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Publications

by members of

Department of Accounting and Finance
Athens University of Economics and Business (AUEB)
Athens, Greece

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2022

  1. Anastasiou, Dimitris & Drakos, Konstantinos & Kapopoulos, Panayotis, 2022. "Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator," MPRA Paper 113860, University Library of Munich, Germany.
  2. Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022. "The role of asset payouts in the estimation of default barriers," MPRA Paper 112317, University Library of Munich, Germany.
  3. Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022. "Valuation of European firms during the Russia-Ukraine war," MPRA Paper 113791, University Library of Munich, Germany.
  4. Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.

2021

  1. Gaganis, Chrysovalantis & Leledakis, George & Pasiouras, Fotios & Pyrgiotakis, Emmanouil, 2021. "National culture of secrecy and stock price synchronicity: Cross-country evidence," MPRA Paper 105432, University Library of Munich, Germany.
  2. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021. "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper 108272, University Library of Munich, Germany.
  3. Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis, 2021. "Pricing Event Risk: Evidence from Concave Implied Volatility Curves," Swiss Finance Institute Research Paper Series 21-48, Swiss Finance Institute.
  4. Anastasiou, Dimitrios & Petralias, Athanassios, 2021. "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," MPRA Paper 107602, University Library of Munich, Germany.
  5. Anastasiou, Dimitrios & Kapopoulos, Panayotis, 2021. "Dynamic linkages among financial stability, house prices and residential investment in Greece," MPRA Paper 107833, University Library of Munich, Germany.

2020

  1. Ballis, Antonis & Drakos, Konstantinos, 2020. "A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market," MPRA Paper 109329, University Library of Munich, Germany.
  2. Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanuil, 2020. "EU regulation and open market share repurchases: New evidence," MPRA Paper 102023, University Library of Munich, Germany.
  3. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020. "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper 103813, University Library of Munich, Germany.
  4. Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
  5. Georgoutsos, Dimitris & Moratis, George, 2020. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," MPRA Paper 62773, University Library of Munich, Germany.
  6. Dimitrios Anastasiou & Zacharias Bragoudakis & Stelios Giannoulakis, 2020. "Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?," Working Papers 277, Bank of Greece.
  7. Anastasiou, Dimitrios, 2020. "Senior bank loan officers' expectations for loan demand: Evidence from the Euro-area," MPRA Paper 98903, University Library of Munich, Germany.
  8. Anastasiou, Dimitrios & Katsafados, Apostolos G., 2020. "Bank Deposits Flows and Textual Sentiment: When an ECB President's speech is not just a speech," MPRA Paper 99729, University Library of Munich, Germany.
  9. Anastasiou, Dimitrios & Giannoulakis, Stelios, 2020. "Are firms’ expectations on the availability of external finance Rational, Adaptive or Regressive?," MPRA Paper 99890, University Library of Munich, Germany.

2019

  1. Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019. "Market concentration and bank M&As: Evidence from the European sovereign debt crisis," MPRA Paper 95739, University Library of Munich, Germany.
  2. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019. "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," MPRA Paper 96893, University Library of Munich, Germany.
  3. Emilios Galariotis Iordanis Kalaitzoglou & Kyriaki Kosmidou & Spiros Papaefthimiou & Spyros Spyrou, 2019. "Could Market Making be Profitable in The European Carbon Market?," Post-Print hal-02263114, HAL.
  4. Dimitrios Anastasiou & Zacharias Bragoudakis & Ioannis Malandrakis, 2019. "Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece," Working Papers 260, Bank of Greece.

2018

  1. Emilios Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2018. "The impact of conventional and unconventional monetary policy on expectations and sentiment," Post-Print hal-01596107, HAL.
  2. Konstantinos Gavriilidis & Dimos S. Kambouroudis & Katerina Tsakou & Dimitris S. Tsouknidis, 2018. "Volatility forecasting across tanker freight rates: the role of oil price shocks," Working Papers 2018-27, Swansea University, School of Management.
  3. Dimitris A. Georgoutsos & Petros M. Migiakis, 2018. "Risk perceptions and fundamental effects on sovereign spreads," Working Papers 250, Bank of Greece.

2017

  1. Leledakis, George & Mamatzakis, Emmanuel & Pirgiotakis, Manos & Travlos, Nikolaos, 2017. "What twenty years of regulations have to say about M&As of U.S. banks?," MPRA Paper 82977, University Library of Munich, Germany.
  2. Kostas Andriosopoulos & Emilios Galariotis & Spyros Spyrou, 2017. "Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis," Post-Print hal-01578056, HAL.
  3. Leonidas S. Rompolis, 2017. "The effectiveness of unconventional monetary policy on risk aversion and uncertainty," Working Papers 231, Bank of Greece.
  4. Anastasiou, Dimitrios, 2017. "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper 79470, University Library of Munich, Germany.
  5. Anastasiou, Dimitrios, 2017. "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper 80972, University Library of Munich, Germany.
  6. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017. "Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?," ICMA Centre Discussion Papers in Finance icma-dp2017-07, Henley Business School, University of Reading.
  7. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017. "Harmful Diversification: Evidence from Alternative Investments," ICMA Centre Discussion Papers in Finance icma-dp2017-09, Henley Business School, University of Reading.

2016

  1. Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2016. "U.S. bank M&As in the post-Dodd-Frank Act era: Do they create value?," MPRA Paper 73290, University Library of Munich, Germany.
  2. Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016. "Market Reaction to Actual Daily Share Repurchases in Greece," MPRA Paper 83039, University Library of Munich, Germany, revised 01 Aug 2017.
  3. Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016. "Market Reaction to Stock Repurchases in Greece," MPRA Paper 85610, University Library of Munich, Germany, revised 01 Mar 2018.
  4. Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016. "Bond market investor herding: Evidence from the European financial crisis," Post-Print hal-01333218, HAL.
  5. Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016. "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print hal-01358715, HAL.
  6. Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016. "Herd behavior and equity market liquidity: Evidence from major markets," Post-Print hal-01418021, HAL.
  7. Spyros Spyrou & Emilios Galariotis & Panagiota Makrichoriti, 2016. "Sovereign CDS Spread Determinants and Spill-Over Effects," Proceedings of International Academic Conferences 3606062, International Institute of Social and Economic Sciences.
  8. Dimitrios Anastasiou & Helen Louri & Mike G. Tsionas, 2016. "Non-performing loans in the euro area: are core-periphery banking markets fragmented?," Working Papers 219, Bank of Greece.
  9. Anastasiou, Dimitrios, 2016. "Management and Resolution methods of Non-performing loans: A Review of the Literature," MPRA Paper 77581, University Library of Munich, Germany, revised 2017.

2015

  1. Emilios C. C Galariotis & Spyros I. Spyrou & Wu Rong, 2015. "Herding on fundamental information: A comparative study," Post-Print hal-01092519, HAL.

2014

  1. Emilios C. C Galariotis & Wu Rong & Spyros I. Spyrou, 2014. "Trading in option contracts before large price changes: A comparative study of US and UK markets," Post-Print hal-01122593, HAL.
  2. Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014. "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance icma-dp2014-15, Henley Business School, University of Reading.

2013

  1. Efthymiou, Vassilis A. & Leledakis, George N., 2013. "Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks," MPRA Paper 49770, University Library of Munich, Germany.
  2. Ioannis Bournakis & Sushanta Mallick & David Kernohan & Dimitris A.Tsouknidis, 2013. "Measuring Firm-Level Productivity Convergence in the UK: The Role of Taxation and R&D Investment," Working Papers 45, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.

2012

  1. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012. "Revisiting Mutual Fund Performance Evaluation," MPRA Paper 36644, University Library of Munich, Germany.
  2. Christos Kallandranis & Konstantinos Drakos & Nicholas Giannakopoulos, 2012. "Counterterrorism Effectiveness: The Impact on Life and Property Losses," EUSECON Policy Briefing 19, DIW Berlin, German Institute for Economic Research.
  3. Emilios C. C Galariotis & Spyros I. Spyrou & Wu Rong, 2012. "Trading before stock price shocks: An empirical analysis using stock option trading volume," Post-Print hal-00958355, HAL.
  4. Dimitris A. Georgoutsos & Petros Migiakis, 2012. "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Working Papers 143, Bank of Greece.

