Li, J., and I. Tsiakas (2017). “Equity Premium Prediction: The Role of Economic and Statistical Constraints” Journal of Financial Markets 36, 56-75.
Sarno, L., I. Tsiakas, and B. Ulloa (2016). “What Drives International Portfolio Flows?” Journal of International Money and Finance 60, 53-72.
Oestreich, A. M., and I. Tsiakas (2015). “Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme,” Journal of Banking and Finance 58, 294-308.
Li, J., I. Tsiakas, and W. Wang (2015). “Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?” Journal of Financial Econometrics 13, 293-341.
Cenedese, G., L. Sarno, and I. Tsiakas (2014). “Foreign Exchange Risk and the Predictability of Carry Trade Returns,” Journal of Banking and Finance 42, 302-313. Abstracted in the CFA Digest vol 44, no.6 (June 2014).
Della Corte, P., L. Sarno, and I. Tsiakas (2011). “Spot and Forward Volatility in Foreign Exchange,” Journal of Financial Economics 100, 496-513. Awarded the 2010 best paper prize by INQUIRE UK.
Tsiakas, I. (2010). “The Economic Gains of Trading Stocks around Holidays,” Journal of Financial Research 33, 1-26 (lead article). Abstracted in the CFA Digest vol 40, no.3 (August 2010). Received the 2010 Outstanding Article Award by the journal.
Della Corte, P., L. Sarno, and I. Tsiakas (2009). “An Economic Evaluation of Empirical Exchange Rate Models,” Review of Financial Studies 22, 3491-3530.
Tsiakas, I. (2008). “Overnight Information and Stochastic Volatility: A Study of European and US Stock Exchanges,” Journal of Banking and Finance 32, 251-268.
Tsiakas, I. (2006). “Periodic Stochastic Volatility and Fat Tails,” Journal of Financial Econometrics 4, 90-135.