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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
672018
Common macro factors and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 52 (4), 1731-1763, 2017
322017
Exchange rate prediction with machine learning and a smart carry portfolio
I Filippou, D Rapach, MP Taylor, G Zhou
Available at SSRN 3455713, 2022
16*2022
ETF arbitrage and international diversification
I Filippou, AE Gozluklu, H Rozental
AFA 2022 Annual Meeting, WBS Finance Group Research Paper, 2022
112022
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
112021
Demand for Lotteries: the Choice Between Stocks and Options
I Filippou, P Garcia-Ares, F Zapatero
112018
The information content of Trump tweets and the currency market
I Filippou, AE Gozluklu, M T Nguyen, G Viswanath-Natraj
Available at SSRN 3754991, 2020
72020
US populist rhetoric and currency returns
I Filippou, AE Gozluklu, M T Nguyen, MP Taylor
WBS Finance Group Research Paper, 2020
52020
Overcoming arbitrage limits: Option trading and momentum returns
A Abhyankar, I Filippou, PA Garcia-Ares
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2020
42020
Boosting cryptocurrency return prediction
I Filippou, D Rapach, C Thimsen
Available at SSRN, 2021
32021
Media Sentiment and Currency Reversals
I Filippou, MP Taylor, Z Wang
CEPR Discussion Paper No. DP16049, 2021
32021
ETFs, Anomalies and Market Efficiency
I Filippou, S He, SZ Li, G Zhou
Available at SSRN 4056260, 2022
22022
The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability
I Filippou, D Rapach, MP Taylor, G Zhou
Available at SSRN, 2019
22019
A New Option Momentum: Compensation for Risk
H Beckmeyer, I Filippou, G Zhou
Available at SSRN, 2023
12023
Forward-looking policy rules and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 58 (1), 449-483, 2023
12023
Foreign Exchange News and Currency Reversals
I Filippou, MP Taylor, Z Wang
Available at SSRN 3610512, 2020
12020
Short squeeze uncertainty and skewness
I Filippou, P Garcia-Ares, F Zapatero
SSRN Electronic Journal, 2019
12019
Betting on the Likelihood of a Short Squeeze
I Filippou, PA Garcia-Ares, F Zapatero
Available at SSRN, 2019
12019
Value, Momentum and Market Timing
I Filippou, PA Garcia-Ares
Available at SSRN 2565913, 2016
12016
Fundamental vs. Technical Analysis: News-based Factors and Cryptocurrency Risk Premia
I Filippou, M T Nguyen, G Viswanath-Natraj
Ganesh, Fundamental vs. Technical Analysis: News-based Factors and …, 2023
2023
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