Athanasios Fassas : Citation Profile


Are you Athanasios Fassas?

3

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

11

Articles

1

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 2
   Journals where Athanasios Fassas has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 4 (18.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa348
   Updated: 2020-09-14    RAS profile: 2020-06-08    
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Relations with other researchers


Works with:

Papadamou, Stephanos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Athanasios Fassas.

Is cited by:

Uddin, Gazi (4)

Bekiros, Stelios (4)

naoui, kamel (4)

Ferrara, Laurent (2)

Darné, Olivier (2)

Jiranyakul, Komain (2)

Sethapramote, Yuthana (2)

CHARLES, Amelie (2)

Papadamou, Stephanos (1)

Tzeremes, Panayiotis (1)

Sensoy, Ahmet (1)

Cites to:

Bollerslev, Tim (16)

Andersen, Torben (9)

Engle, Robert (9)

Diebold, Francis (7)

Johansen, Soren (6)

Bekaert, Geert (5)

Skiadopoulos, George (5)

Papadamou, Stephanos (4)

lucey, brian (4)

Dimpfl, Thomas (4)

Hoerova, Marie (4)

Main data


Where Athanasios Fassas has published?


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

Recent works citing Athanasios Fassas (2020 and 2019)


YearTitle of citing document
2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

Full description at Econpapers || Download paper

2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

Full description at Econpapers || Download paper

Works by Athanasios Fassas:


YearTitleTypeCited
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
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article7
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
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article3
2018Variance risk premium and equity returns In: Research in International Business and Finance.
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article0
2020Price discovery in bitcoin futures In: Research in International Business and Finance.
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article0
2016Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta In: International Journal of Financial Studies.
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article0
2019VIX Futures as a Market Timing Indicator In: Journal of Risk and Financial Management.
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article0
2017A reverse index futures split effect on liquidity and market dynamics In: International Journal of Bonds and Derivatives.
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article0
2013Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research.
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article6
2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper.
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paper0
2019Credit Risk Determinants: Evidence from the Bulgarian Banking System In: Bulletin of Applied Economics.
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article0
2014An Analysis of the Covered Warrants listed on the Athens Exchange In: Journal of Risk & Control.
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article1
2018Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets In: The European Journal of Finance.
[Full Text][Citation analysis]
article1

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