Spyros Spyrou : Citation Profile


Are you Spyros Spyrou?

Athens University of Economics and Business (AUEB)

8

H index

6

i10 index

170

Citations

RESEARCH PRODUCTION:

28

Articles

15

Papers

RESEARCH ACTIVITY:

   17 years (1999 - 2016). See details.
   Cites by year: 10
   Journals where Spyros Spyrou has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 6 (3.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp77
   Updated: 2018-12-08    RAS profile: 2016-12-28    
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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:

Stefanescu, Razvan (6)

Plastun, Alex (4)

GUPTA, RANGAN (4)

DUMITRIU, Ramona (4)

Caporale, Guglielmo Maria (4)

Gil-Alana, Luis (4)

Hudson, Robert (3)

BABALOS, VASSILIOS (3)

Verousis, Thanos (3)

Galanti, Sébastien (3)

Cressy, Robert (2)

Cites to:

Shleifer, Andrei (12)

welch, ivo (7)

Stein, Jeremy (7)

French, Kenneth (6)

Hwang, Soosung (6)

Salmon, Mark (6)

Vishny, Robert (6)

Ciccarelli, Matteo (5)

Chiang, Thomas (5)

Fama, Eugene (5)

Fratzscher, Marcel (4)

Main data


Where Spyros Spyrou has published?


Journals with more than one article published# docs
Applied Financial Economics4
International Review of Financial Analysis4
Applied Economics Letters3
Applied Economics2
Review of Behavioral Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL14

Recent works citing Spyros Spyrou (2018 and 2017)


YearTitle of citing document
2017Secrecy, information shocks, and corporate investment : Evidence from European Union countries. (2017). HASAN, IFTEKHAR ; Mazboudi, Mohamad . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_019.

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Agudelo, Diego A ; Arango, Ignacio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016944.

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2017The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?. (2017). Stephan, Andreas ; Schäfer, Dorothea ; Hoang, Khanh Trung ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1654.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569.

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2017Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach. (2017). el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00712.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017An empirical investigation of herding in the U.S. stock market. (2017). Clements, Adam ; Shi, Shuping ; Hurn, Stan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2017Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Kallinterakis, Vasileios ; Leite, Mario Pedro ; Andrikopoulos, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2017Value-at-Risk under Lévy GARCH models: Evidence from global stock markets. (2017). BenSaïda, Ahmed ; Bensaida, Ahmed ; Koubaa, Yosra ; Slim, Skander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:30-53.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017The case for herding is stronger than you think. (2017). Trede, Mark ; Bohl, Martin T ; Branger, Nicole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:30-40.

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2017Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun. In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43.

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2018Does it pay to get connected? An examination of bank alliance network and bond spread. (2018). TARAZI, Amine ; HASAN, IFTEKHAR ; Zhou, Mingming ; Meslier, Celine. In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:141-163.

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2017Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2017The effect of volatility persistence on excess returns. (2017). Jain, Ajeet ; Strobl, Sascha . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:58-63.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2018Examination of the information content of management range forecasts. (2018). Chronopoulos, Panagiotis I ; Siougle, Georgia . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:201-210.

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

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2018Three Different Ways Synchronization Can Cause Contagion in Financial Markets. (2018). Massad, Naji ; Andersen, Jorgen Vitting. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:104-:d:171293.

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2017Three different ways synchronization can cause contagion in financial markets. (2017). Massad, Naji ; Andersen, Jorgen-Vitting. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01673333.

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2017The Cost Channel Effect of Monetary Transmission: How Effective is the ECBs Low Interest Rate Policy for Increasing Inflation?. (2017). Stephan, Andreas ; Schäfer, Dorothea ; Hoang, Khanh Trung ; Schafer, Dorothea. In: Ratio Working Papers. RePEc:hhs:ratioi:0287.

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2018Dynamics Evolution of Trading Strategies of Investors in Financial Market. (2018). Wu, Bing Hui ; He, Jianmin ; Duan, Tingting. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9639-3.