2011

  1. Efthymiou, Vassilis A. & Leledakis, George N., 2011. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper 28791, University Library of Munich, Germany.
  2. Konstantinos Drakos & Panagiotis Th. Konstantinou, 2011. "Terrorism Shocks and Public Spending: Panel VAR Evidence from Europe," Economics of Security Working Paper Series 48, DIW Berlin, German Institute for Economic Research.
  3. Christos Kallandranis & Konstantinos Drakos, 2011. "Terrorism Shocks and Stock Market Reaction Patterns," EUSECON Policy Briefing 14, DIW Berlin, German Institute for Economic Research.
  4. Olaf J. de Groot & Konstantinos Drakos & Cathérine Müller, 2011. "How Rational Is the Response of Individuals to the Threat of Terrorism in Europe?," EUSECON Policy Briefing 9, DIW Berlin, German Institute for Economic Research.
  5. Konstantinos Drakos, 2011. "Extent and Intensity of Investment with Multiple Capital Goods," Post-Print hal-00724615, HAL.
  6. Emilios C. C Galariotis & Spyros I. Spyrou & Wu Rong, 2011. "Informed trading before stock price shocks: An empirical analysis using stock option trading volume," Post-Print hal-00763030, HAL.

2010

  1. Konstantinos Drakos & Cathérine Müller, 2010. "On the Determinants of Terrorism Risk Concern in Europe," Economics of Security Working Paper Series 36, DIW Berlin, German Institute for Economic Research.
  2. Konstantinos Drakos & Cathérine Müller, 2010. "Terrorism Risk Concern in Europe," Economics of Security Working Paper Series 37, DIW Berlin, German Institute for Economic Research.
  3. Dimitris A. Georgoutsos & Petros Migiakis, 2010. "European sovereign bond spreads: monetary unification, market conditions and financial integration," Working Papers 115, Bank of Greece.

2009

  1. Konstantinos Drakos, 2009. "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series 16, DIW Berlin, German Institute for Economic Research.
  2. Konstantinos Drakos, 2009. "The Determinants of Terrorist Shocks' Cross-Market Transmission," Economics of Security Working Paper Series 17, DIW Berlin, German Institute for Economic Research.
  3. Konstantinos Drakos, 2009. "Security Economics: A Guide for Data Availability and Needs," Economics of Security Working Paper Series 6, DIW Berlin, German Institute for Economic Research.
  4. Konstantinos Drakos, 2009. "Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns," Economics of Security Working Paper Series 8, DIW Berlin, German Institute for Economic Research.
  5. Dimitris A. Georgoutsos & Petros M. Migiakis, 2009. "Benchmark bonds interactions under regime shifts," Working Papers 103, Bank of Greece.

2008

  1. Emilios C. C Galariotis & Spyros I. Spyrou & Konstantinos Kassimatis, 2008. "Short-term patterns in government bond returns following market shocks: International evidence," Post-Print hal-00765471, HAL.

2007

  1. Spyros I. Spyrou & Konstantinos Kassimatis & Emilios C. C Galariotis, 2007. "Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange," Post-Print hal-01096009, HAL.

2006

  1. Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel, 2006. "Evaluating hedge fund managers: A Bayesian investigation of skill and persistence," Computing in Economics and Finance 2006 487, Society for Computational Economics.
  2. Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou, 2006. "Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?," Post-Print hal-01096022, HAL.
  3. Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou, 2006. "The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach," Post-Print hal-01096031, HAL.
  4. Bekiros, S. & Georgoutsos, D., 2006. "Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models," CeNDEF Working Papers 06-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Bekiros, S. & Georgoutsos, D., 2006. "Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network," CeNDEF Working Papers 06-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2005

  1. Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou, 2005. "Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange," Post-Print hal-01096037, HAL.
  2. Georgios Bitros & Manolis Kavussanos, 2005. "A cross sectional analysis of ship maintenance expenses," Macroeconomics 0504030, University Library of Munich, Germany.

2003

  1. Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou, 2003. "Profits From Buying Losers And Selling Winners In The London Stock Exchange," Post-Print hal-01096057, HAL.

2001

  1. Drakos, Konstantinos & Kutan, Ali M., 2001. "Opposites attract: The case of Greek and Turkish financial markets," ZEI Working Papers B 06-2001, University of Bonn, ZEI - Center for European Integration Studies.
  2. Drakos, Konstantinos & Kutan, Ali M., 2001. "Regional effects of terrorism on tourism: Evidence from three Mediterranean countries," ZEI Working Papers B 26-2001, University of Bonn, ZEI - Center for European Integration Studies.
  3. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics.
  4. Dimitris Georgoutsos & George Kouretas, 2001. "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers 0104, University of Crete, Department of Economics.

2000

  1. Dimitris Georgoutsos & George Kouretas, 2000. "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers 0001, University of Crete, Department of Economics, revised 00 Jul 2001.

Undated

  1. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "The Monetary Exchange Rate Model: Fragile Evidence From Cointegration Tests," Working Papers 9508, University of Crete, Department of Economics.
  2. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis," Working Papers 9904, University of Crete, Department of Economics.
  3. Dimitris Georgoutsos & George Kouretas, "undated". "The Pound Sterling And Franc Poincare In The 1920s: Long-Run Relationships, Speculation And Temporal Stability," Working Papers 9502, University of Crete, Department of Economics.
  4. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "The Monetary Approach To The Exchange Rate: Long-Run Relationships, Identification And Temporal Stability," Working Papers 9507, University of Crete, Department of Economics.
  5. Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos, "undated". "Temporal Aggregation In Structural Var Models," Working Papers 9505, University of Crete, Department of Economics.
  6. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "Long-Run Purchasing Power Parity: How Sure Are We That Cointegration Exists?," Working Papers 9509, University of Crete, Department of Economics.
  7. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian-U.S. Dollar, 1970 - 1994," Working Papers 9506, University of Crete, Department of Economics.
  8. Dimitris Georgoutsos & George Kouretas, "undated". "Interest Parity, the Term Structure and Cointegration: an Integrated Approach," Working Papers 9906, University of Crete, Department of Economics.
  9. Panayiotis Diamantis & George Kouretas & Dimitris Georgoutsos, "undated". "COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s," Working Papers 9609, University of Crete, Department of Economics.

Journal articles

2024

  1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.

2023

  1. Kallandranis, Christos & Anastasiou, Dimitrios & Drakos, Konstantinos, 2023. "Credit rationing prevalence for Eurozone firms," Journal of Business Research, Elsevier, vol. 158(C).
  2. Apostolos G. Katsafados & Sotirios Nikoloutsopoulos & George N. Leledakis, 2023. "Twitter sentiment and stock market: a COVID-19 analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(8), pages 1866-1888, April.
  3. Angeliki Drousia & Athanasios Episcopos & George N. Leledakis & Emmanouil G. Pyrgiotakis, 2023. "EU Regulation and open market share repurchases: new evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 29(9), pages 1022-1042, June.
  4. Anagnostopoulou, Seraina C. & Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2023. "Enhancement in a firm's information environment via options trading and the efficiency of corporate investment," Journal of Banking & Finance, Elsevier, vol. 149(C).
  5. Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Tsouknidis, Dimitris, 2023. "Household deposits and consumer sentiment expectations: Evidence from Eurozone," Journal of International Money and Finance, Elsevier, vol. 131(C).
  6. Anastasiou, Dimitris & Krokida, Styliani-Iris & Tsouknidis, Dimitris & Drakos, Konstantinos, 2023. "Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?," Journal of International Money and Finance, Elsevier, vol. 139(C).
  7. Andreas A. Kouspos & Photis M. Panayides & Dimitris A. Tsouknidis, 2023. "The relationship between technical innovation and financial performance in shipping firms," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 25(4), pages 698-727, December.
  8. Nikos K. Nomikos & Dimitris A. Tsouknidis, 2023. "Disentangling demand and supply shocks in the shipping freight market: their impact on shipping investments," Maritime Policy & Management, Taylor & Francis Journals, vol. 50(5), pages 563-581, July.
  9. Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.
  10. Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
  11. Dimitris Anastasiou & Panayotis Kapopoulos, 2023. "Dynamic linkages among financial stress, house prices and residential investment in Greece," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 13(3), pages 321-340.
  12. Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023. "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 67(4), pages 627-655, November.
  13. Dimitris Anastasiou & Khudoykulov Khurshid Khurramovich & Christos Kallandranis, 2023. "Senior bank loan officers’ expectations for loan demand: A note," Cogent Business & Management, Taylor & Francis Journals, vol. 10(1), pages 2174247-217, December.
  14. Angelidis, Timotheos & Sakkas, Athanasios & Spiliotopoulos, George, 2023. "Climate uncertainty and marginal climate capital needs," Finance Research Letters, Elsevier, vol. 56(C).

