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Publications

by members of

University of Glasgow → Adam Smith Business School → Department of Accounting and Finance

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 | Chapters |

Working papers

2025

  1. Kazakis, Pantelis, 2025, "Conditional Gains: When AI Investment Enhances Firm Efficiency," MPRA Paper, University Library of Munich, Germany, number 124246, Apr.
  2. Georgios Panos & Robert E. Wright, 2025, "Financial Teaching and Financial Understanding amongst Young People," Working Papers, Business School - Economics, University of Glasgow, number 2025_04, Jan.
  3. Georgios A. Panos, 2025, "Household Finance and Well-Being in Greece and Cyprus," Working Papers, Business School - Economics, University of Glasgow, number 2025_05, Mar.
  4. Ioannis Petrakis & Georgios A. Panos, 2025, "Pension Policy and Personal Finance: Defined-Contribution Plans and Retirement Strategies in the United Kingdom," Working Papers, Business School - Economics, University of Glasgow, number 2025_06, Mar.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Kazakis, Pantelis, 2024, "Rhetorical Nationalism and Corporate Tax Avoidance: Insights from China," MPRA Paper, University Library of Munich, Germany, number 121633, Jul.
  3. Beuselinck, Christof & Karavitis, Panagiotis & Kazakis, Pantelis & Mouna, Niswatil, 2024, "E-government and corporate tax planning: International evidence," MPRA Paper, University Library of Munich, Germany, number 122742, Nov.
  4. Hong, Jifeng & Kazakis, Pantelis & Strieborny, Martin, 2024, "A fish rots from the head down: The contagion effect of upstream firms’ environmental misconduct on downstream firms’ green innovation continuity," MPRA Paper, University Library of Munich, Germany, number 122743, Nov.
  5. Hong, Jifeng & Kazakis, Pantelis & Strieborny, Martin, 2024, "Green Bond Issuance by Firms, External Monitoring, and Probability of Default: An Empirical Research Based on Green Policies," MPRA Paper, University Library of Munich, Germany, number 123049, Dec.

2023

  1. Pantelis Kazakis & Woon Sau Leung & Steven Ongena, 2023, "Investment Efficiency of Private and Public Firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-89, Oct.
  2. Kazakis, Pantelis, 2023, "Uncertainty and Market Power: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 117914, May.

2022

  1. Marco Avarucci & Maddalena Cavicchioli & Mario Forni, 2022, "Frequency-band estimation of the number of factors detecting the main business cycle shocks," Working Papers, Business School - Economics, University of Glasgow, number 2022_13, Nov.
  2. Panagiotis Karavitis & Pantelis Kazakis & Tianyue Xu, 2022, "CFO Working Experience and Tax Avoidance," Working Papers, Business School - Economics, University of Glasgow, number 2022_14, Nov.
  3. Kazakis, Pantelis, 2022, "Market Power & Within-Firm Inequality," MPRA Paper, University Library of Munich, Germany, number 112823, Apr.
  4. Vasiliki A. Tzora & Nikolaos D. Philippas & Georgios A. Panos, 2022, "The Financial Capability of the Youth in Greece," Working Papers, Business School - Economics, University of Glasgow, number 2022_16, Dec.
  5. Xiaotong Sun & Charalampos Stasinakis & Georigios Sermpinis, 2022, "Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls," Papers, arXiv.org, number 2203.16612, Mar, revised Mar 2023.
  6. Xiaotong Sun & Charalampos Stasinakis & Georgios Sermpinis, 2022, "Liquidity Risks in Lending Protocols: Evidence from Aave Protocol," Papers, arXiv.org, number 2206.11973, Jun, revised Apr 2023.
  7. Xiaotong Sun & Xi Chen & Charalampos Stasinakis & Georgios Sermpinis, 2022, "Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO," Papers, arXiv.org, number 2210.11203, Oct, revised Jun 2023.
  8. Lamla, Michael & Vinogradov, Dmitri, 2022, "Is the Word of a Gentleman as Good as His Tweet? Policy Communications of the Bank of England," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264097.

2021

  1. Manthos D. Delis & Pantelis Kazakis & Constantin Zopounidis, 2021, "Management Practices and Takeover Decisions," Working Papers, Business School - Economics, University of Glasgow, number 2021_10, Jun.
  2. Panagiotis Karavitis & Pantelis Kazakis & Tianyue Xu, 2021, "Overconfident CEOs, Corporate Social Responsibility & Tax Avoidance: Evidence from China," Working Papers, Business School - Economics, University of Glasgow, number 2021_18, Nov.
  3. Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021, "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers, arXiv.org, number 2107.08808, Jul.

