Publications by Year: Forthcoming

Forthcoming
Triantafyllou A, Dotsis G, Sarris AH. Volatility Forecasting and Time-Varying Variance Risk Premiums in Grain Commodity Markets. Journal of Agricultural Economics. Forthcoming.
Coakley J, Dotsis G, Liu H, Zhai J. Investor Sentiment and Value and Growth Stock Index Options. European Journal of Finance. Forthcoming.