2022

  1. Apostolos Ballas & Vasilios-Christos Naoum & Orestes Vlismas, 2022. "The Effect of Strategy on the Asymmetric Cost Behavior of SG&A Expenses," European Accounting Review, Taylor & Francis Journals, vol. 31(2), pages 409-447, March.
  2. Georgia Siougle, 2022. "Discussion of “Consistency in Management Earnings Guidance Patternsâ€," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 57(01), pages 1-7, March.
  3. Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022. "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, vol. 81(C).
  4. Karagiorgis, Ariston & Drakos, Konstantinos, 2022. "The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  5. Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022. "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 161-171.
  6. Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022. "Valuation of European firms during the Russia–Ukraine war," Economics Letters, Elsevier, vol. 218(C).
  7. Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022. "The role of asset payouts in the estimation of default barriers," International Review of Financial Analysis, Elsevier, vol. 81(C).
  8. Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2022. "U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?," Journal of Banking & Finance, Elsevier, vol. 135(C).
  9. Manolis Kavussanos & Siri Pettersen Strandenes & Helen Thanopoulou, 2022. "Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 24(2), pages 347-367, June.
  10. Bai, Xiwen & Kavussanos, Manolis G., 2022. "Hedging IMO2020 compliant fuel price exposure using futures contracts," Energy Economics, Elsevier, vol. 110(C).
  11. Maria I. Chondrokouki & Andrianos E. Tsekrekos, 2022. "Freight rate volatility and flag-switching decisions," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 24(2), pages 395-414, June.
  12. Lykourgos Alexiou & Leonidas S. Rompolis, 2022. "Option‐implied moments and the cross‐section of stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 668-691, April.
  13. Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022. "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, vol. 105(C).
  14. Konstantinos D. Melas & Photis M. Panayides & Dimitris A. Tsouknidis, 2022. "Dynamic volatility spillovers and investor sentiment components across freight-shipping markets," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 24(2), pages 368-394, June.
  15. Stelios E. Alexandrou & Photis M. Panayides & Dimitris A. Tsouknidis & Andria E. Alexandrou, 2022. "Green supply chain management strategy and financial performance in the shipping industry," Maritime Policy & Management, Taylor & Francis Journals, vol. 49(3), pages 376-395, April.
  16. Dimitris Anastasiou & Stelios Giannoulakis & Andreas Koutoupis & Christos Tzomakas & Leonidas G. Davidopoulos, 2022. "European Banks’ Profitability and Sentimental Cycle," Review of Behavioral Economics, now publishers, vol. 9(3), pages 223-250, September.
  17. Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022. "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, vol. 57(C).

2021

  1. Konstantinos Vasilakopoulos & Christos Tzovas & Apostolos Ballas, 2021. "Banks’ Risk and The Impact of Audit Quality on Income Smoothing," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 20(3), pages 425-453, September.
  2. Konstantinos Drakos & Ioannis Malandrakis, 2021. "Global Versus Non-Global Banks: A Capital Ratios-Based Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 5-22.
  3. Kallandranis, Christos & Drakos, Konstantinos, 2021. "Self-Rationing in European Businesses: Evidence from Survey Analysis," Finance Research Letters, Elsevier, vol. 41(C).
  4. Anastasiou, Dimitrios & Ballis, Antonis & Drakos, Konstantinos, 2021. "Cryptocurrencies’ Price Crash Risk and Crisis Sentiment," Finance Research Letters, Elsevier, vol. 42(C).
  5. Anastasiou, Dimitrios & Drakos, Konstantinos, 2021. "European depositors’ behavior and crisis sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 117-136.
  6. Dimitrios Anastasiou & Konstantinos Drakos, 2021. "Borrowers' perceptions of lending conditions: worlds apart or closer than close?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 12(3), pages 285-307.
  7. Antonis Ballis & Konstantinos Drakos, 2021. "The explosion in cryptocurrencies: a black hole analogy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-8, December.
  8. Dimitrios Anastasiou & Konstantinos Drakos, 2021. "Nowcasting the Greek (semi‐) deposit run: Hidden uncertainty about the future currency in a Google search," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1133-1150, January.
  9. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021. "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," Finance Research Letters, Elsevier, vol. 42(C).
  10. Efthymiou, Vassilis A. & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021. "Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 405-421.
  11. George N. Leledakis & Emmanuel C. Mamatzakis & Emmanouil G. Pyrgiotakis & Nickolaos G. Travlos, 2021. "Does it pay to acquire private firms? Evidence from the U.S. banking industry," The European Journal of Finance, Taylor & Francis Journals, vol. 27(10), pages 1029-1051, July.
  12. Konstantina Liosi & Spyros Spyrou, 2021. "The impact of monetary policy on income inequality: evidence from Eurozone markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(3), pages 522-540, April.
  13. Christos Katris & Manolis G. Kavussanos, 2021. "Time series forecasting methods for the Baltic dry index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1540-1565, December.
  14. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E. & Voulgaris, Georgios, 2021. "Accounting conservatism and corporate social responsibility," The British Accounting Review, Elsevier, vol. 53(4).
  15. George Chalamandaris & Leonidas S. Rompolis, 2021. "Recovering the market risk premium from higher‐order moment risks," European Financial Management, European Financial Management Association, vol. 27(1), pages 147-186, January.
  16. Wolfgang Drobetz & Konstantinos Gavriilidis & Styliani-Iris Krokida & Dimitris Tsouknidis, 2021. "The effects of geopolitical risk and economic policy uncertainty on dry bulk shipping freight rates," Applied Economics, Taylor & Francis Journals, vol. 53(19), pages 2218-2229, April.
  17. D. Georgoutsos & G. Moratis, 2021. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 977-1008, November.
  18. Dimitris Anastasiou & Athanassios Petralias, 2021. "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," International Journal of Business Management and Finance Research, Academia Publishing Group, vol. 4(1), pages 1-11.
  19. Dimitrios Anastasiou, 2021. "Macroeconomic determinants of MIR interest rate margin in the euro area," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 39-53.
  20. Anastasiou, Dimitrios & Bragoudakis, Zacharias & Giannoulakis, Stelios, 2021. "Perceived vs actual financial crisis and bank credit standards: Is there any indication of self-fulfilling prophecy?," Research in International Business and Finance, Elsevier, vol. 58(C).
  21. Dimitrios Anastasiou & Stelios Giannoulakis, 2021. "Are firms' expectations on the availability of external finance rational, adaptive or regressive?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(5), pages 833-849, June.