2020

  1. Manthos D. Delis & Maria Iosifidi & Pantelis Kazakis & Steven Ongena & Mike G. Tsionas, 2020, "Management as the sine qua non for M&A success," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-102, Dec.
  2. Iftekhar Hasan & Panagiotis Karavitis & Pantelis Kazakis & Woon Sau Leung, 2020, "Corporate Social Responsibility and Profit Shifting," Working Papers, Business School - Economics, University of Glasgow, number 2020_28, Oct.
  3. Panagiotis Karavitis & Pantelis Kazakis, 2020, "Political Sentiment and Syndicated Loan Borrowing Costs of Multinational Enterprises," Working Papers, Business School - Economics, University of Glasgow, number 2020_29, Dec.
  4. Georgios A. Panos & Tatja Karkkainen & Adele Atkinson, 2020, "Financial Literacy and Attitudes to Cryptocurrencies," Working Papers, Business School - Economics, University of Glasgow, number 2020_26, Nov.
  5. Georgios A. Panos & Theocharis Kromydas & Michael Osborne & Robert E. Wright, 2020, "Is Literacy a Multi-dimensional Concept? Some Empirical Evidence," Working Papers, Business School - Economics, University of Glasgow, number 2020_27, Oct.
  6. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.

2019

  1. Lamla, Michael J & Vinogradov, Dmitri V, 2019, "Central Bank Announcements: Big News for Little People?," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 25125, Aug.

2018

  1. Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis, 2018, "Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices," Papers, arXiv.org, number 1811.06766, Nov, revised Jun 2019.
  2. Sotirios Kokas & Dmitri Vinogradov & Marios Zachariadis, 2018, "Which Banks Smooth and at What Price?," Working Papers, Business School - Economics, University of Glasgow, number 2018_03, Jun.
  3. Dmitri V. Vinogradov & Elena V. Shadrina, 2018, "Discouragement through incentives," Working Papers, Business School - Economics, University of Glasgow, number 2018_05, Dec.

2017

  1. Kammas, Pantelis & Kazakis, Pantelis & Sarantides, Vassilis, 2017, "The effect of culture on fiscal redistribution: Evidence based on genetic, epidemiological and linguistic data," MPRA Paper, University Library of Munich, Germany, number 79468, May.
  2. Jewell, Sarah & Kazakis, Pantelis, 2017, "On the Role of Migration on the Satisfaction of European Researchers: Evidence from MORE2," MPRA Paper, University Library of Munich, Germany, number 86149, Nov, revised 11 Apr 2018.
  3. Bertoli, P.; Grembi, V.; Kazakis, P.;, 2017, "Healthy Immigrant Effect or Over-Medicalization of Pregnancy? Evidence from Birth Certificates," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 17/26, Nov.
  4. Alberto Montagnoli & Mirko Moro & Georgios A. Panos & Robert E. Wright, 2017, "Financial Literacy and Attitudes to Redistribution," Working Papers, Business School - Economics, University of Glasgow, number 2017_03, Feb.
  5. Dmitri Vinogradov & Yousef Makhlouf, 2017, "Signaling Probabilities in Ambiguity: on the impact of vague news," Working Papers, Business School - Economics, University of Glasgow, number 2017_12, Dec.

2016

  1. Alberto Montagnoli & Mirko Moro & Georgios A. Panos & Robert E. Wright, 2016, "Financial Literacy and Political Orientation in Great Britain," Working Papers, Business School - Economics, University of Glasgow, number 2016_23, Sep.
  2. Demirguc-Kunt,Asli & Klapper,Leora & Panos,Georgios A., 2016, "Saving for old age," Policy Research Working Paper Series, The World Bank, number 7693, Jun.
  3. Vinogradov, D & Shadrina, E, 2016, "Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 16024, Jan.

2015

  1. Dmitri Vinogradov & Elena Shadrina & Marina Doroshenko, 2015, "KIBS for Public Needs," HSE Working papers, National Research University Higher School of Economics, number WP BRP 27/PA/2015.

2013

  1. Hvide, Hans K. & Panos, Georgios, 2013, "Risk tolerance and entrepreneurship," CEPR Discussion Papers, Centre for Economic Policy Research, number 9339, Feb.
  2. Marina Doroshenko & Ian Miles & Dmitri Vinogradov, 2013, "Knowledge Intensive Business Services As Generators Of Innovations," HSE Working papers, National Research University Higher School of Economics, number WP BRP 12/STI/2013.

