Photo of Dr Michalis P. Stamatogiannis

Dr Michalis P. Stamatogiannis

Senior Lecturer in Finance Finance and Accounting


Selected Publications

  1. Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable? (Journal article - 2022)
  2. Robust Econometric Inference for Stock Return Predictability (Journal article - 2015)
  3. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Journal article - 2009)