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Vassilios G. Papavassiliou

Personal Details

First Name:Vassilios
Middle Name:G.
Last Name:Papavassiliou
Suffix:
RePEc Short-ID:ppa949
[This author has chosen not to make the email address public]

Affiliation

(95%) Michael Smurfit Graduate School of Business
School of Business
University College Dublin

Dublin, Ireland
http://www.smurfitschool.ie/

: +353 1 716 8934

Carysfort Avenue, Blackrock, Co. Dublin
RePEc:edi:dbucdie (more details at EDIRC)

(5%) Rimini Centre for Economic Analysis (RCEA)

Rimini, Italy
http://www.rcea.org/

: +390541434142
+39054155431
Via Patara, 3, 47921 Rimini (RN)
RePEc:edi:rcfeait (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios & Hammoudeh, Shawkat, 2017. "The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries," MPRA Paper 79019, University Library of Munich, Germany, revised 07 May 2017.
  2. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "A comment on 'Cross-border merger, vertical structure, and spatial competition'," Working Paper series 16-14, Rimini Centre for Economic Analysis, revised Aug 2016.
  3. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Open Access publications 10197/8092, Research Repository, University College Dublin.

Articles

  1. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat, 2017. "The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries," Energy Economics, Elsevier, vol. 65(C), pages 183-193.
  2. Vassilios G. Papavassiliou, 2016. "Allowing For Jump Measurements In Volatility: A High-Frequency Financial Data Analysis Of Individual Stocks," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 124-132, April.
  3. Eleftheriou, Konstantinos & Michelacakis, Nickolas J. & Papavassiliou, Vassilios G., 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Economics Letters, Elsevier, vol. 148(C), pages 53-54.
  4. Vassilios G. Papavassiliou, 2015. "Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3382-3394, July.
  5. Papavassiliou, Vassilios G., 2014. "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, vol. 76(C), pages 133-139.
  6. Vassilios G. Papavassiliou, 2014. "Equity market integration: the new emerging economy of Montenegro," Review of Accounting and Finance, Emerald Group Publishing, vol. 13(3), pages 291-306, August.
  7. Papavassiliou, Vassilios G., 2013. "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 184-197.
  8. Vassilios G. Papavassiliou, 2012. "The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 41(3), pages 173-182, November.
  9. Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011. "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 577-587.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "A comment on 'Cross-border merger, vertical structure, and spatial competition'," Working Paper series 16-14, Rimini Centre for Economic Analysis, revised Aug 2016.

    Cited by:

    1. Eleftheriou, Konstantinos & Michelacakis, Nickolas, 2017. "Spatial Price Discrimination and Privatization on Vertically Related Markets," MPRA Paper 76964, University Library of Munich, Germany.

  2. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Open Access publications 10197/8092, Research Repository, University College Dublin.

    Cited by:

    1. Eleftheriou, Konstantinos & Michelacakis, Nickolas, 2017. "Spatial Price Discrimination and Privatization on Vertically Related Markets," MPRA Paper 76964, University Library of Munich, Germany.

Articles

  1. Eleftheriou, Konstantinos & Michelacakis, Nickolas J. & Papavassiliou, Vassilios G., 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Economics Letters, Elsevier, vol. 148(C), pages 53-54.
    See citations under working paper version above.
  2. Papavassiliou, Vassilios G., 2014. "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, vol. 76(C), pages 133-139.

    Cited by:

    1. Trabelsi, Mohamed Ali & Hmida, Salma, 2017. "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper 83718, University Library of Munich, Germany, revised 2017.

  3. Papavassiliou, Vassilios G., 2013. "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 184-197.

    Cited by:

    1. Tissaoui, Kais & Ftiti, Zied, 2016. "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, vol. 37(C), pages 28-48.
    2. Bradrania, M. Reza & Peat, Maurice, 2014. "Characteristic liquidity, systematic liquidity and expected returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 78-98.
    3. Apergis, Nicholas & Artikis, Panagiotis G. & Kyriazis, Dimitrios, 2015. "Does stock market liquidity explain real economic activity? New evidence from two large European stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 42-64.

  4. Vassilios G. Papavassiliou, 2012. "The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 41(3), pages 173-182, November.

    Cited by:

    1. Vassilios G. Papavassiliou, 2016. "Allowing For Jump Measurements In Volatility: A High-Frequency Financial Data Analysis Of Individual Stocks," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 124-132, April.

  5. Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011. "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 577-587.

    Cited by:

    1. Papavassiliou, Vassilios G., 2013. "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 184-197.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 4 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-COM: Industrial Competition (2) 2016-05-28 2017-01-08. Author is listed
  2. NEP-INT: International Trade (2) 2016-05-28 2017-01-08. Author is listed
  3. NEP-ENE: Energy Economics (1) 2017-05-14. Author is listed
  4. NEP-ENV: Environmental Economics (1) 2017-05-14. Author is listed
  5. NEP-GRO: Economic Growth (1) 2017-05-14. Author is listed
  6. NEP-HIS: Business, Economic & Financial History (1) 2017-05-14. Author is listed
  7. NEP-IND: Industrial Organization (1) 2017-01-08. Author is listed
  8. NEP-URE: Urban & Real Estate Economics (1) 2017-01-08. Author is listed

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