2020

  1. Leonidas Doukakis & Dimitrios C. Ghicas & Georgia Siougle & Theodore Sougiannis, 2020. "The Informativeness of Micro and Macro Information During Economic Crisis and Non-Crisis Periods: Evidence from Europe," European Accounting Review, Taylor & Francis Journals, vol. 29(3), pages 467-492, May.
  2. Ballis, Antonis & Drakos, Konstantinos, 2020. "Testing for herding in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 33(C).
  3. Drakos, Konstantinos & Konstantinou, Panagiotis Th. & Thoma, Foteini-Anna, 2020. "Inflation uncertainty and inflation expectations: Micro-level evidence from the eurozone," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  4. Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros, 2020. "Monetary policy and herd behavior: International evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 386-417.
  5. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
  6. Spyros Spyrou, 2020. "Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(4), pages 411-433, April.
  7. Panayiotis Theodossiou & Dimitris Tsouknidis & Christos Savva, 2020. "Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 1097-1119, June.
  8. Styliani-Iris Krokida & Neophytos Lambertides & Christos S. Savva & Dimitris A. Tsouknidis, 2020. "The effects of oil price shocks on the prices of EU emission trading system and European stock returns," The European Journal of Finance, Taylor & Francis Journals, vol. 26(1), pages 1-13, January.
  9. Kalyvas, Antonios & Papakyriakou, Panayiotis & Sakkas, Athanasios & Urquhart, Andrew, 2020. "What drives Bitcoin’s price crash risk?," Economics Letters, Elsevier, vol. 191(C).
  10. Sakkas, Athanasios & Tessaromatis, Nikolaos, 2020. "Factor based commodity investing," Journal of Banking & Finance, Elsevier, vol. 115(C).

2019

  1. Chalamandaris, George & Pagratis, Spyros, 2019. "Limits to arbitrage and CDS–bond dynamics around the financial crisis," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 213-235.
  2. Panagiotis I. Chronopoulos & Georgia Siougle, 2019. "The information content of management sales forecasts," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 26(5), pages 511-531, September.
  3. Konstantinos Drakos & Christos Kallandranis & Socrates Karidis, 2019. "Determinants of Trust in Institutions in Times of Crisis: Survey‐Based Evidence from the European Union," Journal of Common Market Studies, Wiley Blackwell, vol. 57(6), pages 1228-1246, November.
  4. Dimitrios Anastasiou & Konstantinos Drakos, 2019. "The Association Between Bank Credit Terms and Conditions and the Business Cycle in the Euro Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 247-256.
  5. Dimitrios Anastasiou & Konstantinos Drakos, 2019. "A note on bank loan officers' expectations for credit standards: Evidence from the European bank lending survey," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 49-53, January.
  6. Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2019. "Market reaction to actual daily share repurchases in Greece," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 267-277.
  7. Andrianos E. Tsekrekos, 2019. "Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance," Journal of Economics, Springer, vol. 126(3), pages 287-290, April.
  8. Ioanna Kountouri & Eleftherios Manousakis & Andrianos E. Tsekrekos, 2019. "Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms)," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 16(1), pages 1-19, March.
  9. Tailan Chi & Jing Li & Lenos G Trigeorgis & Andrianos E Tsekrekos, 2019. "Real options theory in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(4), pages 525-553, June.
  10. Tailan Chi & Jing Li & Lenos G Trigeorgis & Andrianos E Tsekrekos, 2019. "Correction to: Real options theory in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(4), pages 554-554, June.
  11. Nishiotis, George P. & Rompolis, Leonidas S., 2019. "Put-call parity violations and return predictability: Evidence from the 2008 short sale ban," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 276-297.
  12. Dimitris A. Tsouknidis, 2019. "The effect of institutional ownership on firm performance: the case of U.S.-listed shipping companies," Maritime Policy & Management, Taylor & Francis Journals, vol. 46(5), pages 509-528, July.
  13. Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & Georgios P. Kouretas, 2019. "Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices," JRFM, MDPI, vol. 12(4), pages 1-20, December.
  14. Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019. "Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 97-112, January.
  15. Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019. "Harmful diversification: Evidence from alternative investments," The British Accounting Review, Elsevier, vol. 51(1), pages 1-23.
  16. Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon, 2019. "The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 143-160.
  17. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2019. "The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models," Applied Economics Letters, Taylor & Francis Journals, vol. 26(6), pages 516-521, March.
  18. Panayiotis Papakyriakou & Athanasios Sakkas & Zenon Taoushianis, 2019. "Financial firm bankruptcies, international stock markets, and investor sentiment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 461-473, January.

2018

  1. Apostolos Ballas & Efthimios Demirakos, 2018. "The valuation implications of strategy in R&D-intensive industries," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 19(3), pages 365-382, September.
  2. George Chalamandaris & Nikos E. Vlachogiannakis, 2018. "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, vol. 266(1), pages 395-440, July.
  3. Chronopoulos, Panagiotis I. & Siougle, Georgia, 2018. "Examination of the information content of management range forecasts," Research in International Business and Finance, Elsevier, vol. 46(C), pages 201-210.
  4. Dimitrios Anastasiou & Konstantinos Drakos & Stylianos Giannoulakis, 2018. "Are Bank Credit Standards Affected by the Business Cycle? Evidence from the Euro Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 64(1), pages 5-16.
  5. Drakos, Konstantinos & Giannakopoulos, Nicholas, 2018. "Self and bank credit rationing: a trivariate probit with double selection," Research in International Business and Finance, Elsevier, vol. 44(C), pages 124-134.
  6. Konstantinos Drakos & Christos Kallandranis & Socrates Karidis, 2018. "A note on trust in the ECB in the era of sovereign debt crisis," Applied Economics Letters, Taylor & Francis Journals, vol. 25(6), pages 366-368, March.
  7. Galariotis, Emilios & Makrichoriti, Panagiota & Spyrou, Spyros, 2018. "The impact of conventional and unconventional monetary policy on expectations and sentiment," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 1-20.
  8. Alexandridis, George & Kavussanos, Manolis G. & Kim, Chi Y. & Tsouknidis, Dimitris A. & Visvikis, Ilias D., 2018. "A survey of shipping finance research: Setting the future research agenda," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 115(C), pages 164-212.
  9. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
  10. Seraina C. Anagnostopoulou & Aikaterini C. Ferentinou & Panagiotis A. Tsaousis & Andrianos E. Tsekrekos, 2018. "The Options Market Reaction to Bank Loan Announcements," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 99-139, February.
  11. Gavriilidis, Konstantinos & Kambouroudis, Dimos S. & Tsakou, Katerina & Tsouknidis, Dimitris A., 2018. "Volatility forecasting across tanker freight rates: The role of oil price shocks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 118(C), pages 376-391.

2017

  1. Michael Demoussis & Konstantinos Drakos & Nicholas Giannakopoulos, 2017. "The impact of sovereign ratings on euro zone SMEs’ credit rationing," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(5), pages 745-764, October.
  2. Andriosopoulos, Kostas & Galariotis, Emilios & Spyrou, Spyros, 2017. "Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis," Energy Economics, Elsevier, vol. 66(C), pages 217-227.
  3. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2017. "Accounting quality, information risk and the term structure of implied volatility around earnings announcements," Research in International Business and Finance, Elsevier, vol. 41(C), pages 445-460.
  4. Panagiotis Mazis & Andrianos Tsekrekos, 2017. "Latent semantic analysis of the FOMC statements," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 179-217, May.
  5. Seraina C. Anagnostopoulou & Andrianos E. Tsekrekos, 2017. "The effect of financial leverage on real and accrual-based earnings management," Accounting and Business Research, Taylor & Francis Journals, vol. 47(2), pages 191-236, February.
  6. Leonidas S. Rompolis & Elias Tzavalis, 2017. "Retrieving risk neutral moments and expected quadratic variation from option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 955-1002, May.
  7. Leonidas S. Rompolis & Elias Tzavalis, 2017. "Pricing and hedging contingent claims using variance and higher order moment swaps," Quantitative Finance, Taylor & Francis Journals, vol. 17(4), pages 531-550, April.
  8. Magkonis, Georgios & Tsouknidis, Dimitris A., 2017. "Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 104-118.
  9. Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017. "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 137-146.
  10. Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
  11. Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017. "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, vol. 28(5), pages 989-1010, November.
  12. Anastasiou, Dimitrios, 2017. "Is ex-post credit risk affected by the cycles? The case of Italian banks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 242-248.
  13. Daniel Giamouridis & Athanasios Sakkas & Nikolaos Tessaromatis, 2017. "Dynamic Asset Allocation with Liabilities," European Financial Management, European Financial Management Association, vol. 23(2), pages 254-291, March.

