Athanasios Fassas : Citation Profile

University of Thessaly

8

H index

8

i10 index

215

Citations

RESEARCH PRODUCTION:

24

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 17
   Journals where Athanasios Fassas has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 6 (2.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa348
   Updated: 2025-03-08    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Papadamou, Stephanos (7)

Kenourgios, Dimitris (4)

Dimitriou, Dimitrios (3)

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

Is cited by:

Papadamou, Stephanos (9)

naoui, kamel (4)

Sethapramote, Yuthana (4)

Bekiros, Stelios (4)

Brzeszczynski, Janusz (4)

Uddin, Gazi (4)

Jiranyakul, Komain (4)

Tzeremes, Panayiotis (3)

Ferrara, Laurent (3)

Alshater, Muneer (3)

Pozo, Susan (3)

Cites to:

Bollerslev, Tim (20)

lucey, brian (15)

Dimpfl, Thomas (10)

Corbet, Shaen (10)

Engle, Robert (10)

Andersen, Torben (9)

Bekaert, Geert (9)

Molnár, Peter (8)

Papadamou, Stephanos (8)

Ji, Qiang (7)

Schwert, G. (7)

Main data

Production by document typepaperarticle201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20122013201420152016201720182019202020212022202320240255075100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Athanasios Fassas has published?

Journals with more than one article published# docs
IJFS2
The European Journal of Finance2
Research in International Business and Finance2

Recent works citing Athanasios Fassas (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jin E ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Flight to safety, intermediation frictions, and US Treasury floating rate note prices. (2024). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301245x.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; el Khoury, Rim ; Xiong, Xiong ; Li, Yanshuang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024Determinants of reward crowdfunding success: Evidence from Covid-19 pandemic. (2024). Sherif, Mohamed ; Haniffa, Roszaini ; Elrashidy, Zeinab ; Baroudi, Sarra. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s016649722400035x.

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2024Investigating the Effects of the COVID-19 Pandemic on Stock Volatility in Sub-Saharan Africa: Analysis Using Explainable Artificial Intelligence. (2024). Matenda, Frank Ranganai ; Sibanda, Mabutho ; Ncube, Mbongiseni. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:112-:d:1390585.

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2024.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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Works by Athanasios Fassas:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Does earnings quality matter? Evidence from the Athens Exchange In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2021Price discovery in US money market benchmarks: LIBOR vs. SOFR In: Economics Letters.
[Full Text][Citation analysis]		article4
2024A Chinese clout on energy exports some countries cannot shake off In: Energy Economics.
[Full Text][Citation analysis]		article0
2021Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
[Full Text][Citation analysis]		article19
2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article2
2021Implied volatility indices – A review In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article15
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article16
2018Variance risk premium and equity returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2020Price discovery in bitcoin futures In: Research in International Business and Finance.
[Full Text][Citation analysis]		article28
2021Evaluating survey-based forecasts of interest rates and macroeconomic variables In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2023Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article0
2019Investors’ risk aversion integration and quantitative easing In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article3
2020Dynamic co-movements and directional spillovers among energy futures In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article5
2022Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics In: IJFS.
[Full Text][Citation analysis]		article5
2016Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta In: IJFS.
[Full Text][Citation analysis]		article1
2019VIX Futures as a Market Timing Indicator In: JRFM.
[Full Text][Citation analysis]		article4
2017A reverse index futures split effect on liquidity and market dynamics In: International Journal of Bonds and Derivatives.
[Full Text][Citation analysis]		article0
2013Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research.
[Full Text][Citation analysis]		article12
2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper40
2019Credit Risk Determinants: Evidence from the Bulgarian Banking System In: Bulletin of Applied Economics.
[Full Text][Citation analysis]		article0
2014An Analysis of the Covered Warrants listed on the Athens Exchange In: Journal of Risk & Control.
[Full Text][Citation analysis]		article1
2024Investors’ risk aversion and government policy responses to the COVID-19 pandemic In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
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]		article12
2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article5

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