2012

  1. Leora F. Klapper & Annamaria Lusardi & Georgios A. Panos, 2012, "Financial Literacy and the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17930, Mar.
  2. Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-14, Oct.
  3. Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-15, Oct.

2011

  1. Leora Klapper & Georgios A. Panos, 2011, "Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 114, Mar.
  2. Klapper, Leora & Panos, Georgios A., 2011, "Financial literacy and retirement planning : the Russian case," Policy Research Working Paper Series, The World Bank, number 5827, Oct.

2010

  1. Manthos, Delis & Iftekhar, Hasan & Pantelis, Kazakis, 2010, "Bank regulations and income inequality: Empirical evidence," MPRA Paper, University Library of Munich, Germany, number 27379, Dec.
  2. Panos, Georgios A. & Theodossiou, Ioannis, 2010, "Union Mediation and Adaptation to Reciprocal Loyalty Arrangements," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-119.
  3. Panos, Georgios A. & Theodossiou, Ioannis, 2010, "Unionism and Peer-Referencing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-122.
  4. Panos, Georgios & Theodossiou, Ioannis, 2010, "Unionism and Peer-Referencing," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-03, Feb.

2009

  1. Panos, Georgios A. & Pouliakas, Konstantinos & Zangelidis, Alexandros, 2009, "The Inter-Related Dynamics of Dual Job Holding, Human Capital and Occupational Choice," IZA Discussion Papers, IZA Network @ LISER, number 4437, Sep.
  2. Demirguc-Kunt, Asli & Klapper, Leora F. & Panos, Georgios A., 2009, "Entrepreneurship in post-conflict transition : the role of informality and access to finance," Policy Research Working Paper Series, The World Bank, number 4935, May.

2007

  1. Chi-Hsiou Hung, 2007, "Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_02, Mar.
  2. Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007, "Exploiting Predictability in International Anomalies," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_03, Mar.
  3. Chi-Hsiou Hung, 2007, "Return Explanatory Ability and Predictability of Non-Linear Market Models," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_05, Mar.

2005

  1. George Mavrotas & Dmitri Vinogradov, 2005, "Financial Sector Structure and Financial Crisis Burden: A Model Based on the Russian Default of 1998," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2005-09.
  2. Dmitri Vinogradov, 2005, "Bailout Policy against Financial Intermediation Failures," Finance, University Library of Munich, Germany, number 0506003, Jun.
  3. Dmitri Vinogradov, 2005, "Banks versus Markets in Processing the Payments Shock," Finance, University Library of Munich, Germany, number 0506004, Jun.

2004

  1. Dmitri Vinogradov, 2004, "Macroeconomic evolution aftera shock: the role of financial intermediation," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 106, Sep.

2003

  1. Dmitri Vinogradov, 2003, "Macroeconomic evolution after a shock: the role for financial intermediation," Macroeconomics, University Library of Munich, Germany, number 0310007, Oct.

Journal articles

2025

  1. Karavitis, Panagiotis & Kazakis, Pantelis & Xu, Tianyue, 2025, "Overconfident CEOs, corporate social responsibility, and tax avoidance: Evidence from China," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 59, issue C, DOI: 10.1016/j.intaccaudtax.2025.100702.
  2. Iftekhar Hasan & Panagiotis Karavitis & Pantelis Kazakis & Woon Sau Leung, 2025, "Corporate Social Responsibility and Profit Shifting," European Accounting Review, Taylor & Francis Journals, volume 34, issue 1, pages 1-29, January, DOI: 10.1080/09638180.2024.2303971.
  3. Panos, Georgios A. & Wright, Robert E., 2025, "Financial teaching and financial understanding amongst young people," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112309.
  4. Zografopoulos, Lazaros & Iannino, Maria Chiara & Psaradellis, Ioannis & Sermpinis, Georgios, 2025, "Industry return prediction via interpretable deep learning," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 257-268, DOI: 10.1016/j.ejor.2024.08.032.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Sun, Xiaotong & Stasinakis, Charalampos & Sermpinis, Georgios, 2024, "Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101286.
  3. Movaghari, Hadi & Serletis, Apostolos & Sermpinis, Georgios, 2024, "Money demand stability: New evidence from transfer entropy," International Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.inteco.2024.100524.