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2018Short-Term Price Overreactions: Identification, Testing, Exploitation. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2.

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2018Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy. (2018). Filiz, Ibrahim ; Bizer, Kilian ; Spiwoks, Markus ; Nahmer, Thomas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0311-x.

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2017Three different ways synchronization can cause contagion in financial markets. (2017). Massad, Naji ; Andersen, Jorgen Vitting. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17059.

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2017Why do acquirers prefer M&A? Evidence from Banks in India. (2017). Mittal, Amit ; Garg, Ajay Kumar . In: MPRA Paper. RePEc:pra:mprapa:85354.

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2018Assessing the extent of contagion of sovereign credit risk among BRICS countries. (2018). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla. In: MPRA Paper. RePEc:pra:mprapa:89200.

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2017Efficiency of the UK Stock Exchange. (2017). Sogiakas, Vasilios. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:51-69.

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2018Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market. (2018). Yousaf, Imran ; Ali, Syed Zulfiqar. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0098-9.

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2018Are equity market anomalies disappearing? Evidence from the U.K.. (2018). cotter, john ; McGeever, Niall. In: Working Papers. RePEc:ucd:wpaper:201804.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I. In: Working Papers. RePEc:use:tkiwps:1715.

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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.
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article4
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange In: European Financial Management.
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article27
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange.(2005) In: Post-Print.
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paper
2006Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? In: Journal of Business Finance & Accounting.
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article6
2006Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?.(2006) In: Post-Print.
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paper
1999Common Stochastic Trends in Emerging Equity Markets. In: Manchester School.
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article10
2008Short-term patterns in government bond returns following market shocks: International evidence In: International Review of Financial Analysis.
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article3
2008Short-term patterns in government bond returns following market shocks: International evidence.(2008) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2011Are broad market shocks anticipated by investors? Evidence from major equity and index options markets In: International Review of Financial Analysis.
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article0
2016Herd behavior and equity market liquidity: Evidence from major markets In: International Review of Financial Analysis.
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article2
2016Herd behavior and equity market liquidity: Evidence from major markets.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 2
paper
2016Bond market investor herding: Evidence from the European financial crisis In: International Review of Financial Analysis.
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article4
2016Bond market investor herding: Evidence from the European financial crisis.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach In: Journal of Financial Stability.
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article8
2016Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach.(2016) In: Post-Print.
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paper
2015Herding on fundamental information: A comparative study In: Journal of Banking & Finance.
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article22
2015Herding on fundamental information: A comparative study.(2015) In: Post-Print.
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2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article10
2014Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance.
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article5
2004Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange In: Ekonomia.
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article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
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article2
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
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article9
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
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article1
2011Informed trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
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paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
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2012Trading before stock price shocks: An empirical analysis using stock option trading volume.(2012) In: Post-Print.
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2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange In: Post-Print.
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2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange.(2007) In: Applied Financial Economics.
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2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach In: Post-Print.
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2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach.(2006) In: Applied Financial Economics.
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2003Profits From Buying Losers And Selling Winners In The London Stock Exchange In: Post-Print.
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2014Trading in option contracts before large price changes: A comparative study of US and UK markets In: Post-Print.
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2009Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios In: International Journal of Decision Sciences, Risk and Management.
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2005Index Futures Trading and Spot Price Volatility In: Journal of Emerging Market Finance.
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2016Sovereign CDS Spread Determinants and Spill-Over Effects In: Proceedings of International Academic Conferences.
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2003Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong In: Applied Economics Letters.
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2007Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange In: Applied Economics Letters.
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2001Stock returns and inflation: evidence from an emerging market In: Applied Economics Letters.
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article6
2009Time-variation in the value premium and the CAPM: evidence from European markets In: Applied Financial Economics.
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article2
2012Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks In: Applied Financial Economics.
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article3
2001Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis In: Applied Economics.
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article7
2004Are stocks a good hedge against inflation? evidence from emerging markets In: Applied Economics.
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article19
2011Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets.
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