2016

  1. Anagnostopoulou, Seraina C. & Drakos, Konstantinos, 2016. "Bank loan terms and conditions: Is there a macro effect?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 269-282.
  2. Vasileios M. Koutras & Konstantinos Drakos, 2016. "A generalized polynomial-logistic distribution and applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(18), pages 5478-5494, September.
  3. Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016. "Herd behavior and equity market liquidity: Evidence from major markets," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 140-149.
  4. Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016. "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 367-375.
  5. Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros, 2016. "Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach," Journal of Financial Stability, Elsevier, vol. 26(C), pages 62-77.
  6. Evanthia Zervoudi & Spyros Spyrou, 2016. "The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 8(1), pages 39-57, June.
  7. Kavussanos, Manolis G. & Tsouknidis, Dimitris A., 2016. "Default risk drivers in shipping bank loans," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 94(C), pages 71-94.
  8. Tsekrekos, Andrianos E. & Yannacopoulos, Athanasios N., 2016. "Optimal switching decisions under stochastic volatility with fast mean reversion," European Journal of Operational Research, Elsevier, vol. 251(1), pages 148-157.
  9. Leonidas S. Rompolis, 2016. "Risk‐Free Rates and Variance Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 943-967, October.
  10. Tsouknidis, Dimitris A., 2016. "Dynamic volatility spillovers across shipping freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 91(C), pages 90-111.
  11. Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016. "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 281-294.
  12. Georgoutsos, Dimitris & Kounitis, Thomas, 2016. "Treasury yields and credit spread dynamics: A regime-switching approach," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 39-51.
  13. Dimitrios, Anastasiou & Helen, Louri & Mike, Tsionas, 2016. "Determinants of non-performing loans: Evidence from Euro-area countries," Finance Research Letters, Elsevier, vol. 18(C), pages 116-119.

2015

  1. Konstantinos Drakos & Nicholas Giannakopoulos & Panagiotis Theodore Konstantinou, 2015. "Investigating Persistence in the US Mutual Fund Market: A Mobility Approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 7(1), pages 54-83, June.
  2. Petros Arvanitis & Konstantinos Drakos, 2015. "The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(2), pages 1-9, June.
  3. Konstantinos Drakos & Christos Kallandranis, 2015. "A Note on the Effect of Terrorism on Economic Sentiment," Defence and Peace Economics, Taylor & Francis Journals, vol. 26(6), pages 600-608, December.
  4. Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I., 2015. "Herding on fundamental information: A comparative study," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 589-598.
  5. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Earnings management in firms seeking to be acquired," The British Accounting Review, Elsevier, vol. 47(4), pages 351-375.
  6. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Accounting quality, information risk and implied volatility around earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 188-207.
  7. Alizadeh, Amir H. & Kappou, Konstantina & Tsouknidis, Dimitris & Visvikis, Ilias, 2015. "Liquidity effects and FFA returns in the international shipping derivatives market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 76(C), pages 58-75.
  8. Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015. "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 265-279.

2014

  1. Apostolos Ballas & Vaia Panagiotou & Christos Tzovas, 2014. "Accounting Choices for Tangible Assets: A Study of Greek Firms," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(4), pages 18-38, October-D.
  2. Apostolos Ballas & Nicos Sykianakis & Christos Tzovas & Constantinos Vassilakopoulos, 2014. "An Investigation of Greek Firms' Compliance to IFRS Mandatory Disclosure Requirements," International Journal of Corporate Finance and Accounting (IJCFA), IGI Global, vol. 1(1), pages 22-39, January.
  3. Georgios Chalamandaris & Andrianos E. Tsekrekos, 2014. "Predictability in implied volatility surfaces: evidence from the Euro OTC FX market," The European Journal of Finance, Taylor & Francis Journals, vol. 20(1), pages 33-58, January.
  4. Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014. "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, vol. 30(C), pages 148-172.
  5. Konstantinos Drakos & Catherine Mueller, 2014. "On the Determinants of Terrorism Risk Concern in Europe," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(3), pages 291-310, June.
  6. Konstantinos Drakos & Panagiotis Th. Konstantinou, 2014. "Terrorism, crime and public spending: Panel VAR evidence from europe," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(4), pages 349-361, August.
  7. Vasileios M. Koutras & Konstantinos Drakos & Markos V. Koutras, 2014. "A Polynomial Logistic Distribution and its Applications in Finance," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2045-2065, May.
  8. Vassilis A. Efthymiou & George N. Leledakis, 2014. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
  9. Kavussanos, Manolis G. & Tsouknidis, Dimitris A., 2014. "The determinants of credit spreads changes in global shipping bonds," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 70(C), pages 55-75.
  10. Dimakopoulou, Andriana G. & Pramatari, Katerina C. & Tsekrekos, Andrianos E., 2014. "Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain," International Journal of Production Economics, Elsevier, vol. 156(C), pages 191-207.

2013

  1. Georgios Chalamandaris & Andrianos Tsekrekos, 2013. "Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options," Computational Economics, Springer;Society for Computational Economics, vol. 41(3), pages 327-358, March.
  2. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013. "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1759-1776.
  3. Koutras, Vasileios M. & Drakos, Konstantinos, 2013. "A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 131-140.
  4. Konstantinos Drakos, 2013. "Bank loan terms and conditions for Eurozone SMEs," Small Business Economics, Springer, vol. 41(3), pages 717-732, October.
  5. Konstantinos Drakos & Panagiotis Th. Konstantinou, 2013. "Investment decisions in manufacturing: assessing the effects of real oil prices and their uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 151-165, January.
  6. Spyros Spyrou, 2013. "Investor sentiment and yield spread determinants: evidence from European markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(6), pages 739-762, October.
  7. Spyros Spyrou, 2013. "Herding in financial markets: a review of the literature," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 5(2), pages 175-194, November.
  8. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2013. "Do firms that wish to be acquired manage their earnings? Evidence from major European countries," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 57-68.
  9. Andrianos Tsekrekos, 2013. "Irreversible exit decisions under mean-reverting uncertainty," Journal of Economics, Springer, vol. 110(1), pages 5-23, September.
  10. Andrianos Tsekrekos & George Kanoutos, 2013. "Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 152-168, July.
  11. Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013. "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4650-4664.

2012

  1. Ballas, Apostolos A. & Chalevas, Constantinos & Tzovas, Christos, 2012. "Market reaction to valuation adjustments for financial instruments: Evidence from Greece," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 21(1), pages 52-61.
  2. Chalamandaris, Georgios & Rompolis, Leonidas S., 2012. "Exploring the role of the realized return distribution in the formation of the implied volatility smile," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1028-1044.
  3. Leonidas Doukakis & Georgia Siougle & Eleni Vrentzou, 2012. "Tax management and IFRS financial reporting synergies," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 8(3), pages 223-238.
  4. Konstantinos Drakos, 2012. "US banks' capitalization speed‐of‐adjustment: a microeconometric approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 270-286, July.
  5. Konstantinos Drakos, 2012. "Extent and intensity of investment with multiple capital goods," Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2799-2810, August.
  6. Andrianos E. Tsekrekos & Mark B. Shackleton & Rafał Wojakowski, 2012. "Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights," European Financial Management, European Financial Management Association, vol. 18(4), pages 543-575, September.
  7. Dimitris A. Georgoutsos & Petros M. Migiakis, 2012. "Benchmark Bonds Interactions under Regime Shifts," European Financial Management, European Financial Management Association, vol. 18(3), pages 389-409, June.

