Guirguis, H., Muller, G., Dutra, V., and Jafek, R. (Forthcoming), Advances in Forecasting Home Prices, Computational Economics.
Giannikos, C.I, Guirguis, H., Kakolyris, A., and Suen, T.S. (Forthcoming), When to hedge the downside risk? Risks.
Guirguis, H., Jang, I.S., Kakolyris, A., Park, B., and Suen, T.S. (Forthcoming) Utilizing Vestly, a stock trading game, to create a competitive alternative data strategy, The Journal of Financial Data Science.
Giannikos, C., Guirguis, H., and Koimis, G. (2024) The importance of income uncertainty on the relationship of inequality with the equity risk premium, International Journal of Business Economics (23), 71-86.
Guirguis, H., Donlon, T., McCarthy, M., Mehovic, A., and Metha, R. (2023). The future of the labor force: A quantitative examination of the drivers of female labor force participation and total fertility rate in developed economies, Applied Economics.
Curcio, Richard, and Hany Guirguis (Forthcoming). Equity Real Estate Leveraged Exchange-Traded-Funds: Long-Term Results, Pandemic Recovery, Real Estate Finance (REF).
Guirguis, H., Dutra, V., & McGreevy, Z. (2022). The Impact of Global Economies on US Inflation: A Test of the Phillips Curve, Journal of Economics and Finance (46), 575-92.
Anderson, J., Guirguis, H. & Pennathur. (forthcoming). A. Hotel Allocations in ODCE Funds, Journal of Real Estate Portfolio Management.
Guirguis, H., & & Suen, T. S. (2022) Advances in estimating the Phillips curve, Journal of Applied Economics (25), 621-642.
Anderson, R., Guirguis, H., & Loviscek, L. (forthcoming). Do Preferred REITs Have Portfolio Enhancement Attributes? An Empirical Investigation, The Journal of Real Estate Finance and Economics.
Anderson, J., Anderson, R., Guirguis, H., Propper S., & Seiler, M. (2021). Time-Varying Correlations of REITs and Implications for Portfolio Management. Journal of Real Estate Research (43), 317-334.
Anderson, J., Guirguis, H., & Harris, J. (2020). Cross Border Investing Activities –
Return enhancing or Return Destruction? Journal of Real Estate Portfolio Management (26), 170–185.
Guirguis, H., & Trieste, J. (September 2020). Measuring the Impact of Monetary Policy on Mortgage Rates. Journal of Real Estate Research (42), 285-313.
Anderson, J., Guirguis, H., Propper S., & Spizman, J. (Winter 2019) Examining the Portfolio Impact of a New and Bourgeoning Assent Class on Real Estate Portfolios: Open-End Debt Funds. Real Estate Finance (35), 196-202.
Boney, V., Guirguis, H., & Giannikos, C. (2018). Pricing Dynamics between Single Stock Futures and the Spot. International Journal of Business and Economics (17), 179-191.
Anderson, R. I., Guirguis, H. & Turnbull, G.K. (2018). Focus or Generalize:
Real Estate Agent Effort Allocation and Compensation. International Journal of Business and Economics (17), 25-42.
Guirguis. H. G., Suen M., Beckers S., Theodore T. (2017). What is value in an equity Market? Journal of Investment Management (15), 53-70.
Guirguis. H. G., Mueller G. R., Harris, J. & Mueller A. G. (2017) Did Increase Large Bank Concentration of US Mortgage Loan Originations Explain Rising Originator Profits? International Real Estate Review (20), 325-347.
Anderson, R. I., Curcio, R. J., & Guirguis, H. (2017). On the Use of US Treasury Futures and Futures Options to Hedge Risk in Portfolios of Mortgage REITs. Real Estate Finance (33), 155-167.
Boney, V., Guirguis, H., & Moura, M. (February 2016). Examining the Dynamic Nature of Spillover between the US and Brazilian Equity Markets. Journal of Business and Economics(7), 249-258.
Anderson, R. I., Curcio, R. J., & Guirguis, H. (Winter, 2015). On the Use of Leverage-Inverse ETFs to Hedge Risk in Publicly Traded Mortgage Portfolios. The Journal of Index Investing(6), 40-57.
Anderson, R. I., Curcio, R. J., & Guirguis, H. (Summer, 2014). Stock Price Volatility of Banks and Other Financials Emanating from the Inception of Leveraged, Inverse, and Traditional ETFs. The Journal of Index Investing(5), 12-31.
Giannikos, C., Guirguis, H., & Schizas, P. (June 2014). Hedge funds and the Housing Bubble. Applied Financial Economics(24), 1063-1073.
Anderson, R. I., Curcio, R. J., & Guirguis, H. (Fall, 2014). Managing Risk in the Real Estate Through the Use of Leverage and Inverse ETFs. Real Estate Finance.63-77.
Giannikos, C. I., Guirguis, H., & Suen, T. S. (Fall, 2013). Trading Credit Default Swap (CDS) Spread as an Equity Investment Strategy. Journal of Derivatives(21), 27-48.
Boney, V., Guirguis, H., & Muller, G. (January 2013). Did Intraday Trading by Leveraged and Inverse Leveraged ETFs Create Excess Price Volatility? A Look at REITs and the Broad Market. Journal of Real Estate Portfolio Management(19), 1-16.