2023

  1. Delis, Manthos D. & Kazakis, Pantelis & Zopounidis, Constantin, 2023, "Management and takeover decisions," European Journal of Operational Research, Elsevier, volume 304, issue 3, pages 1256-1268, DOI: 10.1016/j.ejor.2022.05.005.
  2. Tzora, Vasiliki A. & Philippas, Nikolaos D. & Panos, Georgios A., 2023, "The financial capability of 15-year-olds in Greece," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111044.
  3. Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios, 2023, "Technical analysis, spread trading, and data snooping control," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 178-191, DOI: 10.1016/j.ijforecast.2021.10.002.
  4. Mingzhe Wei & Georgios Sermpinis & Charalampos Stasinakis, 2023, "Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 852-871, July, DOI: 10.1002/for.2922.
  5. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2023, "What moves commodity terms-of-trade? Evidence from 178 countries," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100359.

2022

  1. Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2022, "The Fed and the stock market: A tale of sentiment states," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102707.
  2. Karavitis, Panagiotis & Kazakis, Pantelis, 2022, "Political sentiment and syndicated loan borrowing costs of multinational enterprises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101537.
  3. Delis, Manthos D. & Iosifidi, Maria & Kazakis, Pantelis & Ongena, Steven & Tsionas, Mike G., 2022, "Management practices and M&A success," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106355.
  4. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  5. Boris Andreev & Georgios Sermpinis & Charalampos Stasinakis, 2022, "Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze," Forecasting, MDPI, volume 4, issue 3, pages 1-20, July.
  6. Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022, "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 12, pages 2257-2274, December, DOI: 10.1080/14697688.2022.2118071.
  7. Vinogradov, D. & Kashin, D. & Shadrina, E., 2022, "Institutional factors affect sustainability of public procurement of construction works in Russia," Journal of the New Economic Association, New Economic Association, volume 56, issue 4, pages 141-170, DOI: 10.31737/2221-2264-2022-56-4-7.
  8. Usman Zafar & Neil Kellard & Dmitri Vinogradov, 2022, "Multistage optimization filter for trend‐based short‐term forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 345-360, March, DOI: 10.1002/for.2810.

2021

  1. Güçbilmez, Ufuk & Ó Briain, Tomás, 2021, "Bidding styles of institutional investors in IPO auctions," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100579.
  2. Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2021, "Investor sentiment and the pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101443.
  3. Sarah Jewell & Pantelis Kazakis, 2021, "Migration patterns and job satisfaction: evidence from European doctorate holders," The Annals of Regional Science, Springer;Western Regional Science Association, volume 66, issue 2, pages 359-407, April, DOI: 10.1007/s00168-020-01024-z.
  4. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021, "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 230-251, DOI: 10.1016/j.jempfin.2021.07.006.
  5. Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
  6. Georgios Sermpinis & Andreas Karathanasopoulos & Rafael Rosillo & David Fuente, 2021, "Neural networks in financial trading," Annals of Operations Research, Springer, volume 297, issue 1, pages 293-308, February, DOI: 10.1007/s10479-019-03144-y.
  7. Vinogradov, Dmitri & Makhlouf, Yousef, 2021, "Two faces of financial systems: Provision of services versus shock-smoothing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101456.
  8. Dmitri Vinogradov & Yousef Makhlouf, 2021, "Signaling probabilities in ambiguity: who reacts to vague news?," Theory and Decision, Springer, volume 90, issue 3, pages 371-404, May, DOI: 10.1007/s11238-020-09759-z.
  9. Elena Shadrina & D. Vinogradov & Dmitry Kashin, 2021, "Do Environmental Priorities Of The State Affect The Practice Of Public Procurement?," Public administration issues, Higher School of Economics, issue 2, pages 34-60.

2020

  1. Chi-Hsiou D. Hung & Shammyla Naeem & K.C. John Wei, 2020, "Peer firms’ credit rating changes and corporate financing," The European Journal of Finance, Taylor & Francis Journals, volume 26, issue 1, pages 41-63, January, DOI: 10.1080/1351847X.2019.1683874.
  2. Georgios A. Panos & John O. S. Wilson, 2020, "Financial literacy and responsible finance in the FinTech era: capabilities and challenges," The European Journal of Finance, Taylor & Francis Journals, volume 26, issue 4-5, pages 297-301, March, DOI: 10.1080/1351847X.2020.1717569.
  3. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos & Verousis, Thanos, 2020, "A conditional fuzzy inference approach in forecasting," European Journal of Operational Research, Elsevier, volume 283, issue 1, pages 196-216, DOI: 10.1016/j.ejor.2019.11.006.
  4. Yousef Makhlouf & Neil M. Kellard & Dmitri V. Vinogradov, 2020, "Finance‐Inequality Nexus: The Long And The Short Of It," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1977-1994, October, DOI: 10.1111/ecin.12918.
  5. Kokas, Sotirios & Vinogradov, Dmitri & Zachariadis, Marios, 2020, "Which banks smooth and at what price?," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2019.101509.
  6. Giancarlo Giudici & Alistair Milne & Dmitri Vinogradov, 2020, "Cryptocurrencies: market analysis and perspectives," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 1-18, March, DOI: 10.1007/s40812-019-00138-6.

