Dr VASSILIOS BABALOS : Citation Profile


Are you Dr VASSILIOS BABALOS?

University of Piraeus (50% share)

8

H index

4

i10 index

162

Citations

RESEARCH PRODUCTION:

16

Articles

21

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 18
   Journals where Dr VASSILIOS BABALOS has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 10 (5.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba785
   Updated: 2020-10-17    RAS profile: 2016-03-22    
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Relations with other researchers


Works with:

GUPTA, RANGAN (6)

Kyei, Clement (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dr VASSILIOS BABALOS.

Is cited by:

GUPTA, RANGAN (45)

Demirer, Riza (14)

Balcilar, Mehmet (10)

Akinsomi, Omokolade (8)

Lau, Chi Keung (5)

coskun, yener (5)

Marfatia, Hardik (4)

Cakan, Esin (4)

Ratti, Ronald (4)

Gil-Alana, Luis (4)

Tortosa-Ausina, Emili (4)

Cites to:

KOSTAKIS, ALEXANDROS (15)

GUPTA, RANGAN (15)

PHILIPPAS, NIKOLAOS (12)

Shiller, Robert (10)

Demirer, Riza (10)

Hammoudeh, Shawkat (9)

French, Kenneth (9)

Chiang, Thomas (8)

Carhart, Mark (8)

Titman, Sheridan (8)

Basso, Antonella (7)

Main data


Where Dr VASSILIOS BABALOS has published?


Journals with more than one article published# docs
Applied Economics2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics10
MPRA Paper / University Library of Munich, Germany3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
DEOS Working Papers / Athens University of Economics and Business2
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing Dr VASSILIOS BABALOS (2020 and 2019)


YearTitle of citing document
2019MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA. (2019). GUPTA, RANGAN ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121.

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2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

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2019Determinants of Mutual Funds Performance in Pakistan. (2019). Siddiqui, Danish Ahmed ; Asad, Muhammad. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:85-107.

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2019Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model. (2019). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:57-63.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2019Is anti-herding behavior spurious?. (2019). Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Lahmiri, Salim. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:379-383.

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2020Analyzing herding behavior in commodities markets – an empirical approach. (2020). Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; de Souza, Gerson. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305094.

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2019Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2019Modeling investments in the dynamic network performance of insurance companies. (2019). Lu, Wen-Min ; Kweh, Qian Long ; Tone, Kaoru ; Kiong, Irene Wei. In: Omega. RePEc:eee:jomega:v:88:y:2019:i:c:p:237-247.

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2019Dynamic impact of Chinas stock market on the international commodity market. (2019). An, Haizhong ; Wen, Shaobo ; Liu, Xueyong ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:564-571.

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2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Su, Chi-Wei ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Zhu, Haotian. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019Differential market reactions to pre and post Brexit referendum. (2019). Bashir, Usman ; Abbas, Ghulam ; Ali, Ahmed ; Hussain, Muntazir ; Yu, Yugang ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:151-158.

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2020Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:308-324.

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2019The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model. (2019). Tiwari, Aviral ; Islam, Faridul ; Kang, Sang Hoon. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:90-101.

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2020Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform. (2020). Phiri, Andrew. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09246-8.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001.

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2020Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202020.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020Do mutual funds have consistency in their performance?. (2020). Zia-ur-Rehman Rao, ; Umar, Muhammad ; Ahsan, Tanveer ; Tauni, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00163-2.

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2020Mutual fund performance: The decision quality and capital magnet efficiencies. (2020). Hsieh, Pierre H ; Liu, Naiyu ; Lu, Wenmin ; Tebourbi, Imen. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:5:p:861-872.

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2019Productivity and efficiency analysis of Pakistani mutual funds using Malmquist index approach. (2019). Naseem, Muhammad Akram ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq ; Khan, Hafsa ; Naz, Farah. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:03:n:s2424786319500269.

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2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

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2019How to set price and quality in a supply chain of virtual products under bi-criteria and risk consideration. (2019). Ben-Zvi, Tal ; Avinadav, Tal ; Chernonog, Tatyana. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:156-163.

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Works by Dr VASSILIOS BABALOS:


YearTitleTypeCited
2012A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece In: DEOS Working Papers.
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2013A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece.(2013) In: GRI Working Papers.
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2013Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive In: DEOS Working Papers.
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2013Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? In: CESifo Working Paper Series.
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2013Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?.(2013) In: Discussion Papers of DIW Berlin.
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2009Evaluating Greek Equity Funds Using Data Envelopment Analysis In: Discussion Papers of DIW Berlin.
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2015Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis In: Economics Letters.
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2013Herding behavior in REITs: Novel tests and the role of financial crisis In: International Review of Financial Analysis.
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2016Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange In: Journal of International Financial Markets, Institutions and Money.
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2015The performance of US equity mutual funds In: Journal of Banking & Finance.
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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model In: Resources Policy.
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article9
2009Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry In: Journal of Multinational Financial Management.
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article12
2012Efficiency evaluation of Greek equity funds In: Research in International Business and Finance.
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article8
2012Efficiency evaluation of Greek equity funds.(2012) In: MPRA Paper.
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2015Gender, style diversity, and their effect on fund performance In: Research in International Business and Finance.
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2014Revisiting Herding Behavior in REITs: A RegimeSwitching Approach In: Working Papers.
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2014Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers.
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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers.
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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?.(2014) In: Working Papers.
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2015Are there long-run diversification gains from the Dow Jones Islamic finance index?.(2015) In: Applied Economics Letters.
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2015On the time varying nature of herding behaviour: evidence from major European indices In: Global Business and Economics Review.
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article1
2015Towards a Holistic Approach for Mutual Fund Performance Appraisal In: Computational Economics.
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2011Mutual funds performance appraisal using stochastic multicriteria acceptability analysis In: MPRA Paper.
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2013Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes In: MPRA Paper.
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2014A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach In: Working Papers.
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2014Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach In: Working Papers.
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2014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market In: Working Papers.
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2014Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test In: Working Papers.
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2015Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests In: Working Papers.
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2015Identifying Asymmetries between Socially Responsible and Conventional Investments In: Working Papers.
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2015Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model In: Working Papers.
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2015Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test In: Working Papers.
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2007Spurious results in testing mutual fund performance persistence: evidence from the Greek market In: Applied Financial Economics Letters.
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2013Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model In: Applied Financial Economics.
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2015Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach In: Applied Economics.
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2015Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach In: Applied Economics.
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2008Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market In: The European Journal of Finance.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team