| Carbon emissions and stock returns: Evidence from the EU emissions trading scheme AM Oestreich, I Tsiakas Journal of Banking & Finance 58, 294-308, 2015 | 431 | 2015 |
| An economic evaluation of empirical exchange rate models P Della Corte, L Sarno, I Tsiakas The review of financial studies 22 (9), 3491-3530, 2009 | 324 | 2009 |
| What drives international portfolio flows? L Sarno, I Tsiakas, B Ulloa Journal of International Money and Finance 60, 53-72, 2016 | 168 | 2016 |
| Predicting exchange rates out of sample: Can economic fundamentals beat the random walk? J Li, I Tsiakas, W Wang Journal of Financial Econometrics 13 (2), 293-341, 2015 | 124 | 2015 |
| Foreign exchange risk and the predictability of carry trade returns G Cenedese, L Sarno, I Tsiakas Journal of Banking & Finance 42, 302-313, 2014 | 109 | 2014 |
| Spot and forward volatility in foreign exchange P Della Corte, L Sarno, I Tsiakas Journal of Financial Economics 100 (3), 496-513, 2011 | 109 | 2011 |
| Overnight information and stochastic volatility: A study of European and US stock exchanges I Tsiakas Journal of Banking & Finance 32 (2), 251-268, 2008 | 109 | 2008 |
| Equity Premium Prediction: The Role of Economic and Statistical Constraints J Li, I Tsiakas Journal of Financial Markets, 2016 | 104 | 2016 |
| Periodic stochastic volatility and fat tails I Tsiakas Journal of Financial Econometrics 4 (1), 90-135, 2006 | 72 | 2006 |
| Statistical and economic methods for evaluating exchange rate predictability P Della Corte, I Tsiakas Handbook of exchange rates, 221-263, 2012 | 69 | 2012 |
| Volatility and correlation timing in active currency management P Della Corte, L Sarno, I Tsiakas Handbook of exchange rates, 421-447, 2012 | 37* | 2012 |
| Equity premium prediction and the state of the economy I Tsiakas, J Li, H Zhang Journal of Empirical Finance 58, 75-95, 2020 | 31 | 2020 |
| Volatility cascades in cryptocurrency trading N Gradojevic, I Tsiakas Journal of Empirical Finance 62, 252-265, 2021 | 29 | 2021 |
| The economic gains of trading stocks around holidays I Tsiakas Journal of Financial Research 33 (1), 1-26, 2010 | 28 | 2010 |
| Is seasonal heteroskedasticity real? An international perspective I Tsiakas Warwick Business School, Financial Econometrics Research Centre, 2005 | 16 | 2005 |
| On the direction of causality between business and financial cycles I Tsiakas, H Zhang Journal of Risk and Financial Management 16 (10), 430, 2023 | 7* | 2023 |
| Economic fundamentals and the long-run correlation between exchange rates and commodities I Tsiakas, H Zhang Global Finance Journal 49, 100649, 2021 | 4 | 2021 |
| Currency order flow and real-time macroeconomic information P Della Corte, D Rime, L Sarno, I Tsiakas Working Paper, 2012 | 3 | 2012 |
| Carbon emissions and firm profitability AM Oestreich, I Tsiakas Journal of Sustainable Finance & Investment 14 (4), 766-786, 2024 | 2 | 2024 |
| Order Flow and Cryptocurrency Returns A Anastasopoulos, N Gradojevic, F Liu, A Maynard, I Tsiakas | | 2024 |
LUCIO SARNOCambridge Judge Business School, University of CambridgeEmail yang diverifikasi di jbs.cam.ac.uk