Neophytos Lambertides

Cyprus University of Technology

Assistant Professor

Limassol, 3603

Cyprus

SCHOLARLY PAPERS

19

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2,213

SSRN CITATIONS
Rank 28,282

SSRN RANKINGS

Top 28,282

in Total Papers Citations

14

CROSSREF CITATIONS

17

Scholarly Papers (19)

1.

Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility

Number of pages: 83 Posted: 27 May 2017 Last Revised: 28 Mar 2019
Turan G. Bali, Luca Del Viva, Neophytos Lambertides and Lenos Trigeorgis
Georgetown University - Robert Emmett McDonough School of Business, ESADE Business School, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 549 (60,237)
Citation 2

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Stock Market Anomalies, Stock Returns, Growth Options, Profitability, Lotteryness, Distress, Idiosyncratic Volatility, Idiosyncratic Skewness

2.

Is There a Limit to the Accuracy of Equity Valuation Using Multiples?

Number of pages: 44 Posted: 10 Jul 2013 Last Revised: 23 Jun 2016
Ian A. Cooper and Neophytos Lambertides
London Business School and Cyprus University of Technology
Downloads 495 (68,553)

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Equity Valuation, Valuation, Multiples Valuation

3.

Asymmetric Returns and the Economic Content of Accruals and Investment

Number of pages: 34 Posted: 01 May 2018
Luca Del Viva, S.P. Kothari, Neophytos Lambertides and Lenos Trigeorgis
ESADE Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 325 (111,853)

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investment and accruals, volatility, growth options, nonlinear equity value, asymmetric returns, idiosyncratic skewness, anomalies

4.

Financial Distress Risk and Stock Price Crashes

Journal of Corporate Finance, Forthcoming
Number of pages: 56 Posted: 17 Sep 2019 Last Revised: 02 Feb 2021
Christoforos Andreou, Panayiotis C. Andreou and Neophytos Lambertides
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology
Downloads 219 (167,063)
Citation 1

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firm-specific stock price crashes; distress risk; bad news hoarding; agency problems; managerial opportunism; financial analysts

5.

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

Number of pages: 32 Posted: 21 Nov 2014 Last Revised: 09 Nov 2017
Universitat Rovira Virgili, Aarhus University - CREATES, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 196 (185,294)

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Idiosyncratic volatility puzzle; Macro-finance factors; Business cycle

6.

Large Dividend Increases and Leverage

Number of pages: 48 Posted: 16 Jun 2017 Last Revised: 25 Oct 2017
Ian A. Cooper and Neophytos Lambertides
London Business School and Cyprus University of Technology
Downloads 150 (233,190)
Citation 3

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Capital structure, dividend policy, dividend changes, leverage

7.

Stock Price Crash Risk: A Critique of the Agency Theory Viewpoint

Number of pages: 71 Posted: 01 Mar 2021 Last Revised: 08 Mar 2021
Panayiotis C. Andreou, Neophytos Lambertides and Marina Magidou
Cyprus University of Technology, Cyprus University of Technology and University of Central Lancashire - Cyprus
Downloads 115 (285,939)

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stock price crashes, bad news hoarding, agency theory, stock price crash channels, corporate governance, managerial incentives

8.

The Effects of Oil Price Shocks on U.S. Stock Order Flow Imbalances and Stock Returns

Number of pages: 26 Posted: 05 Apr 2017
Neophytos Lambertides, Christos S. Savva and Dimitris A. Tsouknidis
Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Finance and Shipping and University of Piraeus - Department of Maritime Studies
Downloads 50 (458,292)
Citation 2

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Oil price shocks, stock order flow imbalances, structural VAR

9.

What Matters for Consumer Sentiment? World Oil Price or Retail Gasoline Price?

Number of pages: 21 Posted: 22 Jun 2020 Last Revised: 20 Mar 2021
University of Cyprus, Athens University of Economics and Business - Department of Accounting and Finance, Cyprus University of Technology and University of Piraeus - Department of Maritime Studies
Downloads 38 (509,968)

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oil supply and demand shocks; gasoline prices; consumer sentiment; euro area

10.

Equity Investment by Global Funds: Return and Sovereign Risk

Number of pages: 55 Posted: 23 Sep 2018
Christoforos Andreou, Neophytos Lambertides and Andreas Savvides
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology
Downloads 30 (550,770)

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Foreign Investors, Equity Return, Sovereign Risk

11.

The Effects of Oil Price Shocks on the Prices of EU Emission Trading System and European Stock Returns

Number of pages: 24 Posted: 29 Jul 2019
Athens University of Economics and Business - Department of Accounting and Finance, Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Finance and Shipping and University of Piraeus - Department of Maritime Studies
Downloads 27 (568,261)

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oil price shocks; emissions trading system; structural VAR; European stock returns

12.

Earnings Behaviour of Financially Distressed Firms: The Role of Institutional Ownership

Abacus, Vol. 43, No. 3, pp. 271-296, September 2007
Number of pages: 26 Posted: 17 Aug 2007
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
University of Cyprus, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 12 (670,494)
Citation 6
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13.

Distress Risk, Growth and Earnings Quality

Abacus, Vol. 47, Issue 2, pp. 158-181, 2011
Number of pages: 24 Posted: 06 Jun 2011
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
University of Cyprus, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Downloads 3 (739,705)
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Distress risk, Earnings quality, Growth options

14.

The Effect of Past Earnings and Dividend Patterns on the Information Content of Dividends When Earnings are Reduced

Abacus, Vol. 46, No. 2, pp. 153-187, June 2010
Number of pages: 35 Posted: 04 Jun 2010
Andreas Charitou, Neophytos Lambertides and Giorgos Theodoulou
University of Cyprus, Cyprus University of Technology and affiliation not provided to SSRN
Downloads 3 (739,705)
Citation 1
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15.

Sentiment, Order Imbalance, and Co‐Movement: An Examination of Shocks to Retail and Institutional Trading Activity

European Financial Management, Vol. 25, Issue 1, pp. 116-159, 2019
Number of pages: 44 Posted: 30 Jan 2019
Patricia Chelley-steeley, Neophytos Lambertides and Christos S. Savva
University of Birmingham, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 1 (761,938)
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co‐movement, order flow shock and sentiment, smooth transition model

16.

Alternative Bankruptcy Prediction Models using Option-Pricing Theory

Journal of Banking and Finance, 37 (7), 2329-2341, 2011
Posted: 17 Mar 2011 Last Revised: 28 Mar 2016
University of Cyprus, University of Stirling, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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Bankruptcy prediction, Option-pricing theory, Volatility estimation

17.

Dividend Increases and Initiations and Default Risk in Equity Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 14 Aug 2010
Andreas Charitou, Neophytos Lambertides and Giorgos Theodoulou
University of Cyprus, Cyprus University of Technology and affiliation not provided to SSRN

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Payout policy, dividend increases, dividend initiations, default risk, option pricing

18.

Losses, Dividend Reductions, and Market Reaction Associated with Past Earnings and Dividends Patterns

Journal of Accounting, Auditing and Finance, Forthcoming
Posted: 14 Aug 2010
Andreas Charitou, Neophytos Lambertides and Giorgos Theodoulou
University of Cyprus, Cyprus University of Technology and affiliation not provided to SSRN

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Dividend omissions, dividend reductions, dividend announcements, losses, earnings, patterns, event study

19.

Managerial Discretion in Distressed Firms

British Accounting Review, Vol. 39, No. 4, 2007
Posted: 14 Aug 2010
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
University of Cyprus, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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Distress, Bankruptcy, Earnings management, Audit opinion, Stock returns