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Ilias Filippou
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Global political risk and currency momentum
I Filippou, AE Gozluklu, MP Taylor
Journal of Financial and Quantitative Analysis 53 (5), 2227-2259, 2018
902018
Common macro factors and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 52 (4), 1731-1763, 2017
352017
Exchange rate prediction with machine learning and a smart carry trade portfolio
I Filippou, D Rapach, MP Taylor, G Zhou
CEPR Discussion Paper No. DP15305, 2020
31*2020
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
222021
Demand for Lotteries: the Choice Between Stocks and Options
I Filippou, P Garcia-Ares, F Zapatero
142018
Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets
I Filippou, TA Maurer, L Pezzo, MP Taylor
Available at SSRN 3143970, 2020
132020
The information content of Trump tweets and the currency market
I Filippou, AE Gozluklu, M T Nguyen, G Viswanath-Natraj
The Information Content of Trump Tweets and the Currency Market: Filippou …, 2021
122021
ETF arbitrage and international diversification
I Filippou, AE Gozluklu, H Rozental
AFA 2022 Annual Meeting, WBS Finance Group Research Paper, 2022
112022
Media sentiment and currency reversals
I Filippou, MP Taylor, Z Wang
Journal of Financial and Quantitative Analysis 59 (3), 1401-1429, 2024
82024
US populist rhetoric and currency returns
I Filippou, AE Gozluklu, M T Nguyen, MP Taylor
CEPR Discussion Paper No. DP15054, 2020
72020
Forward-looking policy rules and currency premia
I Filippou, MP Taylor
Journal of Financial and Quantitative Analysis 58 (1), 449-483, 2023
62023
Boosting cryptocurrency return prediction
I Filippou, D Rapach, C Thimsen
Available at SSRN, 2021
62021
Overcoming arbitrage limits: Option trading and momentum returns
A Abhyankar, I Filippou, PA Garcia-Ares
Journal of Financial and Quantitative Analysis, 1-24, 2024
52024
ETFs, anomalies and market efficiency
I Filippou, S He, SZ Li, G Zhou
Available at SSRN 4056260, 2023
52023
Cryptocurrency Return Predictability: A Machine-Learning Analysis
I Filippou, D Rapach, C Thimsen
Available at SSRN 3914414, 2023
52023
A new option momentum: Compensation for risk
H Beckmeyer, I Filippou, G Zhou
Available at SSRN, 2023
42023
Betting on the Likelihood of a Short Squeeze
I Filippou, PA Garcia-Ares, F Zapatero
Available at SSRN, 2019
42019
Unusual Financial Communication-Evidence from ChatGPT, Earnings Calls, and the Stock Market
L Beckmann, H Beckmeyer, I Filippou, S Menze, G Zhou
Earnings Calls, and the Stock Market (January 15, 2024), 2024
22024
Media Sentiment and the Cross-Section of Option Returns
I Filippou, PA Garcia-Ares
Available at SSRN 4054872, 2020
22020
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
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