12
H index
14
i10 index
440
Citations
Timotheos Angelidis : Citation Profile
University of the Peloponnese | RESEARCH PRODUCTION: 23 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Timotheos Angelidis. | Is cited by:
| Cites to:
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Main data
Where Timotheos Angelidis has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 4 |
| Journal of Banking & Finance | 3 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Applied Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 11 |
| Working Papers / Bank of Greece | 2 |
| Working Papers / University of Crete, Department of Economics | 2 |
Recent works citing Timotheos Angelidis (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper |
| 2024 | Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062. Full description at Econpapers || Download paper |
| 2024 | Building a sustainable future: The role of corporate social responsibility in climate policy uncertainty management. (2024). Phan, Hieu V ; Nguyen, Tien ; Vo, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012035. Full description at Econpapers || Download paper |
| 2024 | Investor traps: Funds launched during booms. (2024). Qin, Qirui ; Liu, Xinxin ; Xu, Quanyi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746. Full description at Econpapers || Download paper |
| 2024 | The role of passive effects in the relationship between active management and short-term performance: Evidence from mutual fund portfolio holdings. (2024). de Mingo-Lopez, Diego Victor ; Matallin-Saez, Juan Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001375. Full description at Econpapers || Download paper |
| 2024 | Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115. Full description at Econpapers || Download paper |
| 2024 | Analyzing the nature of fund selection measures: Stock picking or trading skill?. (2024). Liao, Wen-Ju ; Lin, Wanling ; Sun, Ping-Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000899. Full description at Econpapers || Download paper |
Works by Timotheos Angelidis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 9 |
| 2006 | The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2010 | Idiosyncratic Risk in Emerging Markets In: The Financial Review. [Full Text][Citation analysis] | article | 14 |
| 2013 | Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Oil price shocks and volatility do predict stock market regimes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Backtesting VaR Models: An Expected Shortfall Approach In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2008 | Idiosyncratic volatility and equity returns: UK evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
| 2010 | Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2014 | Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
| 2012 | Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2021 | The economic gain of being small in the mutual fund industry: U.S. and international evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2023 | Climate uncertainty and marginal climate capital needs In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | The disappearing profitability of volatility-managed equity factors In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 2015 | US stock market regimes and oil price shocks In: Global Finance Journal. [Full Text][Citation analysis] | article | 38 |
| 2015 | US stock market regimes and oil price shocks.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2008 | Volatility forecasting: Intra-day versus inter-day models In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 33 |
| 2008 | Volatility forecasting: Intra-day versus inter-day models.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2024 | World ESG performance and economic activity In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2010 | The efficiency of Greek public pension fund portfolios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2013 | Revisiting mutual fund performance evaluation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 34 |
| 2012 | Revisiting Mutual Fund Performance Evaluation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2015 | Stock market dispersion, the business cycle and expected factor returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2009 | Idiosyncratic risk matters! A regime switching approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
| 2005 | Modeling risk for long and short trading positions In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 7 |
| 2005 | Modeling Risk for Long and Short Trading Positions.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2007 | A robust VaR model under different time periods and weighting schemes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 31 |
| 2007 | A Robust VaR Model under Different Time Periods and Weighting Schemes.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2008 | Value-at-Risk for Greek Stocks In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2014 | Global Style Portfolios Based on Country Indices In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Backtesting VaR Models: A Τwo-Stage Procedure In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Backtesting VaR Models: A Τwo-Stage Procedure.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2008 | Volatility forecasting: intra-day vs. inter-day models In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2004 | The Use of GARCH Models in VaR Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 104 |
| 2014 | Global portfolio management under state dependent multiple risk premia In: Proceedings of Economics and Finance Conferences. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Liquidity adjusted value-at-risk based on the components of the bid-ask spread In: Applied Financial Economics. [Full Text][Citation analysis] | article | 19 |
| 2007 | Does idiosyncratic risk matter? Evidence from European stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2008 | MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 11 |
| 2009 | ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team