Guirguis, H., Suen, M., & Theodore, T. (2012). Timing the value style index in a Markov regime-switching model. Journal of Investment Management(10), 52-64.
Anderson, R. I., Boney, V., Curcio, R. J., & Guirguis, H. (2012). Leveraged, Inverse, and Traditional ETFs: The Impact on Real Estate Stock Price Volatility. Applied Financial Economics(22), 709-722.
Anderson, R., Boney, V., & Guirguis, H. (2012). The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs. Journal of Real Estate Research(34), 157-182.
Anderson, R. I., Curcio, R. J., & Guirguis, H. (2012). Should Tracking Error Prevent the Use of Leverage ETFs in the Real Estate Portfolio? The Journal of Index Investing(3), 75-95.
Giannikos, C. I., Guirguis, H., & Suen, T. S. (2012). Modeling the Blind Principal Bid Basket Trading Cost. European Financial Management(18), 271-302.
Giannikos, C., & Guirguis, H. (2007). A Note on the Effect of the Expected Changes in Monetary Policy on Long-Term Interest Rates. Journal of Applied Economics(10), 99-114.
Bali, R., & Guirguis, H. (2007). Extreme Observations and Nonnormality in ARCH and GARCH. International Review of Economics and Finance(16), 332-346.
Giannikos, C., Gracia, L., & Guirguis, H. (2007). Asset Pricing in the Spanish Housing Market. Journal of Housing Research(16), 83-95.
Giannikos, C., Gracia, L., & Guirguis, H. (2007). Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market. Journal of Real Estate Portfolio Management(13), 311-316.
Guirguis, H., & Vogal, R. (2006). Asymmetry in Regional Real House Prices. Journal of Real Estate Portfolio Management(12), 293-298.
Anderson, R. I., Giannikos, C. I., & Guirguis, H. (2006). Market Fundamentals and the Forecastability of the Regional Housing Prices: An Empirical Investigation. Forecasting Letters(1), 14-26.
Anderson, R. I., Giannikos, C. I., & Guirguis, H. (2005). The US Housing Market: Asset Pricing Forecasts: Using Time-Varying Coefficients. Journal of Real Estate Finance and Economics(30), 33-53.
Guirguis, H., & Schmidt, M. (2005). Output Variability and the Money-Output Relationship. International Journal of Business and Economics(4), 51-64.
Felder, F., & Guirguis, H. (2005). Accounting for Extreme Values in GARCH Forecasts of Day-Ahead Electricity Prices. KIEE International Transactions on Power Engineering(5), 300-302.
Bali, R., & Guirguis, H. (2004). An Analysis of the Equity Risk Premium. The Journal of Asset Management(4), 348-360.
Bali, R., & Guirguis, H. (2004). An Analysis of the Return Dependence Between Large and Small Capitalization Stock. Journal of Business and Economics Research(2), 67-70.
Felder, F., & Guirguis, H. (2004). Further Advances in Forecasting Day-Ahead Electricity Prices Using Time Series Models. IEEE Transaction on Power Systems(4), 159-166.
Guirguis, H., & Rogoff, E. (2004). Strategies and Impacts of New Drug Introduction: The Case of Hemophilia Treatment. Journal of Health Care Finance(31), 1-12.
Danthine, J. P., Donaldson, J. B., Giannikos, C. I., & Guirguis, H. (2004). On the Consequences of State-Dependent Preferences for the Pricing of Financial Assets. Finance Research Letters(1), 143-153.
Guirguis, H., Myung-Soo., & Rogoff, E. (2003). The Upward Spiral of Drug Costs: A Longitudinal Study of Drugs Used in the Treatment of Clinical Laboratory(49), 71.
Giannikos, C. I., Guirguis, H., & Ozenbas, D. (2003). Is Volatility of Equity Markets a Volume Story? A Non-Parametric Analysis. International Journal of Business and Economics(2), 49-55.
Abdulahad, F., & Guirguis, H. (2003). The Living Wage and the Effects of Real Minimum Wages on Part-Time and Teen Employment. Employee Responsibilities and Rights Journal(15), 1-9.
Guirguis, H., & Rogoff, E. (2002, December 9). Legalized Price-Fixing: How a Government Program to Lower Drug Does the Opposite. Forbes, p. 48.
Guirguis, H., Myung-Soo., & Rogoff, E. (2002). The Upward Spiral of Drug Costs: A Longitudinal Study of Drugs Used in the Treatment of Hemophilia. Journal of Thrombosis and Hemostasis(88), 545-553.
Guirguis, H., Onochie, J., & Rosen, H. (2001). The Post-Offering Performance of IPOs in the Health Care Industry. Journal of Economics and Finance(25), 194-205.
Guirguis, H. (1999). Properly Estimating the Liquidity Effect: Why Accounting for Stationarity and Outliers is Important. Journal of Economics and Business(51), 303-314.
Guirguis, H., & Rogoff, E. (1998). On the Impact of Fixed Supply: The Case of the New York City Taxicab Industry. Journal of Transportation, Logistics, and Policy(65), 370-386.