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Publications

by alumni of

University of Piraeus
Piraeus, Greece

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2025

  1. Gazilas, Emmanouil Taxiarchis & Belesis, Nicholas & Kampouris, Christos, 2025. "The Big Four Premium: Are Audit Fees a Matter of Size, Reputation, or Complexity?," MPRA Paper 123383, University Library of Munich, Germany.
  2. Gazilas, Emmanouil Taxiarchis, 2025. "Analyzing U.S. Tariff Effects: An Event Study on Greek Energy Companies," MPRA Paper 124354, University Library of Munich, Germany.
  3. Patroklos Patsoulis & Konstantinos Eleftheriou & Christos Alexakis, 2025. "Golden visa programs and tourism receipts," Post-Print hal-04915882, HAL.

2024

  1. Gazilas, Emmanouil Taxiarchis, 2024. "Economic Factors Influencing Homicide Rates: A European Perspective," MPRA Paper 121304, University Library of Munich, Germany.
  2. Gazilas, Emmanouil Taxiarchis, 2024. "An empirical analysis on the impact of labour market regulations on uninsured employment in Greece," MPRA Paper 121311, University Library of Munich, Germany.
  3. Gazilas, Emmanouil Taxiarchis, 2024. "Urban Fixed-Line Telecommunication Density and Its Influence on Financial Outcomes in Greece's Leading Telecom Firms," MPRA Paper 122531, University Library of Munich, Germany.

2023

  1. Gazilas, Emmanouil Taxiarchis & Vozikis, Athanassios, 2023. "An Empirical Analysis on the Impact of Market Concentration on the Financial Performance of General Private Clinics in Greece," MPRA Paper 121234, University Library of Munich, Germany.
  2. Gazilas, Emmanouil Taxiarchis & Belesis, Nicholas, 2023. "The Financial Performance and Macroeconomic Dynamics in the Greek Retail Landscape," MPRA Paper 121310, University Library of Munich, Germany.
  3. Gazilas, Emmanouil Taxiarchis, 2023. "Financial Assessment of Greece's Top 10 Energy Enterprises Amid the Covid-19 Pandemic," MPRA Paper 121312, University Library of Munich, Germany.

2021

  1. Christos Alexakis & Konstantinos Eleftheriou & Patroklos Patsoulis, 2021. "COVID-19 containment measures and stock market returns: An international spatial econometrics investigation," Post-Print hal-03163917, HAL.

2020

  1. Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2020. "COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach," MPRA Paper 100662, University Library of Munich, Germany.

2015

  1. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.

2014

  1. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2014. "Global Style Portfolios Based on Country Indices," MPRA Paper 53094, University Library of Munich, Germany.
  2. Timotheos Angelidis & Nikolaos Tessaromatis, 2014. "Global portfolio management under state dependent multiple risk premia," Proceedings of Economics and Finance Conferences 0400966, International Institute of Social and Economic Sciences.

2013

  1. Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
  2. Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013. "Oil price shocks and volatility do predict stock market regimes," Working Papers 170, Bank of Greece.

2012

  1. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012. "Revisiting Mutual Fund Performance Evaluation," MPRA Paper 36644, University Library of Munich, Germany.
  2. Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2012. "Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers," MPRA Paper 40003, University Library of Munich, Germany.

2008

  1. Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper 80434, University Library of Munich, Germany.
  2. Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper 96322, University Library of Munich, Germany.
  3. Nikos Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias, 2008. "Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization," Working Papers 0016, University of Peloponnese, Department of Economics.
  4. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics.
  5. Timotheos Angelidis, 2008. "Idiosyncratic Risk in Emerging Markets," Working Papers 0018, University of Peloponnese, Department of Economics.

2007

  1. Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics.
  2. Angelidis, Timotheos & Degiannakis, Stavros, 2007. "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper 80418, University Library of Munich, Germany.
  3. Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
  4. Timotheos Angelidis & Nikolaos Tessaromatis, 2007. "Idiosyncratic Risk in Greece: Properties and Portfolio Implications," Working Papers 0001, University of Peloponnese, Department of Economics.

2005

  1. Angelidis, Timotheos & Degiannakis, Stavros, 2005. "Modeling Risk for Long and Short Trading Positions," MPRA Paper 80467, University Library of Munich, Germany.

2004

  1. Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004. "The Use of GARCH Models in VaR Estimation," MPRA Paper 96332, University Library of Munich, Germany.

Undated

  1. Timotheos Angelidis & Alexandros Benos, "undated". "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics.

Journal articles

Undated material is listed at the end

2025

  1. Patsoulis, Patroklos & Eleftheriou, Konstantinos & Alexakis, Christos, 2025. "Golden visa programs and tourism receipts," Annals of Tourism Research, Elsevier, vol. 111(C).

