Items where Author is "Vasios, Michalis"
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Number of items: 3.
Journal Article
Li, Yifan and Nolte, Ingmar and Vasios, Michalis and Voev, Valeri and Xu, Qi (2022) Weighted Least Squares Realized Covariation Estimation. Journal of Banking and Finance, 137: 106420. ISSN 0378-4266
Nolte, Ingmar and Nolte, Sandra and Vasios, Michalis (2014) Sell-side analysts' career concerns during banking stresses. Journal of Banking and Finance, 49. pp. 424-441. ISSN 0378-4266
Monograph
Nolte, Ingmar and Vasios, Michalis and Voev, Valeri and Xu, Qi (2019) A Least Squares Regression Realised Covariation Estimation. Working Paper. SSRN Working Paper.