2019

  1. Pantelis Kazakis, 2019, "On the nexus between innovation, productivity and migration of US university graduates," Spatial Economic Analysis, Taylor & Francis Journals, volume 14, issue 4, pages 465-485, October, DOI: 10.1080/17421772.2019.1636127.
  2. Ioannis Kyriakou & Athanasios A. Pantelous & Georgios Sermpinis & Stavros A. Zenios, 2019, "Preface: application of operations research to financial markets," Annals of Operations Research, Springer, volume 282, issue 1, pages 1-2, November, DOI: 10.1007/s10479-019-03400-1.
  3. Ioannis Psaradellis & Jason Laws & Athanasios A. Pantelous & Georgios Sermpinis, 2019, "Performance of technical trading rules: evidence from the crude oil market," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 17, pages 1793-1815, November, DOI: 10.1080/1351847X.2018.1552172.
  4. Keith Cuthbertson & Ioannis Kyriakou & Georgios Sermpinis & Athanasios A. Pantelous, 2019, "Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 4, pages 1407-1408, October, DOI: 10.1002/ijfe.1738.
  5. Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes, 2019, "Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 4, pages 1443-1463, October, DOI: 10.1002/ijfe.1742.
  6. Georgios Sermpinis & Serafeim Tsoukas & Ping Zhang, 2019, "What influences a bank's decision to go public?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 4, pages 1464-1485, October, DOI: 10.1002/ijfe.1740.
  7. Lamla, Michael J. & Vinogradov, Dmitri V., 2019, "Central bank announcements: Big news for little people?," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 21-38, DOI: 10.1016/j.jmoneco.2019.08.014.

2018

  1. Hung, Chi-Hsiou D. & Jiang, Yuxiang & Liu, Frank Hong & Tu, Hong, 2018, "Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 442-454, DOI: 10.1016/j.jbankfin.2018.01.010.
  2. Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping, 2018, "Modelling market implied ratings using LASSO variable selection techniques," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 19-35, DOI: 10.1016/j.jempfin.2018.05.001.
  3. Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018, "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 353-392, February, DOI: 10.1007/s11156-017-0632-2.
  4. Jason Laws & Georgios Sermpinis, 2018, "Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 5, pages 723-724, May, DOI: 10.1080/14697688.2018.1429723.
  5. Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Yukun Shi, 2018, "Neural network copula portfolio optimization for exchange traded funds," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 5, pages 761-775, May, DOI: 10.1080/14697688.2017.1414505.
  6. Dmitri Vinogradov & Elena Shadrina & Marina Doroshenko, 2018, "KIBS for public needs," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 45, issue 4, pages 443-473, December, DOI: 10.1007/s40812-018-0106-0.
  7. Dmitri Vinogradov & Elena Shadrina, 2018, "Public-Private Partnerships as Collaborative Projects: Testing the Theory on Cases from EU and Russia," International Journal of Public Administration, Taylor & Francis Journals, volume 41, issue 5-6, pages 446-459, April, DOI: 10.1080/01900692.2018.1426012.

2017

  1. Hung, Chi-Hsiou D. & Jiang, Yuxiang & Liu, Frank Hong & Tu, Hong & Wang, Senyu, 2017, "Bank political connections and performance in China," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 57-69, DOI: 10.1016/j.jfs.2017.09.003.
  2. Chi-Hsiou D. Hung & Anurag Banerjee & Qingrui Meng, 2017, "Corporate financing and anticipated credit rating changes," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 893-915, May, DOI: 10.1007/s11156-016-0571-3.
  3. Kammas, Pantelis & Kazakis, Pantelis & Sarantides, Vassilis, 2017, "The effect of culture on fiscal redistribution: Evidence based on genetic, epidemiological and linguistic data," Economics Letters, Elsevier, volume 160, issue C, pages 95-99, DOI: 10.1016/j.econlet.2017.08.029.
  4. Pantelis Kazakis & Alessandra Faggian, 2017, "Mobility, education and labor market outcomes for U.S. graduates: Is selectivity important?," The Annals of Regional Science, Springer;Western Regional Science Association, volume 59, issue 3, pages 731-758, November, DOI: 10.1007/s00168-016-0773-6.
  5. Sermpinis, Georgios & Stasinakis, Charalampos & Rosillo, Rafael & de la Fuente, David, 2017, "European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression," European Journal of Operational Research, Elsevier, volume 258, issue 1, pages 372-384, DOI: 10.1016/j.ejor.2016.09.005.
  6. Sermpinis, Georgios & Stasinakis, Charalampos & Hassanniakalager, Arman, 2017, "Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds," European Journal of Operational Research, Elsevier, volume 263, issue 2, pages 540-558, DOI: 10.1016/j.ejor.2017.06.019.
  7. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2017, "Child mortality, commodity price volatility and the resource curse," Social Science & Medicine, Elsevier, volume 178, issue C, pages 144-156, DOI: 10.1016/j.socscimed.2017.01.063.

