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Ilias Filippou
Title
Cited by
Cited by
Year
Global political risk and currency momentum
I Filippou, AE Gozluklu, MP Taylor
Journal of Financial and Quantitative Analysis 53 (5), 2227-2259, 2018
1012018
Common macro factors and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 52 (4), 1731-1763, 2017
392017
Exchange rate prediction with machine learning and a smart carry trade portfolio
I Filippou, D Rapach, MP Taylor, G Zhou
CEPR Discussion Paper No. DP15305, 2020
33*2020
Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia
I Filippou, MP Taylor
Journal of economic behavior & organization 191, 66-77, 2021
262021
Demand for Lotteries: the Choice Between Stocks and Options
I Filippou, P Garcia-Ares, F Zapatero
192018
The information content of Trump tweets and the currency market
I Filippou, AE Gozluklu, M T Nguyen, G Viswanath-Natraj
The Information Content of Trump Tweets and the Currency Market: Filippou …, 2021
152021
ETF arbitrage and international diversification
I Filippou, A Gozluklu, H Rozental
Journal of Banking & Finance 168, 107274, 2024
132024
Unusual Financial Communication-Evidence from ChatGPT, Earnings Calls, and the Stock Market
L Beckmann, H Beckmeyer, I Filippou, S Menze, G Zhou
Earnings Calls, and the Stock Market (January 15, 2024), 2024
112024
Forward-looking policy rules and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 58 (1), 449-483, 2023
92023
Media sentiment and currency reversals
I Filippou, MP Taylor, Z Wang
Journal of Financial and Quantitative Analysis 59 (3), 1401-1429, 2024
82024
Cryptocurrency return predictability: A machine-learning analysis
I Filippou, D Rapach, C Thimsen
Available at SSRN 3914414, 2024
72024
Boosting cryptocurrency return prediction
I Filippou, D Rapach, C Thimsen
Available at SSRN, 2021
72021
Overcoming arbitrage limits: Option trading and momentum returns
A Abhyankar, I Filippou, PA Garcia-Ares
Journal of Financial and Quantitative Analysis 59 (1), 97-120, 2024
62024
ETFs, anomalies and market efficiency
I Filippou, S He, SZ Li, G Zhou
Available at SSRN 4056260, 2023
62023
A new option momentum: Compensation for risk
H Beckmeyer, I Filippou, G Zhou
Available at SSRN, 2023
52023
Us populist rhetoric and currency returns
I Filippou, AE Gozluklu, M T Nguyen, MP Taylor
CEPR Discussion Paper No. DP15054, 2020
52020
Betting on the Likelihood of a Short Squeeze
I Filippou, PA Garcia-Ares, F Zapatero
Available at SSRN, 2019
42019
Investor attention to news on financial integration and currency returns
I Filippou, MT Nguyen, MP Taylor
Handbook of Financial Integration, 57-73, 2024
32024
Regional Economic Sentiment: Constructing Quantitative Estimates from the Beige Book and Testing Their Ability to Forecast Recessions
I Filippou, C Garciga, J Mitchell, MT Nguyen
Economic Commentary, 2024
22024
Media Sentiment and the Cross-Section of Option Returns
I Filippou, PA Garcia-Ares
Available at SSRN 4054872, 2020
22020
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Articles 1–20