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Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors

Citations

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Cited by:

  1. 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.
  2. Spyros Papathanasiou & Dimitrios Vasiliou & Anastasios Magoutas & Drosos Koutsokostas, 2025. "The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19," Australian Journal of Management, Australian School of Business, vol. 50(1), pages 200-219, February.
  3. 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.
  4. Liu, Min & Guo, Tongji & Ping, Weiying & Luo, Liangqing, 2023. "Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?," Energy Economics, Elsevier, vol. 121(C).
  5. Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024. "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
  6. Dai, Zhifeng & Hu, Juan & Liu, Xinheng & Yang, Mi, 2024. "ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets," Energy Economics, Elsevier, vol. 134(C).
  7. Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026. "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 213-261, March.
  8. Massimo Postiglione & Cristian Carini & Alberto Falini, 2024. "ESG and firm value: A hybrid literature review on cost of capital implications from Scopus database," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(6), pages 6457-6480, November.
  9. 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.
  10. 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.
  11. Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
  12. Adriana AnaMaria Davidescu & Eduard Mihai Manta & Razvan Gabriel Hapau & Mihaela Gruiescu & Oana Mihaela Vacaru (Boita), 2023. "Exploring the Contagion Effect from Developed to Emerging CEE Financial Markets," Mathematics, MDPI, vol. 11(3), pages 1-50, January.
  13. Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024. "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, vol. 61(C).
  14. Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025. "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, vol. 67(C).
  15. 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).
  16. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  17. Younis, Ijaz & Shah, Waheed Ullah & Hkiri, Besma & Qureshi, Fiza & Longsheng, Cheng, 2023. "Risk co-movements and portfolio strategies between energy, gold and BRICS markets," Resources Policy, Elsevier, vol. 82(C).
  18. Jovović, Jelena & Popović, Saša, 2025. "Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets," Research in International Business and Finance, Elsevier, vol. 76(C).
  19. Riccardo Savio & Edoardo D’Andrassi & Francesca Ventimiglia, 2023. "A Systematic Literature Review on ESG during the COVID-19 Pandemic," Sustainability, MDPI, vol. 15(3), pages 1-17, January.
  20. Zhou, Wei & Chen, Yan & Chen, Jin, 2024. "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  21. Bashir Ahmad Joo & Younis Ahmed Ghulam & Simtiha Ishaq Mir, 2023. "Symmetric and asymmetric volatility spillover among BRICS countries' stock markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 50(4), pages 473-488, December.
  22. Waheed Ullah Shah & Ibtissem Missaoui & Ijaz Younis & Xiyu Liu, 2025. "Evaluating Market Downturn Connectedness Between S&P 500 Index Funds, Gold, and Oil Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(9), pages 1278-1297, September.
  23. Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024. "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, vol. 61(C).
  24. Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki, 2024. "Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  25. Bhakti Bhushan Mishra & Namita Sahay & Preeti Sharma, 2025. "Investigating the spillover effect of implied volatility on nifty return in different time periods with reference to index options: a multivariate GARCH approach," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 16(6), pages 1993-2004, June.
  26. Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024. "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, vol. 63(C).
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