2016

  1. Banerjee, Shantanu & Güçbilmez, Ufuk & Pawlina, Grzegorz, 2016, "Leaders and followers in hot IPO markets," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 309-334, DOI: 10.1016/j.jcorpfin.2016.01.004.
  2. Banerjee, Anurag & Hung, Chi-Hsiou Daniel & Lo, Kai Lisa, 2016, "An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 102-120, DOI: 10.1016/j.intfin.2015.12.007.
  3. Psaradellis, Ioannis & Sermpinis, Georgios, 2016, "Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1268-1283, DOI: 10.1016/j.ijforecast.2016.05.004.
  4. Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos, 2016, "Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 4, pages 569-587, April, DOI: 10.1007/s10614-014-9479-y.
  5. Andreas Karathanasopoulos & Konstantinos Athanasios Theofilatos & Georgios Sermpinis & Christian Dunis & Sovan Mitra & Charalampos Stasinakis, 2016, "Stock market prediction using evolutionary support vector machines: an application to the ASE20 index," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 12, pages 1145-1163, September, DOI: 10.1080/1351847X.2015.1040167.
  6. Christian-Oliver Ewald & Athanasios A. Pantelous & Georgios Sermpinis, 2016, "Special Issue of on ‘Commodity Markets’," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1807-1808, December, DOI: 10.1080/14697688.2016.1246766.
  7. Charalampos Stasinakis & Georgios Sermpinis & Ioannis Psaradellis & Thanos Verousis, 2016, "Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1901-1915, December, DOI: 10.1080/14697688.2016.1211800.
  8. Georgios Sermpinis & Thanos Verousis & Konstantinos Theofilatos, 2016, "Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 1, pages 1-12, January.
  9. Eichberger, Jürgen & Vinogradov, Dmitri, 2016, "Efficiency of Lowest-Unmatched Price Auctions," Economics Letters, Elsevier, volume 141, issue C, pages 98-102, DOI: 10.1016/j.econlet.2016.02.012.

2015

  1. Güçbilmez, Ufuk, 2015, "IPO waves in China and Hong Kong," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 14-26, DOI: 10.1016/j.irfa.2015.05.010.
  2. Chi-Hsiou D. Hung & Qiuliang Chen & Victor Fang, 2015, "Non-Tradable Share Reform, Liquidity, and Stock Returns in China," International Review of Finance, International Review of Finance Ltd., volume 15, issue 1, pages 27-54, March.
  3. Mitra, Sovan & Karathanasopoulos, Andreas & Sermpinis, Georgios & Dunis, Christian & Hood, John, 2015, "Operational risk: Emerging markets, sectors and measurement," European Journal of Operational Research, Elsevier, volume 241, issue 1, pages 122-132, DOI: 10.1016/j.ejor.2014.08.021.
  4. Sermpinis, Georgios & Stasinakis, Charalampos & Theofilatos, Konstantinos & Karathanasopoulos, Andreas, 2015, "Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations," European Journal of Operational Research, Elsevier, volume 247, issue 3, pages 831-846, DOI: 10.1016/j.ejor.2015.06.052.
  5. Georgios Sermpinis & Jason Laws & Christian L. Dunis, 2015, "Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 4, pages 316-336, March, DOI: 10.1080/1351847X.2012.744763.
  6. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2015, "Trade openness, export diversification, and political regimes," Economics Letters, Elsevier, volume 136, issue C, pages 25-27, DOI: 10.1016/j.econlet.2015.08.031.
  7. Eichberger, Jürgen & Vinogradov, Dmitri, 2015, "Lowest-Unmatched Price Auctions," International Journal of Industrial Organization, Elsevier, volume 43, issue C, pages 1-17, DOI: 10.1016/j.ijindorg.2015.07.004.

