Andrianos Emmanouil Tsekrekos : Citation Profile

Are you Andrianos Emmanouil Tsekrekos?

Athens University of Economics and Business (AUEB)

6

H index

3

i10 index

107

Citations

RESEARCH PRODUCTION:

26

Articles

1

Chapters

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 7
   Journals where Andrianos Emmanouil Tsekrekos has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 8 (6.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts65
   Updated: 2020-05-23    RAS profile: 2020-01-06    
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Relations with other researchers

Works with:

Anagnostopoulou, Seraina (5)

Chalamandaris, George (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrianos Emmanouil Tsekrekos.

Is cited by:

Shang, Han Lin (6)

Bernales, Alejandro (4)

Guidolin, Massimo (4)

Kearney, Fearghal (3)

Galanti, Sébastien (3)

Lin, Hai (2)

Hayes, Dermot (2)

Corneo, Giacomo (2)

Hambusch, Gerhard (2)

Shackleton, Mark (2)

Glover, Kristoffer (2)

Cites to:

Pindyck, Robert (17)

merton, robert (14)

Vorst, Ton (10)

Ng, Serena (9)

Scholes, Myron (8)

Shackleton, Mark (8)

xu, xinzhong (7)

Dixit, Avinash (7)

villeneuve, stephane (6)

Kort, Peter (6)

Brennan, Michael (6)

Main data

Where Andrianos Emmanouil Tsekrekos has published?

Journals with more than one article published# docs
Journal of Economics2
European Journal of Operational Research2
Research in International Business and Finance2
Journal of Banking & Finance2
Journal of International Business Studies2

Recent works citing Andrianos Emmanouil Tsekrekos (2019 and 2018)

YearTitle of citing document
2017A Theoretical Approach to Supermarket Chain Investment in Urban Food Deserts. (2017). Weatherspoon, Dave ; Steele, Marie E. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258202.

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2018Technical Uncertainty in Real Options with Learning. (2018). Jaimungal, Sebastian ; Cartea, Alvaro ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:1803.05831.

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2018Central Bank Communication and the Yield Curve: A Semi-Automatic Approach using Non-Negative Matrix Factorization. (2018). Crayton, Ancil. In: Papers. RePEc:arx:papers:1809.08718.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2018Speculative Behavior in Vacant Land Development: Evidence for Real Options in Malaysia. (2018). Razak, Muhammad Zaim ; Mohamad, Azhar ; Khalid, Haniza. In: The Developing Economies. RePEc:bla:deveco:v:56:y:2018:i:4:p:245-266.

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2019Tonnage tax revisited: the case of Greece during a shipping crisis and an economic crisis period. (2019). Thanopoulou, Helen ; Panagiotou, Stelios. In: Working Papers. RePEc:bog:wpaper:266.

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2018An Entry Game with Learning and Market Competition. (2018). Ishida, Junichiro ; Mukherjee, Arijit ; Chen, Chia-Hui. In: ISER Discussion Paper. RePEc:dpr:wpaper:1043.

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2018Audit Quality, Firm Characteristics and Real Earnings Management: The Case of Listed Vietnamese Firms. (2018). Mai, Hoang Thi ; Khuong, Nguyen Vinh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-30.

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2017Modelling 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.

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2017Capacity 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.

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2018Valuation 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.

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2018Optimal patent policy in the presence of vertical separation. (2018). Jeon, Haejun ; Nishihara, Michi. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:682-697.

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2018Switching from oil to gas production in a depleting field. (2018). Fleten, Stein-Erik ; Nunes, Claudia ; Hagspiel, Verena ; Stein- Erik Fleten, ; Store, Kristian. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:710-719.

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2019The interaction of debt financing, cash grants and the optimal investment policy under uncertainty. (2019). Thiergart, Sascha ; Lukas, Elmar. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:284-299.

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2019Risk analysis beyond vulnerability and resilience – characterizing the defensibility of critical systems. (2019). Gutfraind, Alexander ; Bier, Vicki. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:626-636.

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2019Consistency between principal and agent with differing time horizons: Computing incentives under risk. (2019). Schosser, Josef. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1113-1123.

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2020American step options. (2020). De Temple, Jerome ; Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:363-385.

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2018Forecasting the term structure of option implied volatility: The power of an adaptive method. (2018). Niu, Linlin ; Han, Qian ; Chen, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:157-177.

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2017Production 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.

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2019Implied volatility term structure and exchange rate predictability. (2019). ORNELAS, JOSE ; Mauad, Roberto Baltieri ; Haas, Jose Renato. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1800-1813.

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2019Implied volatility surface predictability: The case of commodity markets. (2019). Sheenan, Lisa ; Shang, Han Lin ; Kearney, Fearghal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328.

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2019Accounting for tailings dam failures in the valuation of mining projects. (2019). Petter, Carlos ; Chen, Wen ; Langrene, Nicolas ; Armstrong, Margaret. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:14.

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2019The correlation structure in the international stock markets during global financial crisis. (2019). Mei, Dong-Cheng ; Gao, Hai-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002.

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2018Optimal DOL (degree of operating leverage) with investment and production flexibility. (2018). Sarkar, Sudipto. In: International Journal of Production Economics. RePEc:eee:proeco:v:202:y:2018:i:c:p:172-181.