2011

  1. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011. "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 623-640, June.
  2. Spyros Spyrou & Andrianos Tsekrekos & Georgia Siougle, 2011. "Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(8), pages 703-726, August.
  3. Konstantinos Drakos, 2011. "Testing Uncertainty's Effect in Real Options with Multiple Capital Goods," Economica, London School of Economics and Political Science, vol. 78(310), pages 330-346, April.
  4. Drakos, Konstantinos & Müller, Cathérine, 2011. "Terrorism risk concern in Europe," Economics Letters, Elsevier, vol. 112(2), pages 195-197, August.
  5. Drakos, Konstantinos & Giannakopoulos, Nicholas, 2011. "On the determinants of credit rationing: Firm-level evidence from transition countries," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1773-1790.
  6. Konstantinos Drakos, 2011. "Security Economics: A Guide For Data Availability And Needs," Defence and Peace Economics, Taylor & Francis Journals, vol. 22(2), pages 147-159.
  7. Tilman Bruck & Michael Brzoska & Konstantinos Drakos, 2011. "The Economics Of Security: A European Perspective," Defence and Peace Economics, Taylor & Francis Journals, vol. 22(2), pages 99-104.
  8. Konstantinos Drakos, 2011. "Behavioral Channels in the Cross‐Market Diffusion of Major Terrorism Shocks," Risk Analysis, John Wiley & Sons, vol. 31(1), pages 143-159, January.
  9. Spyrou, Spyros, 2011. "Are broad market shocks anticipated by investors? Evidence from major equity and index options markets," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 127-133, June.
  10. Kavussanos, Manolis G. & Dimitrakopoulos, Dimitris N., 2011. "Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 258-268.
  11. Manolis G. Kavussanos & Ilias D. Visvikis, 2011. "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 125-156, March - J.

2010

  1. Apostolos A. Ballas & Christos Tzovas, 2010. "An empirical investigation of Greek firms' compliance to IFRS disclosure requirements," International Journal of Managerial and Financial Accounting, Inderscience Enterprises Ltd, vol. 2(1), pages 40-62.
  2. Androniki A. Triantafylli & Apostolos A. Ballas, 2010. "Management control systems and performance: evidence from the Greek shipping industry," Maritime Policy & Management, Taylor & Francis Journals, vol. 37(6), pages 625-660, November.
  3. Irene Fafaliou & Euthalia Tzanalaridou & Apostolos Ballas, 2010. "Is Rationing an Option for Approaching Healthcare Services Provision? The Case of the Greek Cardiac Patients," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 109-121, February.
  4. Christos Tzovas & Constantinos Chalevas & Apostolos A. Ballas, 2010. "The impact of accounting of securities valuation on stock returns: the case of Greece," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 11(3), pages 180-194, November.
  5. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2010. "Predictable dynamics in implied volatility surfaces from OTC currency options," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1175-1188, June.
  6. Daniel Giamouridis & Sandra Paterlini, 2010. "Regular(Ized) Hedge Fund Clones," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(3), pages 223-247, September.
  7. Drakos, Konstantinos, 2010. "Terrorism activity, investor sentiment, and stock returns," Review of Financial Economics, Elsevier, vol. 19(3), pages 128-135, August.
  8. Konstantinos Drakos, 2010. "The determinants of terrorist shocks' cross‐market transmission," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 11(2), pages 147-163, March.
  9. Konstantinos Dimitrios Drakos & Eleftherios Goulas, 2010. "Investment in Greek manufacturing under irreversibility and uncertainty: the message in used capital expenditures," Applied Economics, Taylor & Francis Journals, vol. 42(14), pages 1797-1809.
  10. George Karathanasis & Konstantinos Kassimatis & Spyros Spyrou, 2010. "Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(1), pages 143-169, March.
  11. Dimitrakopoulos, Dimitris N. & Kavussanos, Manolis G. & Spyrou, Spyros I., 2010. "Value at risk models for volatile emerging markets equity portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 515-526, November.
  12. Manolis Kavussanos & Ilias Visvikis & Dimitris Dimitrakopoulos, 2010. "Information linkages between Panamax freight derivatives and commodity derivatives markets," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 12(1), pages 91-110, March.
  13. Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.
  14. Efthimios Demirakos & Norman Strong & Martin Walker, 2010. "Does Valuation Model Choice Affect Target Price Accuracy?," European Accounting Review, Taylor & Francis Journals, vol. 19(1), pages 35-72.
  15. Leonidas S. Rompolis & Elias Tzavalis, 2010. "Risk Premium Effects On Implied Volatility Regressions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(2), pages 125-151, June.
  16. Rompolis, Leonidas S., 2010. "Retrieving risk neutral densities from European option prices based on the principle of maximum entropy," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 918-937, December.

2009

  1. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2009. "Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market," The Journal of Economic Asymmetries, Elsevier, vol. 6(1), pages 49-74.
  2. Gurvinder Brar & Daniel Giamouridis & Manolis Liodakis, 2009. "Predicting European Takeover Targets," European Financial Management, European Financial Management Association, vol. 15(2), pages 430-450, March.
  3. Konstantinos Drakos & Nicholas Giannakopoulos, 2009. "An econometric analysis of counterterrorism effectiveness: the impact on life and property losses," Public Choice, Springer, vol. 139(1), pages 135-151, April.
  4. Leledakis, George N. & Papaioannou, George J. & Travlos, Nickolaos G. & Tsangarakis, Nickolaos V., 2009. "Stock splits in a neutral transaction cost environment: Evidence from the Athens Stock Exchange," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 12-25, February.
  5. Dimitris Dimitrakopoulos & Spyros Spyrou, 2009. "Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios," International Journal of Decision Sciences, Risk and Management, Inderscience Enterprises Ltd, vol. 1(3/4), pages 199-212.

2008

  1. Apostolos Ballas & Irene Fafaliou, 2008. "Market Shares and Concentration in the EU Auditing Industry: the Effects of Andersen’s Demise," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 485-497, November.
  2. Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel, 2008. "Hedge fund pricing and model uncertainty," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 741-753, May.
  3. Konstantinos Drakos & Eleftherios Goulas, 2008. "Irreversible investment under uncertainty: the message in Leasing Expenditures," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 1(4), pages 412-426.
  4. Konstantinos Drakos & Eleftherios Goulas, 2008. "The relative importance of sector and country factors for leasing penetration rates across European industries," Applied Economics Letters, Taylor & Francis Journals, vol. 15(15), pages 1197-1200.
  5. Konstantinos Drakos, 2008. "Efficiency and formation of expectations: evidence from the European investment survey," Applied Economics, Taylor & Francis Journals, vol. 40(8), pages 1015-1022.
  6. Kassimatis, Konstantinos & Spyrou, Spyros & Galariotis, Emilios, 2008. "Short-term patterns in government bond returns following market shocks: International evidence," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 903-924, December.
  7. Manolis Kavussanos & Ilias Visvikis, 2008. "Hedging effectiveness of the Athens stock index futures contracts," The European Journal of Finance, Taylor & Francis Journals, vol. 14(3), pages 243-270.
  8. Manolis G. Kavussanos & Ilias D. Visvikis & Panayotis D. Alexakis, 2008. "The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 1007-1025, November.
  9. Episcopos, Athanasios, 2008. "Bank capital regulation in a barrier option framework," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1677-1686, August.
  10. Rompolis, Leonidas S. & Tzavalis, Elias, 2008. "Recovering Risk Neutral Densities from Option Prices: A New Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(4), pages 1037-1053, December.
  11. Stelios Bekiros & Dimitris Georgoutsos, 2008. "Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 397-408.
  12. S. D. Bekiros & D. A. Georgoutsos, 2008. "Direction-of-change forecasting using a volatility-based recurrent neural network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 407-417.
  13. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2008. "Testing the forward rate unbiasedness hypothesis during the 1920s," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 358-373, October.
  14. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2008. "The extreme-value dependence of Asia-Pacific equity markets," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 197-208, July.