2014

  1. Banerjee, Shantanu & Güçbilmez, Ufuk & Pawlina, Grzegorz, 2014, "Optimal exercise of jointly held real options: A Nash bargaining approach with value diversion," European Journal of Operational Research, Elsevier, volume 239, issue 2, pages 565-578, DOI: 10.1016/j.ejor.2014.06.004.
  2. Güçbilmez, Ufuk, 2014, "Why do some Chinese technology firms avoid ChiNext and go public in the US?," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 179-194, DOI: 10.1016/j.irfa.2014.02.010.
  3. Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
  4. Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor, 2014, "Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 14-29, DOI: 10.1016/j.intfin.2014.03.005.
  5. Fang, Victor & Hung, Chi-Hsiou D., 2014, "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 99-114, DOI: 10.1016/j.intfin.2014.07.011.
  6. Manthos D. Delis & Iftekhar Hasan & Pantelis Kazakis, 2014, "Bank Regulations and Income Inequality: Empirical Evidence," Review of Finance, European Finance Association, volume 18, issue 5, pages 1811-1846.
  7. Georgios A. Panos & Konstantinos Pouliakas & Alexandros Zangelidis, 2014, "Multiple Job Holding, Skill Diversification, and Mobility," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, volume 53, issue 2, pages 223-272, April.
  8. Hvide, Hans K. & Panos, Georgios A., 2014, "Risk tolerance and entrepreneurship," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 200-223, DOI: 10.1016/j.jfineco.2013.06.001.
  9. Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian, 2014, "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 21-54, DOI: 10.1016/j.intfin.2014.01.006.
  10. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Hamad Alsayed & Frank McGroarty, 2014, "Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 391-408, September.
  11. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Christian Spreckelsen & Hans‐Jörg Mettenheim & Michael H. Breitner, 2014, "Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 419-432, September.
  12. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Bartosz Kurek, 2014, "The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares' Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 433-454, September.
  13. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Klaus Schredelseker, 2014, "Pascal's Wager and Information," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 455-470, September.
  14. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014, "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 471-487, September.
  15. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Rafael Rosillo & Javier Giner & David De la Fuente, 2014, "Stock Market Simulation Using Support Vector Machines," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 488-500, September.
  16. Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014, "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 8, pages 596-610, December.
  17. Dmitri Vinogradov & Elena Shadrina & Larissa Kokareva, 2014, "Public procurement mechanisms for public-private partnerships," Journal of Public Procurement, Emerald Group Publishing Limited, volume 14, issue 4, pages 538-566, March, DOI: 10.1108/JOPP-14-04-2014-B004.
  18. Marina Doroshenko & Ian Miles & Dmitry Vinogradov, 2014, "Knowledge Intensive Business Services: The Russian Experience," Foresight and STI Governance, National Research University Higher School of Economics, volume 8, issue 4, pages 24-39.
    • Marina Doroshenko & Ian Miles & Dmitry Vinogradov, 2014, "Knowledge Intensive business services: the Russian experience," Foresight-Russia Форсайт, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», volume 8, issue 4 (eng), pages 24-39.

2013

  1. Anurag N. Banerjee & Chi-Hsiou D. Hung, 2013, "Active momentum trading versus passive ' naive diversification'," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 5, pages 655-663, January, DOI: 10.1080/14697688.2013.766760.
  2. Georgios A. Panos & Ioannis Theodossiou, 2013, "Reciprocal Loyalty and Union Mediation," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, volume 52, issue 3, pages 645-676, July.
  3. Klapper, Leora & Lusardi, Annamaria & Panos, Georgios A., 2013, "Financial literacy and its consequences: Evidence from Russia during the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3904-3923, DOI: 10.1016/j.jbankfin.2013.07.014.
  4. Sermpinis, Georgios & Theofilatos, Konstantinos & Karathanasopoulos, Andreas & Georgopoulos, Efstratios F. & Dunis, Christian, 2013, "Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization," European Journal of Operational Research, Elsevier, volume 225, issue 3, pages 528-540, DOI: 10.1016/j.ejor.2012.10.020.
  5. Christian Dunis & Georgios Sermpinis & Maria Ferenia Karampelia, 2013, "Stock market linkages among new EMU members and the euro area," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 4, pages 370-388, September, DOI: 10.1108/SEF-04-2012-0048.
  6. Christian L Dunis & Spiros D Likothanassis & Andreas S Karathanasopoulos & Georgios S Sermpinis & Konstantinos A Theofilatos, 2013, "A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading," Journal of Asset Management, Palgrave Macmillan, volume 14, issue 1, pages 52-71, February, DOI: 10.1057/jam.2013.2.
  7. Georgios Sermpinis & Jason Laws & Christian L. Dunis, 2013, "Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 3, pages 165-179, March, DOI: 10.1080/1351847X.2011.606990.
  8. Vinogradov, Dmitri & Shadrina, Elena, 2013, "Non-monetary incentives in online experiments," Economics Letters, Elsevier, volume 119, issue 3, pages 306-310, DOI: 10.1016/j.econlet.2013.03.014.
  9. Elena Shadrina & D. Vinogradov, 2013, "PPP Legislation: an economic justification and international experience," Public administration issues, Higher School of Economics, issue 4, pages 164-188.

