Evangelos Vasileiou

Personal Details

First Name:	Evangelos
Middle Name:
Last Name:	Vasileiou
Suffix:
RePEc Short-ID:	pva1084
	[This author has chosen not to make the email address public]
Terminal Degree:	2015 (from RePEc Genealogy)

Affiliation

Department of Accounting and Finance
School of Management and Economics
Hellenic Mediterranean University

Heraklion, Greece
https://accfin.hmu.gr/
RePEc:edi:dfhmugr (more details at EDIRC)

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.

Articles

1. Hadad, Elroi & Malhotra, Davinder & Vasileiou, Evangelos, 2024. "Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach," Finance Research Letters, Elsevier, vol. 70(C).

   Cited by:

   1. Umar, Zaghum & Hadad, Elroi & Phiri, Andrew & Teplova, Tamara, 2025. "Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 101(C).

2. Evangelos Vasileiou & Polydoros Tzanakis, 2024. "The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 25(1), pages 111-119, January.

   Cited by:

   1. Yensen Ni, 2024. "Navigating Energy and Financial Markets: A Review of Technical Analysis Used and Further Investigation from Various Perspectives," Energies, MDPI, vol. 17(12), pages 1-22, June.

3. Evangelos Vasileiou, 2022. "Abnormal returns and anti-leverage effect in the time of Russo-Ukrainian War 2022: evidence from oil, wheat and natural gas markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(5), pages 1063-1072, September.

   Cited by:

   1. Qi Zhang & Yi Hu & Jianbin Jiao & Shouyang Wang, 2024. "The impact of Russia–Ukraine war on crude oil prices: an EMC framework," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.

4. Evangelos Vasileiou & Aristeidis Samitas & Maria Karagiannaki & Jagadish Dandu, 2021. "Health risk and the efficient market hypothesis in the time of COVID-19," International Review of Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 210-223, March.

   Cited by:

   1. Pedro Antonio González & José Luis Gallizo, 2021. "Impact of COVID-19 on the Stock Market by Industrial Sector in Chile: An Adverse Overreaction," JRFM, MDPI, vol. 14(11), pages 1-24, November.
   2. Brajaballav Kar & Chandrabhanu Das, 2022. "Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis," Springer Proceedings in Business and Economics, in: Rabi Narayan Subudhi & Sumita Mishra & Abu Saleh & Dariush Khezrimotlagh (ed.), Future of Work and Business in Covid-19 Era, pages 9-18, Springer.
   3. Fernanda Maria Müller & Marcelo Brutti Righi, 2024. "Comparison of Value at Risk (VaR) Multivariate Forecast Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 75-110, January.
   4. Evangelos Vasileiou, 2021. "Explaining stock markets' performance during the COVID‐19 crisis: Could Google searches be a significant behavioral indicator?," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(3), pages 173-181, July.
   5. Hanmin Dong & Xiujie Tan & Si Cheng & Yishuang Liu, 2023. "COVID-19, recovery policies and the resilience of EU ETS," Economic Change and Restructuring, Springer, vol. 56(5), pages 2965-2991, October.
   6. Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming, 2023. "Does real flexibility help firms navigate the COVID-19 pandemic?," The British Accounting Review, Elsevier, vol. 55(4).
   7. Andrew Phiri, 2022. "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 55(3), pages 1673-1699, August.
   8. Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra, 2023. "The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock," International Review of Finance, International Review of Finance Ltd., vol. 23(4), pages 794-830, December.
   9. Valentin Marian Antohi & Romeo Victor Ionescu & Monica Laura Zlati & Cristian Mirica & Nicoleta Cristache, 2022. "Approaches to Health Efficiency across the European Space through the Lens of the Health Budget Effort," IJERPH, MDPI, vol. 19(5), pages 1-20, March.
   10. Müller, Fernanda Maria & Santos, Samuel Solgon & Gössling, Thalles Weber & Righi, Marcelo Brutti, 2022. "Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk," Finance Research Letters, Elsevier, vol. 48(C).
   11. Müller, Fernanda Maria & Santos, Samuel Solgon & Righi, Marcelo Brutti, 2023. "A description of the COVID-19 outbreak role in financial risk forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).

5. Evangelos Vasileiou, 2021. "Behavioral finance and market efficiency in the time of the COVID-19 pandemic: does fear drive the market?," International Review of Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 224-241, March.

   Cited by:

   1. Talebi, Alireza & Bragues, George & Hadlul, Seham & Sharma, Agam, 2025. "Global Stock Markets during Covid-19: Did Rationality Prevail?," Research in International Business and Finance, Elsevier, vol. 73(PA).
   2. Vranceanu, Diana Maria & Tuclea, Claudia Elena & Schiopu, Andreea Fortuna, 2025. "Consumer fear and responses in proximity to war," Journal of Business Research, Elsevier, vol. 197(C).
   3. Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023. "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 118-127, January.
   4. Li, Sufang & Xu, Qiufan & Lv, Yixue & Yuan, Di, 2022. "Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis," Resources Policy, Elsevier, vol. 78(C).
   5. Zaheda Daruwala, 2022. "Reactive or Immune: Stock Market Behaviour During Subsequent Waves of the COVID-19 Pandemic," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 92-106, November.
   6. Andrew Phiri, 2022. "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 55(3), pages 1673-1699, August.
   7. Jimei Shen & Zhehu Yuan & Yifan Jin, 2022. "AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment," Papers 2206.11072, arXiv.org, revised Dec 2022.
   8. Qingjie Zhou & Panpan Zhu & You Wu & Yinpeng Zhang, 2022. "Research on the Volatility of the Cotton Market under Different Term Structures: Perspective from Investor Attention," Sustainability, MDPI, vol. 14(21), pages 1-20, November.
   9. Kerry Liu, 2022. "China's Reform Spree in 2021: Common Prosperity and Others," Economic Papers, The Economic Society of Australia, vol. 41(3), pages 232-246, September.
   10. Dash, Saumya Ranjan & Maitra, Debasish, 2022. "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
   11. Khurram Ajaz Khan & Zdenko Metzker & Justas Streimikis & John Amoah, 2023. "Impact of negative emotions on financial behavior: An assessment through general strain theory," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 219-254, March.
   12. I-Chun Tsai, 2024. "Features of different asset types and extreme risk transmission during the COVID-19 crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-42, December.
   13. Mariem Talbi & Monia Mokhtar Ferchichi & Fatma Ismaalia & Samia Samil, 2024. "Unveiling COVID-19’s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 14(1), pages 216-232, January.

