Theoharry Grammatikos : Citation Profile


Are you Theoharry Grammatikos?

Université du Luxembourg

9

H index

8

i10 index

330

Citations

RESEARCH PRODUCTION:

17

Articles

16

Papers

RESEARCH ACTIVITY:

   34 years (1983 - 2017). See details.
   Cites by year: 9
   Journals where Theoharry Grammatikos has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 4 (1.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr465
   Updated: 2020-10-24    RAS profile: 2020-07-01    
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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:

Thuraisamy, Kannan (5)

Allegret, Jean-Pierre (5)

Sharma, Susan (5)

Chouliaras, Andreas (4)

Tavlas, George (4)

Narayan, Paresh (4)

Matějů, Jakub (4)

Gibson, Heather (4)

Rime, Dagfinn (4)

Havranek, Tomas (4)

Hall, Stephen (4)

Cites to:

Campbell, John (7)

DE BANDT, OLIVIER (4)

Lindé, Jesper (4)

Sbracia, Massimo (4)

Roszbach, Kasper (4)

Hilscher, Jens (4)

Stulz, René (4)

Pericoli, Marcello (4)

Jacobson, Tor (4)

Demirguc-Kunt, Asli (3)

Vermeulen, Robert (3)

Main data


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
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 (2020 and 2019)


YearTitle of citing document
2020The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659.

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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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2020The differential impact of leverage on the default risk of small and large firms. (2020). Rossi, Ludovico ; Varotto, Simone ; Dufour, Alfonso ; Cathcart, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918305443.

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2019The impacts of economic sanctions on exchange rate volatility. (2019). Chang, Chun-Ping ; Wang, KE. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:58-65.

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2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

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2020European country heterogeneity in financial distress prediction: An empirical analysis with macroeconomic and regulatory factors. (2020). Alaminos, David ; Antonio, Jose ; Campos, Juan Antonio ; Fernandez-Gamez, Manuel Angel. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:398-407.

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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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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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2019Predicting private company failure: A multi-class analysis. (2019). Wang, Tim ; Jones, Stewart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:161-188.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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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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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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2019The effects of handling outliers on the performance of bankruptcy prediction models. (2019). Virag, Miklos ; Nyitrai, Tamas. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:67:y:2019:i:c:p:34-42.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2020Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC. (2020). Qarni, Muhammad Owais ; Gulzar, Saqib. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09437-6.

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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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2019Default risk, state ownership and the cross-section of stock returns: evidence from China. (2019). Han, Liang ; Luo, Dan ; Liu, Lanlan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0771-0.

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2020On the Stationarity of Futures Hedge Ratios. (2020). Degiannakis, Stavros ; Vougas, Dimitrios ; Salvador, Enrique ; Floros, Christos. In: MPRA Paper. RePEc:pra:mprapa:102907.

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2019.

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2020Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market. (2020). Herbon, Avi ; Shvimer, Yossi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00259-0.

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2019Overall effects of financial liberalization: financial crisis versus economic growth. (2019). Maktouf, Samir ; Hamdaoui, Mekki. In: International Review of Applied Economics. RePEc:taf:irapec:v:33:y:2019:i:4:p:568-595.

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2019Trading 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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Works by Theoharry Grammatikos:


YearTitleTypeCited
2017Extreme Returns in the European financial crisis In: European Financial Management.
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article3
2014Extreme Returns in the European Financial Crisis.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
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]
article6
1986 Returns and Risks of U.S. Bank Foreign Currency Activities. In: Journal of Finance.
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article28
1986Returns and risks of U.S. bank foreign currency activities.(1986) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
1989RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE In: Journal of Financial Research.
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article5
1986MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS In: Journal of Financial Research.
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article18
2010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates In: LSF Research Working Paper Series.
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paper82
2011Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates.(2011) In: DNB Working Papers.
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This paper has another version. Agregated cites: 82
paper
2012Market Perceptions of US and European Policy Actions Around the Subprime Crisis In: LSF Research Working Paper Series.
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paper4
2015Market perceptions of US and European policy actions around the subprime crisis.(2015) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 4
article
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.
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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
2016Pricing default risk: The good, the bad, and the anomaly In: Journal of Financial Stability.
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article3
2014Pricing Default Risk: The Good, The Bad, and The Anomaly.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2014Pricing Default Risk: The good, the bad, and the anomaly.(2014) In: EIF Working Paper Series.
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This paper has another version. Agregated cites: 3
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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article11
2016Forecasting distress in European SME portfolios In: Journal of Banking & Finance.
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article9
2014Forecasting Distress in European SME Portfolios.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2013Forecasting distress in European SME portfolios.(2013) In: EIF Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
1990Additions to bank loan-loss reserves : Good news or bad news? In: Journal of Monetary Economics.
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article33
1988Additions to bank loan-loss reserves: good news or bad news?.(1988) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 33
paper
2013News Flow, Web Attention and Extreme Returns in the European Financial Crisis In: MPRA Paper.
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paper2
1986Futures Price Variability: A Test of Maturity and Volume Effects. In: The Journal of Business.
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article47
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.
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article33
1983Stability and the hedging performance of foreign currency futures In: Journal of Futures Markets.
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article6

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