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2019Does mandated RFID affect firm risk? The moderating role of top management team heterogeneity. (2019). , Eric. In: International Journal of Production Economics. RePEc:eee:proeco:v:210:y:2019:i:c:p:84-96.

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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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2018Market driven ship investment decision using the real option approach. (2018). Kou, Ying ; Luo, Meifeng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:118:y:2018:i:c:p:714-729.

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2019Wage and tax competitiveness: The case of Hellenic shipping. (2019). ZOMBANAKIS, GEORGE ; Anna, Merika ; George, Zombanakis . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:119:y:2019:i:c:p:255-270.

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2018Sustainable Value of Investment in Real Estate: Real Options Approach. (2018). Durica, Marek ; Svabova, Lucia ; Pinda, Ludovit ; Guttenova, Danuse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4665-:d:188810.

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2020American Step Options. (2019). Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome ; De Temple, Jerome. In: Post-Print. RePEc:hal:journl:halshs-02283374.

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2017A four-factor stochastic volatility model of commodity prices. (2017). Schone, Max F ; Spinler, Stefan. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9126-y.

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2018Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area. (2018). Trigeorgis, Lenos ; Sick, Gordon ; Paxson, Dean ; Hardouvelis, Gikas ; Alexakis, Panayiotis . In: Multinational Finance Journal. RePEc:mfj:journl:v:22:y:2018:i:1-2:p:1-33.

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2019The effects of asset liquidity on dynamic bankruptcy decisions. (2019). Shibata, Takashi ; Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1912.

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2020Keeping it within bounds: Regression analysis of proportions in international business. (2020). Villadsen, Anders R ; Wulff, Jesper N. In: Journal of International Business Studies. RePEc:pal:jintbs:v:51:y:2020:i:2:d:10.1057_s41267-019-00278-w.

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2020Integration-oriented strategies, host market corruption and the likelihood of foreign subsidiary exit from emerging markets. (2020). Beamish, Paul W ; Sartor, Michael A. In: Journal of International Business Studies. RePEc:pal:jintbs:v:51:y:2020:i:3:d:10.1057_s41267-019-00297-7.

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2020Hybrid nature of modern threats for cybersecurity and information security. (2020). Tsaruk, Oleksandr ; Korniiets, Maria. In: Smart Cities and Regional Development (SCRD) Journal. RePEc:pop:journl:v:4:y:2020:i:1:p:57-78.

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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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2020Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations. (2020). Yee, Jeremy ; Tarnopolskaya, Tanya ; Hinz, Juri. In: Annals of Operations Research. RePEc:spr:annopr:v:286:y:2020:i:1:d:10.1007_s10479-018-2910-3.

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2017Entry–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.

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2018Optimal pair-trading strategy over long/short/square positions—empirical study. (2018). Suzuki, Kiyoshi . In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:97-119.

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2017Strategic investment in innovation : Capacity and timing decisions under uncertainty. (2017). Huberts, Nick . In: Other publications TiSEM. RePEc:tiu:tiutis:6473e1df-9b8d-49ae-99f8-b4749a4dc924.

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2020When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements. (2020). Mohil, Soniya ; Patro, Archana ; Nayyar, Reena. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:1011-1029.

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2017A 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.

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Works by Andrianos Emmanouil Tsekrekos:

YearTitleTypeCited
2012Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights In: European Financial Management.
[Full Text][Citation analysis]		article7
2010The effect of mean reversion on entry and exit decisions under uncertainty In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2016Optimal switching decisions under stochastic volatility with fast mean reversion In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2018Real Options in Operations Research: A Review In: European Journal of Operational Research.
[Full Text][Citation analysis]		article7
2013Do firms that wish to be acquired manage their earnings? Evidence from major European countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2015Accounting quality, information risk and implied volatility around earnings announcements In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2004Strategic entry and market leadership in a two-player real options game In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2010Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2011How 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]		article6
2009Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article0
2014Applying 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]		article5
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]		article5
2017Accounting quality, information risk and the term structure of implied volatility around earnings announcements In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2011The Option to Change the Flag of a Vessel In: Chapters.
[Full Text][Citation analysis]		chapter4
2017Latent semantic analysis of the FOMC statements In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article1
2013Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options In: Computational Economics.
[Full Text][Citation analysis]		article1
2013Irreversible exit decisions under mean-reverting uncertainty In: Journal of Economics.
[Full Text][Citation analysis]		article3
2019Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance In: Journal of Economics.
[Full Text][Citation analysis]		article0
2018The Options Market Reaction to Bank Loan Announcements In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article0
2013Real 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]		article1
2019Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms) In: International Journal of Disclosure and Governance.
[Full Text][Citation analysis]		article0
2019Real options theory in international business In: Journal of International Business Studies.
[Full Text][Citation analysis]		article3
2019Correction to: Real options theory in international business In: Journal of International Business Studies.
[Full Text][Citation analysis]		article2
2017The effect of financial leverage on real and accrual-based earnings management In: Accounting and Business Research.
[Full Text][Citation analysis]		article1
2010The correlation structure of FX option markets before and since the financial crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2014Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2011Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3

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