2007

  1. Giamouridis, Daniel & Vrontos, Ioannis D., 2007. "Hedge fund portfolio construction: A comparison of static and dynamic approaches," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 199-217, January.
  2. Siougle, Georgia, 2007. "Accounting information and the valuation of Seasoned Equity Offerings (SEOs)," The International Journal of Accounting, Elsevier, vol. 42(4), pages 380-395, December.
  3. Georgia Siougle, 2007. "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(3), pages 249-267, December.
  4. Spyros Spyrou & Georgia Siougle, 2007. "Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 14(7), pages 523-527.
  5. Konstantinos Drakos, 2007. "The size of under‐reporting bias in recorded transnational terrorist activity," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 909-921, October.
  6. Konstantinos Drakos & Paris Zachouris, 2007. "On performance persistence in the Greek equity fund market," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 9(1), pages 75-91.

2006

  1. Konstantinos Drakos & Christos Kallandranis, 2006. "Modelling Labour Demand Dynamics beyond the Frictionless Environment," LABOUR, CEIS, vol. 20(4), pages 699-720, December.
  2. Drakos, Konstantinos & Goulas, Eleftherios, 2006. "Investment and conditional uncertainty: The role of market power, irreversibility, and returns-to-scale," Economics Letters, Elsevier, vol. 93(2), pages 169-175, November.
  3. Konstantinos Drakos & Andreas Gofas, 2006. "The Devil You Know but Are Afraid to Face," Journal of Conflict Resolution, Peace Science Society (International), vol. 50(5), pages 714-735, October.
  4. Konstantinos Drakos, 2006. "A note on uncertainty and investment across the spectrum of irreversibility," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 873-876.
  5. Konstantinos Drakos & Andreas Gofas, 2006. "In Search Of The Average Transnational Terrorist Attack Venue," Defence and Peace Economics, Taylor & Francis Journals, vol. 17(2), pages 73-93.
  6. Evangelos Karanikas & George Leledakis & Elias Tzavalis, 2006. "Structural Changes in Expected Stock Returns Relationships: Evidence from ASE," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1610-1628, November.
  7. Manolis G. Kavussanos & Ilias D. Visvikis, 2006. "Shipping freight derivatives: a survey of recent evidence," Maritime Policy & Management, Taylor & Francis Journals, vol. 33(3), pages 233-255, July.

2005

  1. Ballas, Apostolos A. & Hevas, Dimosthenis L., 2005. "Differences in the valuation of earnings and book value: Regulation effects or industry effects?," The International Journal of Accounting, Elsevier, vol. 40(4), pages 363-389.
  2. Ballas, Apostolos & Hevas, Dimosthenis L., 2005. "Response to commentary on "Differences in the valuation of earnings and book value: Regulation effects or industry effects?"," The International Journal of Accounting, Elsevier, vol. 40(4), pages 395-397.
  3. Konstantinos Drakos & Ali M. Kutan, 2005. "Why Do Financial Markets Move Together?: An Investigation of Greek and Turkish Markets," Eastern European Economics, Taylor & Francis Journals, vol. 43(4), pages 5-26, August.
  4. Drakos, Konstantinos, 2005. "The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 20, pages 727-745.
  5. Konstantinos Drakos & Panagiotis Konstantinou, 2005. "Competition and Contestability in Transition Banking: An Empirical Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(2), pages 183-209.
  6. Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou, 2005. "Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 11(1), pages 71-98, January.
  7. Spyros I. Spyrou, 2005. "Index Futures Trading and Spot Price Volatility," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 4(2), pages 151-167, August.
  8. Manolis Kavussanos & Ilias Visvikis & David Menachof, 2005. "The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests," Review of Derivatives Research, Springer, vol. 7(3), pages 241-266, October.
  9. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2005. "Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 209-228, July.

2004

  1. Drakos, Konstantinos, 2004. "Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks," European Journal of Political Economy, Elsevier, vol. 20(2), pages 435-446, June.
  2. Konstantinos Drakos, 2004. "A Note on Sector, Rating, and Maturity Effects on Risk Premia," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 201-216, December.
  3. T. Mandalis & S. I. Spyrou, 2004. "Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 7(1), pages 56-72, Summer.
  4. S. I. Spyrou, 2004. "Are stocks a good hedge against inflation? evidence from emerging markets," Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 41-48.
  5. Kavussanos, Manolis G. & Visvikis, Ilias D., 2004. "Market interactions in returns and volatilities between spot and forward shipping freight markets," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 2015-2049, August.
  6. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004. "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, vol. 12(1), pages 107-142, January.
  7. Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1337-1353.
  8. Kavussanos, Manolis G. & Visvikis, Ilias D. & Batchelor, Roy A., 2004. "Over-the-counter forward contracts and spot price volatility in shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(4), pages 273-296, July.
  9. Kavussanos, Manolis G. & Talley, Wayne K., 2004. "Shipping finance and port issues," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(4), pages 271-272, July.
  10. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January.
  11. Episcopos, Athanasios, 2004. "The implied reserves of the Bank Insurance Fund," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1617-1635, July.

2003

  1. Apostolos Ballas & Vasilis Theoharakis, 2003. "Exploring Diversity in Accounting through Faculty Journal Perceptions," Contemporary Accounting Research, John Wiley & Sons, vol. 20(4), pages 619-644, December.
  2. Drakos, Konstantinos, 2003. "The term structure of deviations from the interest parity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 57-67, February.
  3. Drakos, Kostas, 2003. "Assessing the success of reform in transition banking 10 years later: an interest margins analysis," Journal of Policy Modeling, Elsevier, vol. 25(3), pages 309-317, April.
  4. Konstantinos Drakos & Ali M. Kutan, 2003. "Regional Effects of Terrorism on Tourism in Three Mediterranean Countries," Journal of Conflict Resolution, Peace Science Society (International), vol. 47(5), pages 621-641, October.
  5. Herbert Y. T. Lam & Spyros I. Spyrou, 2003. "Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong," Applied Economics Letters, Taylor & Francis Journals, vol. 10(5), pages 307-310, April.
  6. Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October.
  7. Manolis G Kavussanos, 2003. "Time Varying Risks Among Segments of the Tanker Freight Markets," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 5(3), pages 227-250, September.
  8. Manolis G. Kavussanos & Arne Juell-Skielse & Matthew Forrest, 2003. "International comparison of market risks across shipping-related industries," Maritime Policy & Management, Taylor & Francis Journals, vol. 30(2), pages 107-122, January.

2002

  1. Konstantinos Drakos, 2002. "Myopia, Liquidity Constraints, and Aggregate Consumption: The Case of Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 27(1), pages 97-105, June.
  2. Drakos, Konstantinos, 2002. "Common Factors in Eurocurrency Rates: A Dynamic Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 164-184.
  3. Konstantinos Drakos, 2002. "The Dealership Model for Interest Margins: The Case of the Greek Banking Industry," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 1(1), pages 75-98, May.
  4. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, vol. 19(5), pages 747-782, November.
  5. Manolis G. Kavussanos & Amir H. Alizadeh-M, 2002. "The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets," Journal of Transport Economics and Policy, University of Bath, vol. 36(2), pages 267-304, May.
  6. Manolis G. Kavussanos & Amir H. Alizadeh, 2002. "Efficient pricing of ships in the dry bulk sector of the shipping industry," Maritime Policy & Management, Taylor & Francis Journals, vol. 29(3), pages 303-330.
  7. Georgoutsos D. & Kouretas G., 2002. "Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 7-22, January -.

