Charoula Daskalaki

Economics and Econometrics · 2011–2014

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 45 citations into it; #10,420 of 23,481 by trust here, #11,468 by citations
• Finance — 40 citations into it; #4,829 of 10,518 by trust here, #4,599 by citations

Whom Charoula Daskalaki trusts overall

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

1. Claude B. Erb
2. Gary B. Gorton
3. Campbell R. Harvey
4. Joëlle Miffre
5. Helyette Geman
6. Harrison G. Hong
7. H. M. Kat

Who trusts Charoula Daskalaki overall

1. L. Pham
2. Emmanouil Platanakis
3. Andrew Urquhart
4. Mohamed Arouri
5. Juan Carlos Reboredo
6. Wolfgang Bessler
7. Julia Belousova
8. Zeno Adams
9. Fotios Petropoulos
10. S. Agyei-Ampomah

Papers from Charoula Daskalaki's perspective

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

1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
2. The Strategic and Tactical Value of Commodity Futures
3. The Cross-Section of Volatility and Expected Returns
4. The Cross‐Section of Expected Stock Returns
5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
6. Generalized autoregressive conditional heteroskedasticity
7. What Risk Premium Is “Normal”?
8. Facts and Fantasies about Commodity Futures
9. Tactical Asset Allocation and Commodity Futures
10. Efficient use of commodity futures in diversified portfolios

Their papers

• Should Investors Include Commodities in Their Portfolios After All? New Evidence (2011) — 333 citations
• Are There Common Factors in Individual Commodity Futures Returns (2014) — 141 citations