| Modelling and trading the US implied volatility indices. Evidence from the VIX, VXN and VXD indices I Psaradellis, G Sermpinis International Journal of Forecasting 32 (4), 1268-1283, 2016 | 55 | 2016 |
| Performance of technical trading rules: evidence from the crude oil market I Psaradellis, J Laws, AA Pantelous, G Sermpinis The European Journal of Finance 25 (17), 1793-1815, 2019 | 28 | 2019 |
| Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities C Stasinakis, G Sermpinis, I Psaradellis, T Verousis Quantitative Finance 16 (12), 1901-1915, 2016 | 14 | 2016 |
| Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices G Sermpinis, A Hassanniakalager, C Stasinakis, I Psaradellis Journal of International Financial Markets, Institutions and Money 73, 101353, 2021 | 8 | 2021 |
| Pairs trading, technical analysis and data snooping: Mean reversion vs. momentum I Psaradellis, J Laws, A Pantelous, G Sermpinis Research Digest Articles 1, 78-81, 2018 | 5 | 2018 |
| Technical analysis, spread trading, and data snooping control I Psaradellis, J Laws, AA Pantelous, G Sermpinis International Journal of Forecasting 39 (1), 178-191, 2023 | 2 | 2023 |
| Technical analysis and discrete false discovery rate: Evidence from MSCI indices G Sermpinis, A Hassanniakalager, C Stasinakis, I Psaradellis arXiv preprint arXiv:1811.06766, 2018 | 2 | 2018 |
| Technical trading, false discoveries and familywise errors: The case of crude oil I Psaradellis, J Laws, AA Pantelous, G Sermpinis | | 2017 |
| Essays on Predictability&Excess Profitability of Quantitative Methods: Modelling Implied Volatility, Technical Trading, Data Snooping and Market Efficiency I Psaradellis PQDT-UK & Ireland, 2017 | | 2017 |
| Measuring Skewness Premia in the Cross-section of Hedge Fund Returns I Psaradellis | | |