2001

  1. Drakos, Konstantinos, 2001. "Monetary policy and the yield curve in an emerging market: the Greek case," Emerging Markets Review, Elsevier, vol. 2(3), pages 244-262, September.
  2. Drakos, Konstantinos, 2001. "Fixed income excess returns and time to maturity," International Review of Financial Analysis, Elsevier, vol. 10(4), pages 431-442.
  3. Kostas Drakos, 2001. "Testing the Ricardian Equivalence Theorem: Time Series Evidence from Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 26(1), pages 149-160, June.
  4. Drakos, Kostantinos, 2001. "The Expectations Hypothesis of the Term Structure: The Greek Interbank Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 54(4), pages 477-489.
  5. Spyros Spyrou, 2001. "Stock returns and inflation: evidence from an emerging market," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 447-450.
  6. Konstantinos Kassimatis & Spyros Spyrou, 2001. "Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1057-1064.
  7. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2001. "Seasonality patterns in dry bulk shipping spot and time charter freight rates," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 37(6), pages 443-467, December.
  8. Jefferson T. Davis & Athanasios Episcopos & Sannaka Wettimuny, 2001. "Predicting direction shifts on Canadian–US exchange rates with artificial neural networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 10(2), pages 83-96, June.

2000

  1. Manolis G Kavussanos & Stelios N Marcoulis, 2000. "The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 2(3), pages 235-256, September.
  2. H Thanopoulou & M G Kavussanos, 2000. "The Contributions in this Issue," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 2(1), pages 1-1, March.
  3. Kavussanos, Manolis G. & Nomikos, Nikos K., 2000. "Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 36(4), pages 229-248, December.
  4. Manolis G. Kavussanos & Nikos K. Nomikos, 2000. "Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(8), pages 775-801, September.
  5. Episcopos, Athanasios, 2000. "Further evidence on alternative continuous time models of the short-term interest rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 199-212, June.
  6. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2000. "The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 917-941, December.

1999

  1. Apostolos Ballas, 1999. "Privatizing the statutory auditing services in Greece," Accounting History Review, Taylor & Francis Journals, vol. 9(3), pages 349-373.
  2. Ian Garrett & Spyros Spyrou, 1999. "Common Stochastic Trends in Emerging Equity Markets," Manchester School, University of Manchester, vol. 67(6), pages 649-660, December.
  3. Spyros Spyrou, 1999. "Financial liberalization or financial repression? The case of the Greek equity market," Journal of Balkan and Near Eastern Studies, Taylor & Francis Journals, vol. 1(1), pages 65-76.
  4. Kate Phylaktis & Manolis Kavussanos & Gikas Manalis, 1999. "Price Limits and Stock Market Volatility in the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 5(1), pages 69-84, March.
  5. M G Kavussanos & H Thanopoulou, 1999. "The Contributions in this Issue," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 1(2), pages 1-1, December.
  6. Manolis G. Kavussanos & Nikos K. Nomikos, 1999. "The forward pricing function of the shipping freight futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(3), pages 353-376, May.

1998

  1. Ballas, Apostoles A., 1998. "The creation of the auditing profession in Greece," Accounting, Organizations and Society, Elsevier, vol. 23(8), pages 715-736, November.
  2. Apostolos Ballas & Dimosthenis Hevas & David Neal, 1998. "The State of Accounting and the State of the State," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 2(3), pages 267-285, September.
  3. Manolis G. Kavussanos & Stelios N. Marcoulis, 1998. "Beta comparisons across industries—a Water transportation industry perspective," Maritime Policy & Management, Taylor & Francis Journals, vol. 25(2), pages 175-184, January.
  4. Episcopos, Athanasios & Pericli, Andreas & Hu, Jianxun, 1998. "Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks," The Journal of Real Estate Finance and Economics, Springer, vol. 17(2), pages 163-178, September.
  5. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 1998. "The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 741-766, October.
  6. Dimitris A. Georgoutsos & Georgios P. Kouretas & Dikaios E. Tserkezos, 1998. "Temporal aggregation in structural VAR models," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 14(1), pages 19-34, March.

1997

  1. Kavussanos, Manolis G. & Marcoulis, Stelios N., 1997. "The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 33(2), pages 147-158, June.
  2. Manolis Kavussanos, 1997. "The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 433-443.
  3. Manolis G. Kavussanos & Stelios N. Marcoulis, 1997. "Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions," Maritime Policy & Management, Taylor & Francis Journals, vol. 24(2), pages 145-158, January.

1996

  1. Kate Phylaktis & Manolis G Kavussanos & Gikas Manalis, 1996. "Stock prices and the flow of information in the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 2(1), pages 113-126, March.
  2. E. Dockery & M. G. Kavussanos, 1996. "Testing the efficient market hypothesis using panel data, with application to the Athens stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 121-123.
  3. Athanasios Episcopos, 1996. "Testing the (S,s) model of inventory investment with Canadian wholesale trade data," Applied Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 193-195.

1995

  1. Episcopos, Athanasios, 1995. "Evidence on the relationship between uncertainty and irreversible investment," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(1), pages 41-52.

1994

  1. Apostolos Ballas, 1994. "Accounting in Greece," European Accounting Review, Taylor & Francis Journals, vol. 3(1), pages 107-121.
  2. Episcopos, Athanasios, 1994. "Investment under uncertainty and the value of the firm," Economics Letters, Elsevier, vol. 45(3), pages 319-322.

1992

  1. Apostolos Ballas, 1992. "The use of accounting information in the valuation of equity securities," European Accounting Review, Taylor & Francis Journals, vol. 1(2), pages 458-459.

1990

  1. Schiantarelli, F. & Georgoutsos, D., 1990. "Monopolistic competition and the Q theory of investment," European Economic Review, Elsevier, vol. 34(5), pages 1061-1078, July.

Books

2016

  1. Manolis G. Kavussanos & Ilias D. Visvikis (ed.), 2016. "The International Handbook of Shipping Finance," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-46546-7, December.

Chapters

2022

  1. Dimitris ANASTASIOU, 2022. "Management and Resolution Methods of Non-performing Loans: A Review of the Literature," Springer Books, in: Hachmi BEN AMEUR & Zied FTITI & Wael LOUHICHI & Jean-Luc PRIGENT (ed.), Crises and Uncertainty in the Economy, chapter 0, pages 187-201, Springer.

2021

  1. Dimitris A. Georgoutsos & Thomas I. Kounitis, 2021. "Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions," Springer Books, in: Ioanna T. Kokores & Pantelis Pantelidis & Theodore Pelagidis & Demetrius Yannelis (ed.), Money, Trade and Finance, chapter 0, pages 169-191, Springer.

2020

  1. Panagiota Makrychoriti & Georgios Moratis & Spyros Spyrou, 2020. "The Impact of Unconventional Monetary Policy Shocks on Energy Prices," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 29, pages 743-764, World Scientific Publishing Co. Pte. Ltd..
  2. Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis, 2020. "Determinants of Euro-Area Bank CDS Spreads," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 60, pages 2161-2198, World Scientific Publishing Co. Pte. Ltd..

2019

  1. Konstantinos Vasilakopoulos & Christos Tzovas & Apostolos A. Ballas, 2019. "Banks’ Income Smoothing in the Basel Period: Evidence from European Union," Springer Proceedings in Business and Economics, in: Nicos Sykianakis & Persefoni Polychronidou & Anastasios Karasavvoglou (ed.), Economic and Financial Challenges for Eastern Europe, pages 47-66, Springer.

2014

  1. Konstantinos Drakos & Ekaterini Kyriazidou & Ioannis Polycarpou, 2014. "A Dynamic Gravity Model for Global Bilateral Investment Holdings," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Analysis and International Finance, volume 23, pages 125-152, Emerald Group Publishing Limited.

2011

  1. Manolis G. Kavussanos & Andrianos E. Tsekrekos, 2011. "The Option to Change the Flag of a Vessel," Chapters, in: Kevin Cullinane (ed.), International Handbook of Maritime Economics, chapter 3, Edward Elgar Publishing.

2010

  1. Manolis G. Kavussanos & Ilias D. Visvikis, 2010. "The Hedging Performance of the Capesize Forward Freight Market," Chapters, in: Kevin Cullinane (ed.), International Handbook of Maritime Business, chapter 16, Edward Elgar Publishing.

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