6. Evangelos Vasileiou, 2021. "Are Markets Efficient? A Quantum Mechanics View," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(2), pages 214-220, April.

   Cited by:

   1. Haoran Zheng & Jing Bai, 2024. "Quantum Leap: A Price Leap Mechanism in Financial Markets," Mathematics, MDPI, vol. 12(2), pages 1-27, January.

7. Evangelos Vasileiou, 2021. "Explaining stock markets' performance during the COVID‐19 crisis: Could Google searches be a significant behavioral indicator?," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(3), pages 173-181, July.

   Cited by:

   1. Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2023. "Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).

8. Evangelos Vasileiou & Themistoclis Pantos, 2020. "What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 17(1), pages 39-60, April.

   Cited by:

   1. Evangelos Vasileiou, 2022. "Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1155-1171, March.

9. Evangelos Vasileiou & Aristeidis Samitas, 2020. "Value at Risk, Legislative Framework, Crises, and Procyclicality: what goes wrong?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 12(3), pages 345-369, October.

   Cited by:

   1. Evangelos Vasileiou, 2022. "Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1155-1171, March.

10. Evangelos Vasileiou, 2019. "ACCURACY VERSUS COMPLEXITY TRADE-OFF IN VaR MODELING: COULD TECHNICAL ANALYSIS BE A SOLUTION?," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-22, December.

    Cited by:

    1. Evangelos Vasileiou, 2022. "Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1155-1171, March.

11. Vasileiou, Evangelos, 2018. "Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and…hidden signs(?)," Research in International Business and Finance, Elsevier, vol. 44(C), pages 153-175.

    Cited by:

    1. Han, Laura & Han, Yufeng & Tian, Shirley, 2025. "The disappearing turn-of-month effect," Finance Research Letters, Elsevier, vol. 71(C).

12. Vasileiou Evangelos, 2017. "Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry," Operational Research, Springer, vol. 17(1), pages 99-114, April.

    Cited by:

    1. Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024. "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, vol. 27(1), pages 201-230.

13. Evangelos Vasileiou, 2015. "Re-examination of the banking window dressing theory," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 23(3), pages 252-270, July.

    Cited by:

    1. Vasileiou Evangelos, 2017. "Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry," Operational Research, Springer, vol. 17(1), pages 99-114, April.
    2. Mariusz Kapuściński, 2022. "The consequences of the bank levy in Poland," NBP Working Papers 346, Narodowy Bank Polski.

14. Evangelos Vasileiou & Aristeidis Samitas, 2015. "Does the financial crisis influence the month and the trading month effects?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(2), pages 181-203, June.

    Cited by:

    1. Vasileiou Evangelos, 2017. "Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry," Operational Research, Springer, vol. 17(1), pages 99-114, April.

15. Evangelos Vasileiou, 2014. "Political Stability and Fianancial Crisis: What the data say for the European Union’s countries," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 3(1), pages 143-169, January.

    Cited by:

    1. Lotfali Agheli, 2017. "Political Stability, Misery Index and Institutional Quality: Case Study of Middle East and North Africa," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 30-46.
    2. Vasileiou Evangelos, 2017. "Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry," Operational Research, Springer, vol. 17(1), pages 99-114, April.
    3. Muhammad Shahbaz & Bekhzod Kuziboev & Sardor Allayarov & Kamil Pícha & A. Nazif Çatık, 2025. "Political stability in Europe: the effect of energy uncertainty," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 42(1), pages 1-23, April.

16. Evangelos VASILEIOU, 2014. "Turn Of the Month Effect and Financial Crisis: A new explanation from the Greek Stock Market (2002-2012)," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(10(599)), pages 33-58, October.

    Cited by:

    1. Muhammad Sarmad Irtiza & Shahbaz Khan & Nida Baig & Syed Muhammad Ali Tirmizi & Ilyas Ahmad, 2021. "The turn-of-the-month effect in Pakistani stock market," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
    2. Vasileiou, Evangelos, 2018. "Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and…hidden signs(?)," Research in International Business and Finance, Elsevier, vol. 44(C), pages 153-175.
    3. Vilija Aleknevičienė & Vaida Klasauskaitė & Eglė Aleknevičiūtė, 2022. "Behavior of calendar anomalies and the adaptive market hypothesis: evidence from the Baltic stock markets," Journal of Baltic Studies, Taylor & Francis Journals, vol. 53(2), pages 187-210, April.

Chapters

1. Evangelos Vasileiou, 2017. "Calendar Anomalies in Stock Markets During Financial Crisis: The S&P 500 Case," Contributions to Economics, in: Ümit Hacioğlu & Hasan Dinçer (ed.), Global Financial Crisis and Its Ramifications on Capital Markets, pages 493-506, Springer.

   Cited by:

   1. Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020. "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, vol. 70(2), pages 257-273, May.

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