2012

  1. Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012, "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 217-240, DOI: 10.1016/j.jempfin.2012.01.002.
  2. Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012, "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.03.001.
  3. Vinogradov, Dmitri, 2012, "Destructive effects of constructive ambiguity in risky times," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1459-1481, DOI: 10.1016/j.jimonfin.2012.02.011.
  4. Elena Shadrina & D. Vinogradov, 2012, "Public-private partnership is a form of business organization," Public administration issues, Higher School of Economics, issue 4, pages 5-19.

2011

  1. Banerjee, Anurag & Hung, Chi-Hsiou, 2011, "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3077-3089, November.
  2. Asli Demirgüc‐Kunt & Leora F. Klapper & Georgios A. Panos, 2011, "Entrepreneurship in post‐conflict transition," The Economics of Transition, The European Bank for Reconstruction and Development, volume 19, issue 1, pages 27-78, January.
  3. Klapper, Leora & Panos, Georgios A., 2011, "Financial literacy and retirement planning: the Russian case," Journal of Pension Economics and Finance, Cambridge University Press, volume 10, issue 4, pages 599-618, October.
  4. Dmitri Vinogradov, 2011, "Banks, Credibility And Macroeconomic Evolution After A Production Shock," Manchester School, University of Manchester, volume 79, issue 3, pages 480-509, June, DOI: j.1467-9957.2009.02166.x.

2010

  1. Christian Dunis & Jason Laws & Georgios Sermpinis, 2010, "Modelling commodity value at risk with higher order neural networks," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 7, pages 585-600, DOI: 10.1080/09603100903459873.
  2. Christian Dunis & Jason Laws & Georgios Sermpinis, 2010, "Modelling and trading the EUR/USD exchange rate at the ECB fixing," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 6, pages 541-560, DOI: 10.1080/13518470903037771.
  3. Christian Dunis & Jason Laws & Georgios Sermpinis, 2010, "Higher order and recurrent neural architectures for trading the EUR/USD exchange rate," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 4, pages 615-629, DOI: 10.1080/14697680903386348.

2009

  1. Ho, Chienwei & Hung, Chi-Hsiou, 2009, "Investor sentiment as conditioning information in asset pricing," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 892-903, May.

2008

  1. Chi‐Hsiou Hung, 2008, "Return Predictability of Higher‐Moment CAPM Market Models," Journal of Business Finance & Accounting, Wiley Blackwell, volume 35, issue 7‐8, pages 998-1022, September, DOI: 10.1111/j.1468-5957.2008.02102.x.

2007

  1. Mavrotas, George & Vinogradov, Dmitri, 2007, "Financial sector structure and financial crisis burden," Journal of Financial Stability, Elsevier, volume 3, issue 4, pages 295-323, December.

2004

  1. Daniel Chi‐Hsiou Hung & Mark Shackleton & Xinzhong Xu, 2004, "CAPM, Higher Co‐moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, volume 31, issue 1‐2, pages 87-112, January, DOI: 10.1111/j.0306-686X.2004.0003.x.

Chapters

2022

  1. Dmitri Vinogradov & Elena Shadrina, 2022, "Public-private partnerships in an economists eye: a gleam or a beam?," Chapters, Edward Elgar Publishing, chapter 4, "A Research Agenda for Public–Private Partnerships and the Governance of Infrastructure".

2013

  1. Shantanu Banerjee & Ufuk Güçbilmez & Grzegorz Pawlina, 2013, "IPO waves and hot markets in the UK," Chapters, Edward Elgar Publishing, chapter 4, in: Mario Levis & Silvio Vismara, "Handbook of Research on IPOs".

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