Theoharry Grammatikos : Citation Profile

Université du Luxembourg

9

H index

9

i10 index

430

Citations

RESEARCH PRODUCTION:

19

Articles

18

Papers

RESEARCH ACTIVITY:

   38 years (1983 - 2021). See details.
   Cites by year: 11
   Journals where Theoharry Grammatikos has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 4 (0.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr465
   Updated: 2025-04-19    RAS profile: 2023-04-08    
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Relations with other researchers

Works with:

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

Is cited by:

Hall, Stephen (6)

Tavlas, George (6)

Gibson, Heather (6)

Allegret, Jean-Pierre (6)

Rime, Dagfinn (4)

Chouliaras, Andreas (4)

Fernandez Bariviera, Aurelio (4)

Perego, Erica (4)

Spiegel, Mark (3)

Yamori, Nobuyoshi (3)

Havranek, Tomas (3)

Cites to:

Berger, Allen (15)

Campbell, John (8)

Altman, Edward (7)

Roszbach, Kasper (5)

Jacobson, Tor (5)

Lindé, Jesper (5)

Stulz, René (4)

Dietsch, Michel (4)

Udell, Gregory (4)

Sbracia, Massimo (4)

Demirguc-Kunt, Asli (4)

Main data

Production by document typepaperarticle19831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents1234567891011050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Theoharry Grammatikos has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
The Journal of Business3
The Financial Review2
Journal of Financial Research2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg4
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg4
Working Papers / Federal Reserve Bank of Philadelphia2
EIF Working Paper Series / European Investment Fund (EIF)2

Recent works citing Theoharry Grammatikos (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Pietrosanti, Stefano ; Ciocchetta, Federica ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25.

Full description at Econpapers || Download paper

2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Stronger relationships higher risk? Credit risk evaluation based on SMEs network microstructure. (2024). Cen, Wanjun ; Lin, Junqin ; Wei, Lijian. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000840.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

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2024The informational impact of prudential regulations. (2024). Vadasz, Tamas ; Ma, Kebin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000196.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2024A multi-criteria approach to evolve sparse neural architectures for stock market forecasting. (2024). Hafiz, Faizal ; Broekaert, Jan ; Torre, Davide ; Swain, Akshya. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05715-6.

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Works by Theoharry Grammatikos:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Extreme Returns in the European financial crisis In: European Financial Management.
[Full Text][Citation analysis]		article4
2014Extreme Returns in the European Financial Crisis.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
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]		article8
1986 Returns and Risks of U.S. Bank Foreign Currency Activities. In: Journal of Finance.
[Full Text][Citation analysis]		article29
1986Returns and risks of U.S. bank foreign currency activities.(1986) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1989RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE In: Journal of Financial Research.
[Full Text][Citation analysis]		article6
1986MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS In: Journal of Financial Research.
[Full Text][Citation analysis]		article22
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]		paper101
2012Market Perceptions of US and European Policy Actions Around the Subprime Crisis In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper6
2015Market perceptions of US and European policy actions around the subprime crisis.(2015) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2014Market Perceptions of US and European Policy Actions Around the Subprime Crisis.(2014) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		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.
[Full Text][Citation analysis]		paper7
2013What lies behind the (Too-Small-To-Survive) banks? In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2013What lies behind the “too-small-to-survive” banks?.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Pricing default risk: The good, the bad, and the anomaly In: Journal of Financial Stability.
[Full Text][Citation analysis]		article8
2014Pricing Default Risk: The Good, The Bad, and The Anomaly.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Pricing Default Risk: The good, the bad, and the anomaly.(2014) In: EIF Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1990Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
1991Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986 In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
1993Risk premia and the ex-dividend stock price behavior : Empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2016Forecasting distress in European SME portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2014Forecasting Distress in European SME Portfolios.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2013Forecasting distress in European SME portfolios.(2013) In: EIF Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
1990Additions to bank loan-loss reserves : Good news or bad news? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article41
1988Additions to bank loan-loss reserves: good news or bad news?.(1988) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2021Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article6
2012On the long run economic performance of small economies In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2013(Un)stable vertical collusive agreements In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper5
2013Forecasting distress in European SME portfolios In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2013News Flow, Web Attention and Extreme Returns in the European Financial Crisis In: MPRA Paper.
[Full Text][Citation analysis]		paper3
1986Futures Price Variability: A Test of Maturity and Volume Effects. In: The Journal of Business.
[Full Text][Citation analysis]		article62
1989Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior. In: The Journal of Business.
[Full Text][Citation analysis]		article30
1992Options Trading and the Bid-Ask Spread of the Underlying Stocks. In: The Journal of Business.
[Full Text][Citation analysis]		article36
In: .
[Full Text][Citation analysis]		article0
1983Stability and the hedging performance of foreign currency futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team