1 citations · 1 across the 4 of their papers we have counts for
4 papers
Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth
Sebastian Kripfganz, Vasilis Sarafidis
We study the drivers and spatial diffusion of U.S. state population growth using a dynamic spatial model for 49 states, 1965-2017. Methodologically, we recover the spatial network…
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach
Nektarios Aslanidis, Aurelio Bariviera, George Kapetanios +1
This paper analyzes realized return behavior across a broad set of crypto assets by estimating heterogeneous exposures to idiosyncratic and systematic risk. A key challenge arises…
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy
Ahmad Haboub, Aris Kartsaklas, Vasilis Sarafidis
We hypothesize that portfolio sorts based on the V/P ratio generate excess returns and consist of companies that are undervalued for prolonged periods. Results, for the US market s…
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
Jia Chen, Guowei Cui, Vasilis Sarafidis +1
This paper develops a Mean Group Instrumental Variables (MGIV) estimator for spatial dynamic panel data models with interactive effects, under large N and T asymptotics. Unlike exi…