Theoharry Grammatikos : Citation Profile


Are you Theoharry Grammatikos?

Université du Luxembourg

8

H index

8

i10 index

294

Citations

RESEARCH PRODUCTION:

11

Articles

14

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 10
   Journals where Theoharry Grammatikos has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 2 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr465
   Updated: 2019-11-10    RAS profile: 2015-01-30    
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Relations with other researchers


Works with:

Papanikolaou, Nikolaos (2)

Michala, Dimitra (2)

Chouliaras, Andreas (2)

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

Is cited by:

Thuraisamy, Kannan (5)

Sharma, Susan (5)

Allegret, Jean-Pierre (5)

Rusnák, Marek (4)

Vašíček, Bořek (4)

Havranek, Tomas (4)

Tavlas, George (4)

Hall, Stephen (4)

Narayan, Paresh (4)

Fernandez Bariviera, Aurelio (4)

Smidkova, Katerina (4)

Cites to:

Jacobson, Tor (4)

Pericoli, Marcello (4)

Roszbach, Kasper (4)

Sbracia, Massimo (4)

Stulz, René (4)

Lindé, Jesper (4)

Demirguc-Kunt, Asli (3)

Bekaert, Geert (3)

Fama, Eugene (3)

Harvey, Campbell (3)

Metiu, Norbert (2)

Main data


Where Theoharry Grammatikos has published?


Journals with more than one article published# docs
The Journal of Business3
Journal of Banking & Finance3
The Financial Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg4
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Theoharry Grammatikos (2018 and 2017)


YearTitle of citing document
2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2018Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2018-18.

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2018The international spillovers of the 2010 U.S. flash crash. (2018). Jansen, David-Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:589.

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2019Ex-dividend day price behavior and liquidity in a tax-free emerging market. (2019). Dupuis, Daniel . In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:239-250.

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2017Is there a gender effect on the cost of bank financing?. (2017). Mascia, Danilo V. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:136-153.

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2018Fishing the Corporate Social Responsibility risk factors. (2018). Ciciretti, Rocco ; Becchetti, Leonardo ; Dalo, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:25-48.

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2017National culture, population age, and other country factors in volume–price volatility relationship. (2017). Hua, Wei ; Wei, Peihwang . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:83-96.

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2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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2017The effect of corporate taxation on bank transparency: Evidence from loan loss provisions. (2017). Andries, Kathleen ; Jacob, Martin ; Gallemore, John . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:307-328.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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2017Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis. (2017). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:371-385.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Dividend drop-off estimates of the value of dividend imputation tax credits. (2017). Cannavan, Damien ; Gray, Stephen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:213-226.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2019Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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2017Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries. (2017). Junttila, Juha ; Heimonen, Kari ; Karkkainen, Samu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:1-18.

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2018Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

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2018Managerial reporting behavior around exchange switching: Consideration of current and future performance. (2018). Lin, Wen-Chun ; Liao, Tsai-Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:218-237.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334.

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2018Sovereign risk and asset market dynamics in the euro area. (2018). Perego, Erica. In: Documents de recherche. RePEc:eve:wpaper:18-01.

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2017Capturing Firms’ Heterogeneity through Marketing and IT Capabilities in SMEs. (2017). Ramon-Jeronimo, Maria A ; Herrero, Ines . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2180-:d:120400.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Post-Print. RePEc:hal:journl:hal-01589269.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). Hmaied, Dorra ; de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2018Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S.. (2018). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam. In: International Real Estate Review. RePEc:ire:issued:v:21:n:01:2018:p:71-92.

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2018The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. (2018). Fernandez Bariviera, Aurelio ; Terceo, Antonio ; Guercio, Belen M ; Martinez, Lisana B. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9340-8.

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2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

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2018Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:4:p:859-880.

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2017The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:1:p:38-59.

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2017Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Ryu, Doojin ; Shim, Hyein. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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2018Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Yelkenci, Tezer ; Cokun, Yener ; Vardar, Gulin. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-018-0095-3.

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2018Trading Volume, Illiquidity and Commonalities in FX Markets. (2018). Santucci de Magistris, Paolo ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:23.

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2018The Information Content of Loan Growth in Banks. (2018). Zemel, Michelle. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500040.

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2017IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:05:n:s021759081550099x.

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Works by Theoharry Grammatikos:


YearTitleTypeCited
1986Intervalling Effects and the Hedging Performance of Foreign Currency Futures. In: The Financial Review.
[Citation analysis]
article1
1986The Information Value of Listing on the New York Stock Exchange. In: The Financial Review.
[Citation analysis]
article6
1986 Returns and Risks of U.S. Bank Foreign Currency Activities. In: Journal of Finance.
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article26
1986Returns and risks of U.S. bank foreign currency activities.(1986) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
1986MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS In: Journal of Financial Research.
[Full Text][Citation analysis]
article19
2010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
paper73
2011Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates.(2011) In: DNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2012Market Perceptions of US and European Policy Actions Around the Subprime Crisis In: LSF Research Working Paper Series.
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paper4
2014Market Perceptions of US and European Policy Actions Around the Subprime Crisis.(2014) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 4
paper
2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: LSF Research Working Paper Series.
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paper4
2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity.(2012) In: DNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013What lies behind the (Too-Small-To-Survive) banks? In: LSF Research Working Paper Series.
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paper0
2013What lies behind the “too-small-to-survive” banks?.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
1990Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations In: Journal of Banking & Finance.
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article4
1991Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986 In: Journal of Banking & Finance.
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article2
1993Risk premia and the ex-dividend stock price behavior : Empirical evidence In: Journal of Banking & Finance.
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article10
1990Additions to bank loan-loss reserves : Good news or bad news? In: Journal of Monetary Economics.
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article31
1988Additions to bank loan-loss reserves: good news or bad news?.(1988) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 31
paper
2013News Flow, Web Attention and Extreme Returns in the European Financial Crisis In: MPRA Paper.
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paper2
2014Pricing Default Risk: The Good, The Bad, and The Anomaly In: MPRA Paper.
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paper1
2014Forecasting Distress in European SME Portfolios In: MPRA Paper.
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paper2
2014Extreme Returns in the European Financial Crisis In: MPRA Paper.
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paper3
1986Futures Price Variability: A Test of Maturity and Volume Effects. In: The Journal of Business.
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article46
1989Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior. In: The Journal of Business.
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article29
1992Options Trading and the Bid-Ask Spread of the Underlying Stocks. In: The Journal of Business.
[Full Text][Citation analysis]
article31

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