Spyros Spyrou : Citation Profile

Are you Spyros Spyrou?

Athens University of Economics and Business (AUEB)

13

H index

17

i10 index

583

Citations

RESEARCH PRODUCTION:

37

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 26
   Journals where Spyros Spyrou has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 8 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psp77
   Updated: 2024-11-08    RAS profile: 2023-04-06    
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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 Spyros Spyrou.

Is cited by:

Gabauer, David (10)

Gebka, Bartosz (8)

Chatziantoniou, Ioannis (7)

Anastasiou, Dimitris (7)

Verousis, Thanos (6)

GUPTA, RANGAN (6)

Plastun, Alex (5)

Caporale, Guglielmo Maria (5)

Hudson, Robert (5)

Gil-Alana, Luis (5)

Yarovaya, Larisa (5)

Cites to:

Shleifer, Andrei (20)

Fratzscher, Marcel (16)

French, Kenneth (12)

Fama, Eugene (11)

Lo Duca, Marco (10)

Reinhart, Carmen (9)

welch, ivo (9)

Baker, Malcolm (9)

Vishny, Robert (8)

Giannoni, Marc (8)

Stein, Jeremy (8)

Main data

Where Spyros Spyrou has published?

Journals with more than one article published# docs
Review of Behavioral Finance5
Applied Financial Economics4
International Review of Financial Analysis4
Applied Economics Letters3
Journal of Economic Studies3
Applied Economics2
Journal of Banking & Finance2
Journal of Economic Behavior & Organization2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17

Recent works citing Spyros Spyrou (2024 and 2023)

YearTitle of citing document
2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

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2023Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201.

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2023To see is to believe: Corporate site visits and mutual fund herding. (2023). Keng, Kelvin Jui ; Li, Donghui ; Xiang, Cheng ; Quan, Xiaofeng. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:711-740.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Testing for herding using different return definitions: a comparison between simple and logarithmic returns. (2023). Hudson, Robert ; Wang, Junkai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00766.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023COVID-19 pandemic and herd behavior: Evidence from a frontier market. (2023). Giang, Thi Huong ; Bakry, Walid ; Nguyen, Huu Manh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000217.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2023Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2023Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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2023The European Central Bank and green finance: How would the green quantitative easing affect the investors behavior during times of crisis?. (2023). Vigne, Samuel ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004148.

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2023Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753.

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2023Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484.

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2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2023Short-selling and mutual fund herding: The Chinese evidence. (2023). Xiang, Cheng ; Feng, Lixuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006936.

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2023Rule improvements and irrational characteristics of herd behaviour–The effects of SMT policy. (2023). Lin, Chunyan ; Fu, Pengju ; Liu, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005470.

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2023Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500.

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2024Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Sun, Shuanglin ; Cheng, Tingting ; Xing, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508.

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2024Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning. (2024). Vacca, Gianmarco ; Riso, Luigi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002083.

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2024Institutional herding and investor sentiment. (2024). Li, Shenru ; Zhang, Chengping ; Gu, Chen ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541.

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2023Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48.

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2023The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US. (2023). Makrychoriti, Panagiota ; Guesmi, Khaled ; Spyrou, Spyros. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:610-628.

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2023Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?. (2023). Tsouknidis, Dimitris ; Anastasiou, Dimitris ; Drakos, Konstantinos ; Krokida, Styliani-Iris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001511.

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2023Social influence pressures and the risk preferences of aspiring financial market professionals. (2023). Tsang, Desmond ; Singer, Zvi ; Pruijssers, Jorien Louise. In: Journal of Accounting Education. RePEc:eee:joaced:v:62:y:2023:i:c:s0748575122000628.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023Analysing financial stability reports as crisis predictors with the use of text-mining. (2023). Smaga, Pawe ; Kurowski, Ukasz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000348.

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2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x.

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2024Simple model of market share dynamics based on clients’ firm-switching decisions. (2024). Hickey, Joseph. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:635:y:2024:i:c:s0378437123010440.

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2023Investigating financial decision-making when facing skewed distributions of return: A survey study in Vietnam. (2023). Phan, Truc ; Jones, Kirsten ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:318-329.

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2023Green hydrogen and an evolving concept of energy security: Challenges and comparisons. (2023). Nyga-Ukaszewska, Honorata ; Pickford, Kit ; Carlson, Ewa Lazarczyk. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p1:s0960148123013253.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024Are markets sentiment driving the price bubbles in the virtual?. (2024). Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam ; Naoui, Kamel ; Hamdi, Haykel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285.