2024

  1. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Xinyu Li, 2024. "The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage," The European Journal of Finance, Taylor & Francis Journals, vol. 30(7), pages 673-695, May.
  2. Emmanouil Taxiarchis Gazilas, 2024. "Does Urban Fixed-Line Telecommunication Density Influence Profitability and Operational Efficiency in Greece's Telecommunications Industry?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(2), pages 228-239, December.
  3. Emmanouil Taxiarchis Gazilas, 2024. "Economic Factors Influencing Homicide Rates: A European Perspective," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(2), pages 258-278.
  4. Emmanouil Taxiarchis Gazilas, 2024. "Factors Influencing Life Expectancy in Low-Income Countries: A Panel Data Analysis," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(3), pages 580-601.
  5. Angelidis, Timotheos & Michairinas, Athanasios & Sakkas, Athanasios, 2024. "World ESG performance and economic activity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
  6. Christina Christou & Konstantinos Eleftheriou & Patroklos Patsoulis, 2024. "Convergence behavior of sovereign bond yields in the EU and COVID-19 government responses," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-16, December.
  7. Patroklos Patsoulis & Demetra Demetriou, 2024. "Assessing the convergence process of ESG metrics: a research note on the role of economic freedom," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-15, December.
  8. Patroklos Patsoulis, 2024. "Abnormal stock returns of Greek banks during COVID-19: an event study," Applied Economics Letters, Taylor & Francis Journals, vol. 31(9), pages 788-793, May.

2023

  1. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Li, Xinyu, 2023. "The role of environmental, social, and governance rating on corporate debt structure," Journal of Corporate Finance, Elsevier, vol. 83(C).
  2. Angelidis, Timotheos & Sakkas, Athanasios & Spiliotopoulos, George, 2023. "Climate uncertainty and marginal climate capital needs," Finance Research Letters, Elsevier, vol. 56(C).
  3. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2023. "The disappearing profitability of volatility-managed equity factors," Journal of Financial Markets, Elsevier, vol. 65(C).
  4. Georgios A. Deirmentzoglou & Konstantina K. Agoraki & Patroklos Patsoulis, 2023. "The nexus between cultural values and perceptions of corporate sustainable development," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 20(2), pages 224-242, June.
  5. Konstantinos Eleftheriou & Patroklos Patsoulis & Michael Polemis, 2023. "Convergence among academic journals in accounting: a note," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(2), pages 1055-1069, February.

2022

  1. Wanjiku Joseph Thukia, 2022. "Differentiation strategies and tourism performance interplay," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(10), pages 13-23, December.
  2. Wanjiku Joseph Thukia & Gichia Lucy Wanjiru & Micheal Kiyogo Agengo, 2022. "Towards sustainable tourism development: Understanding key proponents," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(9), pages 372-378, December.
  3. Patroklos Patsoulis & Marios Psychalis & Georgios A. Deirmentzoglou, 2022. "Stability and Growth Pact: Too Young to Die, Too Old to Rock ‘n’ Roll," JRFM, MDPI, vol. 15(12), pages 1-12, December.

2021

  1. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Aichen Zhang, 2021. "Dividend smoothing and credit rating changes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 62-85, January.
  2. Angelidis, Timotheos & Babalos, Vassilios & Fessas, Michalis, 2021. "The economic gain of being small in the mutual fund industry: U.S. and international evidence," International Review of Financial Analysis, Elsevier, vol. 77(C).
  3. Alexakis, Christos & Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2021. "COVID-19 containment measures and stock market returns: An international spatial econometrics investigation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).

2019

  1. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019. "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, vol. 40(C), pages 94-109.
  2. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Filipa Da Silva Fernandes, 2019. "Cash holdings of listed and unlisted firms: new evidence from the euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1708-1729, November.

2017

  1. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel, 2017. "Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2305-2326, October.
  2. Timotheos Angelidis & Nikolaos Tessaromatis, 2017. "Global Equity Country Allocation: An Application of Factor Investing," Financial Analysts Journal, Taylor & Francis Journals, vol. 73(4), pages 55-73, October.

2015

  1. Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D., 2015. "Price adjustment method and ex-dividend day returns in a different institutional setting," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 1-12.
  2. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  3. 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. Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2014. "Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 118-127.

2013

  1. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013. "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1759-1776.

2010

  1. Timotheos Angelidis, 2010. "Idiosyncratic Risk in Emerging Markets," The Financial Review, Eastern Finance Association, vol. 45(4), pages 1053-1078, November.
  2. Angelidis, Timotheos & Andrikopoulos, Andreas, 2010. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 214-221, June.
  3. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2010. "The efficiency of Greek public pension fund portfolios," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2158-2167, September.

2009

  1. Timotheos Angelidis & Alexandros Benos, 2009. "The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 15(1), pages 112-144, January.
  2. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2009. "Idiosyncratic risk matters! A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 18(1), pages 132-141, January.
  3. Nikos S. Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias, 2009. "Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 535-555.

2008

  1. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2008. "Idiosyncratic volatility and equity returns: UK evidence," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 539-556, June.
  2. Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 449-465, December.
  3. Timotheos Angelidis & Alexandros Benos, 2008. "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 67-104, March-Jun.
  4. Timotheos Angelidis & George Skiadopoulos, 2008. "Measuring The Market Risk Of Freight Rates: A Value-At-Risk Approach," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 447-469.

2007

  1. Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February.
  2. Timotheos Angelidis & Nikolaos Tessaromatis, 2007. "Does idiosyncratic risk matter? Evidence from European stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(2), pages 125-137.

2006

  1. Timotheos Angelidis & Alexandros Benos, 2006. "Liquidity adjusted value-at-risk based on the components of the bid-ask spread," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 835-851.

2005

  1. Timotheos Angelidis & Stavros Degiannakis, 2005. "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(3), pages 226-238, July.

Undated

  1. Timotheos Angelidis & Stavros Degiannakis, . "Backtesting VaR models:a two-stage procedure," Journal of Risk Model Validation, Journal of Risk Model Validation.

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