University of Southern California

Aris Protopapadakis
Associate Professor of Finance and Business Economics

USC Marshall School of Business
Los Angeles, CA 90089-0808

Phone: 
213-740-6537
Education: 
PhD, MBA, University of Chicago; BS, Lafayette College

Overview

Aris Protopapadakis conducts research in international finance and monetary theory and policy. His research has been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, American Economic Review, Journal of Political Economy, Journal of Business, and Journal of Monetary Economics. Prior to joining USC, Professor Protopapadakis served on the faculty of Claremont Graduate School and the Wharton School at the University of Pennsylvania, and was Vice President of the Federal Reserve Bank of Philadelphia.

Research

Macroeconomic Factors Do Influence Stock Returns 2002
The Information Content of the BE/ME Ratio For Pricing Equities Internationally: Evidence From Seven National Markets 2002
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 2000
Financial Market Integration Tests: An Investigation Using U.S. Equity Markets 1997
Futures and Forward Prices with Markovian Interest Rate Processes 1994
The Equity Premium 1992
Stock Market Premia, Market Completeness, and Relative Risk Aversion 1991
ERM: A Way Station to One Currency? 1991
Leverage, Time Preference, and the 'Equity Premium Puzzle' 1990
From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality 1988
The Equilibrium Pricing of Exchange Rates and Assets When Trade Takes Time 1988
The Effect of Implicit Deposit Insurance on Banks' Portfolio Choices with an Application to International 'Overexposure' 1988
Are Money Growth and Inflation Related to Government Deficits? Evidence from Ten Industrialized Economies 1987
Are Government Deficits Monetized? Some International Evidence 1986
General Equilibrium Properties of the Term Structure of Interest Rates 1986
The Law of One Price in International Commodity Markets: A Reformulation and Some Formal Tests 1986
An Analysis of Government Credit 'Crises' 1986
Does Government Debt Influence Money and Inflation: Theory and Some International Evidence 1985
Risk-Sensitive Deposit Insurance Premia: Some Practical Issues 1984
The Neutrality of the Real Equilibrium Under Alternative Financing of Government Expenditures 1984
Revealing the Real Rate: Let the Market Do It 1984
Spot and Future Prices and the Law of One Price 1983
Real and Nominal Interest Rates Under Uncertainty: The Fisher Theorem and the Term Structure 1983
Expectations, Exchange Rates, and Monetary Theory: The Case of the German Hyperinflation 1983
Some Indirect Evidence on Effective Capital Gains Tax Rates 1983
The Exogeneity of Prices in the German Hyperinflation: A Reassessment 1983
Federal Deficits: A Faulty Gauge of Government Impact on the Credit Markets 1982
Supply Side Economics: What Chance for Success? 1981
Real Interest Rates: Why Aren't They Equal Across Countries
The Effect of Scheduled Macroeconomic Announcements on the Dividend-to-Price Ratio