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2023Peer effects in financial economics: A literature survey. (2023). Jarjir, Souad Lajili ; Boubaker, Sabri ; Ali-Rind, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002598.

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2023Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685.

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2024Herding states and stock market returns. (2024). Lobo, Julio ; Fortuna, Natercia ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024The impact of FinTech innovation on digital financial literacy in Europe: Insights from the banking industry. (2024). Stefanelli, Valeria ; Miani, Stefano ; Palmieri, Egidio ; Ferilli, Greta Benedetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000102.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2023Beliefs that provide a foundation for heuristics and biases in financial decision-making. (2023). Madrazo-Lemaroy, Pilar ; Moya-Ponce, Claudine. In: Cuadernos de Gestión. RePEc:ehu:cuader:61302.

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2023Overreaction in a Frontier Market: Evidence from the Ho Chi Minh Stock Exchange. (2023). Doan, Nhien Tuyet ; Friday, Swint H ; Cao, Giang Ngan ; Truong, Loc Dong. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:58-:d:1110999.

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2024Assessing Machine Learning Techniques for Predicting Banking Crises in India. (2024). A. C. V. Subrahmanyam, ; Thota, Nagaraju ; Puli, Sreenivasulu. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:141-:d:1367659.

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2023How a Short-Lived Rumor of Residential Redevelopment Disturbs a Local Housing Market: Evidence from Hangzhou, China. (2023). Yang, Shangming ; Yu, Xiaofen ; Liu, Qingling ; Fan, Hongyi ; Zhang, Yanjiang. In: Land. RePEc:gam:jlands:v:12:y:2023:i:2:p:518-:d:1074552.

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2023.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2023Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z.

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2023Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020. (2023). Pacheco, Luis ; Lobo, Julio ; Costa, Tania. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00194-4.

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2024Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7.

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2024Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?. (2024). Sarpong-Kumankoma, Emmanuel ; Ofori-Sasu, Daniel ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Kuttu, Saint. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-023-00137-x.

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2023The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955.

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2023Behavioral Finance and how its Behavioral Biases Affect German Investors. (2023). Schulz, Bastian. In: ACTA VSFS. RePEc:prf:journl:v:17:y:2023:i:1:p:39-59.

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2023Monetary policy and herding behaviour in the ZAR market. (2023). Sibande, Xolani. In: Working Papers. RePEc:rbz:wpaper:11053.

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2023Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions. (2023). Zahid, Nida ; Mazhar, Abdul Rafae ; Hameed, Raja Mazhar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:257-267.

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2023Herding Behavior in Frontier Nordic Countries. (2023). Arina, Ivasiuc. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:21-41:n:1.

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2023The stability and downside risk to contrarian profits: Evidence from the S&P 500. (2023). Skerratt, Len ; Kiselev, Egor ; Forbes, William. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:733-750.

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Works by Spyros Spyrou:

YearTitleTypeCited
2010Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model In: Accounting and Finance.
[Full Text][Citation analysis]		article5
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article34
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
1999Common Stochastic Trends in Emerging Equity Markets In: Manchester School.
[Full Text][Citation analysis]		article7
2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis In: Energy Economics.
[Full Text][Citation analysis]		article13
2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2008Short-term patterns in government bond returns following market shocks: International evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2008Short-term patterns in government bond returns following market shocks: International evidence.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2011Are broad market shocks anticipated by investors? Evidence from major equity and index options markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2016Herd behavior and equity market liquidity: Evidence from major markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article33
2016Herd behavior and equity market liquidity: Evidence from major markets.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2016Bond market investor herding: Evidence from the European financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article24
2016Bond market investor herding: Evidence from the European financial crisis.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach In: Journal of Financial Stability.
[Full Text][Citation analysis]		article43
2016Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2015Herding on fundamental information: A comparative study In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article92
2015Herding on fundamental information: A comparative study.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2018The impact of conventional and unconventional monetary policy on expectations and sentiment In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article36
2018The impact of conventional and unconventional monetary policy on expectations and sentiment.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2020Monetary policy and herd behavior: International evidence In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article11
2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article18
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article19
2014Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2004Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange In: Ekonomia.
[Citation analysis]		article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article6
2021The impact of monetary policy on income inequality: evidence from Eurozone markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article8
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article15
2020Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article63
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article4
2011Informed trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
[Citation analysis]		paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
[Citation analysis]		paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume.(2012) In: Post-Print.
[Citation analysis]
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