Andrianos Emmanouil Tsekrekos : Citation Profile

Are you Andrianos Emmanouil Tsekrekos?

Athens University of Economics and Business (AUEB)

5

H index

3

i10 index

78

Citations

RESEARCH PRODUCTION:

22

Articles

1

Chapters

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 5
   Journals where Andrianos Emmanouil Tsekrekos has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (8.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts65
   Updated: 2019-02-13    RAS profile: 2019-02-06    
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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:

Guidolin, Massimo (4)

Galanti, Sébastien (3)

Corneo, Giacomo (2)

Hambusch, Gerhard (2)

Hayes, Dermot (2)

Glover, Kristoffer (2)

Shackleton, Mark (2)

Insley, Margaret (2)

guo, biao (2)

Zacharias, Eleftherios (2)

DA FONSECA, José (2)

Cites to:

Pindyck, Robert (17)

merton, robert (12)

Vorst, Ton (10)

Ng, Serena (9)

Shackleton, Mark (8)

Scholes, Myron (7)

xu, xinzhong (7)

Brennan, Michael (6)

Dixit, Avinash (6)

Wu, Liuren (6)

Bai, Jushan (6)

Main data

Where Andrianos Emmanouil Tsekrekos has published?

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

Recent works citing Andrianos Emmanouil Tsekrekos (2018 and 2017)

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). Al-Aradi, Ali ; Jaimungal, Sebastian ; Cartea, Alvaro. 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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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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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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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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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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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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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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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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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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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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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]		article5
2010The effect of mean reversion on entry and exit decisions under uncertainty In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article16
2016Optimal switching decisions under stochastic volatility with fast mean reversion In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2018Real Options in Operations Research: A Review In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
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]		article13
2010Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
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]		article3
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]		article4
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]		chapter3
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
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
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]		article1
2014Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2011Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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