Ilias Tsiakas

Ilias Tsiakas

University of Guelph

H-index: 14

North America-Canada

About Ilias Tsiakas

Ilias Tsiakas, With an exceptional h-index of 14 and a recent h-index of 12 (since 2020), a distinguished researcher at University of Guelph, specializes in the field of Empirical Asset Pricing, International Finance, Financial Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

On the direction of causality between business and financial cycles

The Market State, Mispricing and Asset Pricing Anomalies

The Market State and Asset Pricing Anomalies

Carbon Emissions and Firm Profitability

Robust Conditional Kurtosis and the Cross-Section of International Stock Returns

The Disconnect between Market Capital Gains and the Dividend Yield in Asset Pricing

Economic fundamentals and the long-run correlation between exchange rates and commodities

Volatility cascades in cryptocurrency trading

Ilias Tsiakas Information

University

Position

___

Citations(all)

1564

Citations(since 2020)

875

Cited By

1013

hIndex(all)

14

hIndex(since 2020)

12

i10Index(all)

14

i10Index(since 2020)

13

Email

University Profile Page

Google Scholar

Ilias Tsiakas Skills & Research Interests

Empirical Asset Pricing

International Finance

Financial Econometrics

Top articles of Ilias Tsiakas

On the direction of causality between business and financial cycles

Journal of Risk and Financial Management

2023/9/28

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Haibin Zhang
Haibin Zhang

H-Index: 9

The Market State, Mispricing and Asset Pricing Anomalies

Mispricing and Asset Pricing Anomalies (July 3, 2023)

2023/7/3

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

The Market State and Asset Pricing Anomalies

2023/6

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Carbon Emissions and Firm Profitability

Available at SSRN 4353433

2023

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Robust Conditional Kurtosis and the Cross-Section of International Stock Returns

Available at SSRN 4397194

2022/12/9

The Disconnect between Market Capital Gains and the Dividend Yield in Asset Pricing

Available at SSRN 4298747

2022/12/8

Jordi Mondria
Jordi Mondria

H-Index: 10

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Economic fundamentals and the long-run correlation between exchange rates and commodities

Global Finance Journal

2021/8/1

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Haibin Zhang
Haibin Zhang

H-Index: 9

Volatility cascades in cryptocurrency trading

Journal of Empirical Finance

2021/6/1

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Equity premium prediction and the state of the economy

Journal of Empirical Finance

2020/9/1

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Haibin Zhang
Haibin Zhang

H-Index: 9

See List of Professors in Ilias Tsiakas University(University of Guelph)

Co-Authors

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