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Spyros Papathanasiou

Personal Details

First Name:Spyros
Middle Name:
Last Name:Papathanasiou
Suffix:
RePEc Short-ID:ppa1413
[This author has chosen not to make the email address public]

Affiliation

(50%) Department of Economics
National and Kapodistrian University of Athens

Athens, Greece
http://www.econ.uoa.gr/
RePEc:edi:deuoagr (more details at EDIRC)

(50%) Center of Financial Studies
Department of Economics
National and Kapodistrian University of Athens

Athens, Greece
http://ia.econ.uoa.gr/participating-bodies/center-of-financial-studies.html
RePEc:edi:cfuoagr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2005. "Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription," Finance 0512023, University Library of Munich, Germany.
  2. Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, University Library of Munich, Germany.

Articles

  1. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas, 2024. "Do ESG fund managers pump and dump the stocks in their portfolios? European evidence," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 245-260, May.
  2. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024. "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, vol. 67(3), pages 1063-1089, September.
  3. Papathanasiou, Spyros & Koutsokostas, Drosos, 2024. "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, vol. 62(PA).
  4. Spyros Papathanasiou & Drosos Koutsokostas, 2024. "A trade-off between sustainability ratings and volatility in portfolio hedging strategies," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 14(3), pages 370-406.
  5. Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023. "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, vol. 32(C).
  6. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023. "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 198-211, May.
  7. Bikramaditya Ghosh & Spyros Papathanasiou & Dimitrios Kenourgios, 2022. "Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads," Sustainability, MDPI, vol. 14(21), pages 1-10, October.
  8. Bikramaditya Ghosh & Spyros Papathanasiou & Vandita Dar & Dimitrios Kenourgios, 2022. "Deconstruction of the Green Bubble during COVID-19 International Evidence," Sustainability, MDPI, vol. 14(6), pages 1-18, March.
  9. Dimitrios Kenourgios & Spyros Papathanasiou & Anastasia Christina Bampili, 2022. "On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market," Operational Research, Springer, vol. 22(4), pages 3747-3766, September.
  10. Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022. "Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 629-642.
  11. Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022. "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, vol. 47(PA).
  12. Bikramaditya Ghosh & Spyros Papathanasiou & Vandita Dar & Konstantinos Gravas, 2022. "Bubble in Carbon Credits during COVID-19: Financial Instability or Positive Impact (“Minsky” or “Social”)?," JRFM, MDPI, vol. 15(8), pages 1-16, August.
  13. Bikramaditya Ghosh & Spyros Papathanasiou & Georgios Pergeris, 2022. "Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.
  14. Papathanasiou, Spyros & Vasiliou, Dimitrios & Magoutas, Anastasios & Koutsokostas, Drosos, 2022. "Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach," Finance Research Letters, Elsevier, vol. 44(C).
  15. Papathanasiou, Spyros & Dokas, Ioannis & Koutsokostas, Drosos, 2022. "Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  16. Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022. "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, vol. 47(PA).
  17. Aristeidis Samitas & Spyros Papathanasiou & Drosos Koutsokostas, 2021. "The connectedness between Sukuk and conventional bond markets and the implications for investors," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(5), pages 928-949, May.
  18. Bikramaditya Ghosh & Spyros Papathanasiou & Nikita Ramchandani & Dimitrios Kenourgios, 2021. "Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT," Mathematics, MDPI, vol. 9(9), pages 1-14, April.
  19. Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020. "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, vol. 93(C), pages 112-124.
  20. Drosos Koutsokostas & Spyros Papathanasiou & Nikolaos Eriotis, 2020. "Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 4(2), pages 89-103.
  21. Spyros Papathanasiou & Drosos Koutsokostas & Dimitris Balios & Nikolaos Eriotis, 2019. "Winemaking Sector in Greece: An Accounting-Based Approach," International Journal of Corporate Finance and Accounting (IJCFA), IGI Global, vol. 6(2), pages 1-17, July.
  22. Drosos Koutsokostas & Spyros Papathanasiou & Dimitris Balios, 2019. "Adjusting for risk factors in mutual fund performance and performance persistence," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 20(4), pages 352-369, October.
  23. Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014. "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 109-123.
  24. Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006. "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 75-90.
    RePEc:eme:imefm0:imefm-04-2020-0161 is not listed on IDEAS
    RePEc:eme:mf0000:03074350710739614 is not listed on IDEAS
    RePEc:eme:jrf000:jrf-07-2018-0108 is not listed on IDEAS
    RePEc:eme:mfipps:mf-10-2016-0293 is not listed on IDEAS
    RePEc:eme:mf0000:mf-10-2016-0293 is not listed on IDEAS
    RePEc:eme:mfipps:v:33:y:2007:i:5:p:332-343 is not listed on IDEAS

Chapters

  1. Bikramaditya Ghosh & Spyros Papathanasiou & Vandana Gablani, 2022. "Are Policy Stances Consistent with the Global GHG Emission Persistence?," Springer Books, in: Christos Floros & Ioannis Chatziantoniou (ed.), Applications in Energy Finance, chapter 0, pages 255-279, Springer.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2006-01-01 2006-01-24
  2. NEP-FIN: Finance (2) 2006-01-01 2006-01-24
  3. NEP-FMK: Financial Markets (2) 2006-01-01 2006-01-24
  4. NEP-RMG: Risk Management (1) 2006-01-24

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