Valkanov
  4. Carol Alexander
  5. Mark W. Watson
  6. George Skiadopoulos
  7. Sílvia Gonçalves

Who trusts Emilia Tzagkaraki overall

  1. Marcelo C. Medeiros
  2. Marcelo Fernandes
  3. Marcel Scharth

Papers from Emilia Tzagkaraki's perspective

Ordered by how strongly the researchers Emilia Tzagkaraki trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Investor Fear Gauge
  2. A Tale of Two Indices
  3. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
  4. Long-horizon regressions: theoretical results and applications
  5. Spurious Regressions in Financial Economics
  6. Errors in Implied Volatility Estimation (Journal of Financial and Quantitative Analysis)
  7. Option prices under Bayesian learning: implied volatility dynamics and predictive densities
  8. On Predicting Stock Returns with Nearly Integrated Explanatory Variables
  9. Relationships Between Implied Volatility Indexes and Stock Index Returns
  10. The forecast quality of CBOE implied volatility indexes

Their papers