4
H index
3
i10 index
57
Citations
Andrianos Emmanouil Tsekrekos : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 21 Articles 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2004 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrianos Emmanouil Tsekrekos. | Is cited by:
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Main data
Where Andrianos Emmanouil Tsekrekos has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
| European Journal of Operational Research | 2 |
| Research in International Business and Finance | 2 |
Recent works citing Andrianos Emmanouil Tsekrekos (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Technical Uncertainty in Real Options with Learning. (2018). Al-Aradi, Ali ; Jaimungal, Sebastian ; Cartea, Alvaro. In: Papers. RePEc:arx:papers:1803.05831. Full description at Econpapers || Download paper |
| 2017 | Modelling the implied volatility surface based on Shanghai 50ETF options. (2017). Wang, Jinzhong ; Zhang, Ting ; Tao, Qizhi ; Chen, Shijiang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:295-301. Full description at Econpapers || Download paper |
| 2017 | Capacity optimization under uncertainty: The impact of operational time lags. (2017). Boonman, Hettie J ; Siddiqui, Afzal S. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:2:p:660-672. Full description at Econpapers || Download paper |
| 2018 | Valuation of power plants. (2018). Ernstsen, Rune Ramsdal ; Boomsma, Trine Krogh. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:3:p:1153-1174. Full description at Econpapers || Download paper |
| 2017 | Informed 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. Full description at Econpapers || Download paper |
| 2017 | Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost. (2017). Hayes, Dermot ; Kauffman, Nathan ; Dumortier, Jerome. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:300-314. Full description at Econpapers || Download paper |
| 2017 | Why do acquirers prefer M&A? Evidence from Banks in India. (2017). Mittal, Amit ; Garg, Ajay Kumar . In: MPRA Paper. RePEc:pra:mprapa:85354. Full description at Econpapers || Download paper |
| 2017 | Entry–Exit Decisions with Underlying Processes Following Geometric Lévy Processes. (2017). Zhang, Yong-Chao. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:172:y:2017:i:1:d:10.1007_s10957-016-1026-7. Full description at Econpapers || Download paper |
| 2017 | Strategic investment in innovation : Capacity and timing decisions under uncertainty. (2017). Huberts, Nick . In: Other publications TiSEM. RePEc:tiu:tiutis:6473e1df-9b8d-49ae-99f8-b4749a4dc924. Full description at Econpapers || Download paper |
| 2017 | A Game Theoretical Real Options Framework for Investment Decisions in Mobile TV Infrastructure. (2017). Razzac, Amal Abdel ; Chahed, Tijani ; Hayel, Yezekael ; Elayoubi, Salah Eddine ; Salahaldin, Linda. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s0217595917500142. Full description at Econpapers || Download paper |
Works by Andrianos Emmanouil Tsekrekos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The effect of mean reversion on entry and exit decisions under uncertainty In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
| 2016 | Optimal switching decisions under stochastic volatility with fast mean reversion In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2018 | Real Options in Operations Research: A Review In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2013 | Do firms that wish to be acquired manage their earnings? Evidence from major European countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | Accounting quality, information risk and implied volatility around earnings announcements In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2004 | Strategic entry and market leadership in a two-player real options game In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2010 | Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2011 | How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2014 | Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | Accounting quality, information risk and the term structure of implied volatility around earnings announcements In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | The Option to Change the Flag of a Vessel In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2017 | Latent semantic analysis of the FOMC statements In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Irreversible exit decisions under mean-reverting uncertainty In: Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | The Options Market Reaction to Bank Loan Announcements In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 0 |
| 2013 | Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | The effect of financial leverage on real and accrual-based earnings management In: Accounting and Business Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | The correlation structure of FX option markets before and since the financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team