Georgios Skoulakis : Citation Profile

University of Piraeus

6

H index

5

i10 index

132

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 8
   Journals where Georgios Skoulakis has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk130
   Updated: 2026-01-10    RAS profile: 2025-08-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Georgios Skoulakis.

Is cited by:

Skiadopoulos, George (5)

Guidolin, Massimo (5)

Scaillet, Olivier (4)

Bernales, Alejandro (4)

Amendola, Alessandra (3)

Escobar Anel, Marcos (3)

Taamouti, Abderrahim (3)

Khalaf, Lynda (3)

Storti, Giuseppe (3)

Peel, David (2)

Perote, Javier (2)

Cites to:

Campbell, John (21)

French, Kenneth (8)

Shanken, Jay (8)

Fama, Eugene (8)

Zhou, Guofu (7)

Shiller, Robert (7)

Cochrane, John (6)

Stambaugh, Robert (5)

Constantinides, George (4)

Hodrick, Robert (4)

Bekaert, Geert (4)

Main data

Where Georgios Skoulakis has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Recent works citing Georgios Skoulakis (2025 and 2024)

YearTitle of citing document
2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective. (2024). Benfeddoul, Safae ; Taib, Asmaaa Alaoui. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-20.

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2025Spanning latent and observable factors. (2025). Gagliardini, P ; Ghysels, E ; Rubin, M ; Andreou, E. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000897.

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2025Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665.

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2024Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:292-302.

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2024Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210.

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2025Demographic trends, the rent-to-price ratio, and housing market returns. (2025). Wang, Yuansheng ; Yang, Haoxi ; Chen, Zhizhen ; Feng, Yun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000573.

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2025Does risk aversion predict the future real economy?. (2025). Ryu, Doojin ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001275.

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2025The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market. (2025). Li, Huashi ; Chen, Qi-An ; Lin, Jianyi ; Gao, Yunfeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-023-09940-5.

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2025Income disaster model with optimal consumption. (2025). Park, Seyoung. In: Economic Theory. RePEc:spr:joecth:v:80:y:2025:i:1:d:10.1007_s00199-024-01629-x.

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2024Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions. (2024). Spagnolo, Nicola ; Sola, Martin ; Psaradakis, Zacharias ; Yunis, Patricio ; Rapetti, Francisco. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_02.

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2025Global Risk Aversion: Driving Force of Future Real Economic Activity. (2025). Cho, Hoon ; Kim, Jinhwan ; Ryu, Doojin. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:706-729.

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2024Greening African economy: The role of Chinese investment and trade. (2024). Zakari, Abdulrasheed ; Tawiah, Vincent ; Liu, Binyi ; Chen, XI. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:1:p:1001-1012.

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Works by Georgios Skoulakis:

YearTitleTypeCited
2008A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution In: The American Statistician.
[Full Text][Citation analysis]		article0
2002Generalized Method of Moments: Applications in Finance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article26
2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2011Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios In: Journal of Financial Economics.
[Full Text][Citation analysis]		article48
2010Do subjective expectations explain asset pricing puzzles? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2005Ergodicity and existence of moments for local mixtures of linear autoregressions In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2009Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation In: Computational Economics.
[Full Text][Citation analysis]		article9
2010Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method In: The Review of Financial Studies.
[Full Text][Citation analysis]		article13
2012On the quality of Taylor approximations to expected utility In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2010Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting In: Econometric Reviews.
[Full Text][Citation analysis]		article0

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