Nikolaos Vlastakis : Citation Profile

Are you Nikolaos Vlastakis?

University of Essex

4

H index

3

i10 index

185

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 15
   Journals where Nikolaos Vlastakis has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 2 (1.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvl13
   Updated: 2021-02-20    RAS profile: 2021-01-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolaos Vlastakis.

Is cited by:

LINTON, OLIVER (4)

Fantazzini, Dean (4)

Panagiotidis, Theodore (3)

Dimpfl, Thomas (3)

Ramos, Sofia (3)

Rajcaniova, Miroslava (3)

Singleton, Carl (3)

Veiga, Helena (3)

Takeda, Fumiko (3)

Panagiotidis, Theodore (3)

Kancs, d'Artis (3)

Cites to:

Bollerslev, Tim (7)

Diebold, Francis (5)

Vaughan Williams, Leighton (5)

Wolfers, Justin (4)

Zitzewitz, Eric (4)

Paton, David (4)

Engle, Robert (3)

Peel, David (3)

Schwert, G. (3)

welch, ivo (3)

French, Kenneth (3)

Main data

Where Nikolaos Vlastakis has published?

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School4

Recent works citing Nikolaos Vlastakis (2021 and 2020)

YearTitle of citing document
2020Bookmakers mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break. (2020). Winkelmann, David ; Deutscher, Christian. In: Papers. RePEc:arx:papers:2008.05417.

Full description at Econpapers || Download paper

2020Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145.

Full description at Econpapers || Download paper

2020Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526.

Full description at Econpapers || Download paper

2021Online Salience and Charitable Giving: Evidence from SMS Donations. (2021). Talavera, Oleksandr ; Scharf, Kimberley ; Perroni, Carlo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:536.

Full description at Econpapers || Download paper

2020Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-12.

Full description at Econpapers || Download paper

2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

Full description at Econpapers || Download paper

2020Searching for a better life: Predicting international migration with online search keywords. (2020). Stöhr, Tobias ; Gröger, André ; Stohr, Tobias ; Groger, Andre ; Bohme, Marcus H. In: Journal of Development Economics. RePEc:eee:deveco:v:142:y:2020:i:c:s0304387819304900.

Full description at Econpapers || Download paper

2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

Full description at Econpapers || Download paper

2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

Full description at Econpapers || Download paper

2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

Full description at Econpapers || Download paper

2020A conditional fuzzy inference approach in forecasting. (2020). Verousis, Thanos ; Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216.

Full description at Econpapers || Download paper

2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

Full description at Econpapers || Download paper

2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

Full description at Econpapers || Download paper

2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

Full description at Econpapers || Download paper

2020Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China. (2020). Xiong, Xiong ; Feng, XU ; Zhang, Wei ; Chen, Shuning. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319309353.

Full description at Econpapers || Download paper

2020Internet search volumes of UK banks during the crisis: The role of banking structure and business model. (2020). , Ivo. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302308.

Full description at Econpapers || Download paper

2020Parimutuel betting on the eSports duels: Evidence of the reverse favourite-longshot bias. (2020). Dagaev, Dmitry ; Stoyan, Egor. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300660.

Full description at Econpapers || Download paper

2020The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data. (2020). Zhang, Hongwei ; Tang, Jing ; Huang, Jianbai. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719306038.

Full description at Econpapers || Download paper

2020A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418.

Full description at Econpapers || Download paper

2020The impact of Russian sanctions on the return of agricultural commodity futures in the EU. (2020). Klomp, Jeroen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305781.

Full description at Econpapers || Download paper

2020Internet search intensity, liquidity and returns in emerging markets. (2020). Truong, Phuong ; Shim, Jungwook ; Hoang, Lai ; Nguyen, Cuong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306130.

Full description at Econpapers || Download paper

2020Predictive power of web search behavior in five ASEAN stock markets. (2020). Thas, Hassanudin Mohd ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307433.

Full description at Econpapers || Download paper

2020Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis. (2020). Sadaqat, Mohsin ; Ashraf, Badar Nadeem ; Shear, Falik. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:2-:d:466308.

Full description at Econpapers || Download paper

2021Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review. (2021). Cortis, Dominic. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:22-:d:478780.

Full description at Econpapers || Download paper

2020Investor Attention from Internet Search Volume and Underreaction to Earnings Announcements in Korea. (2020). Han, Jaehee ; Kim, Ryumi ; Chae, Joon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9358-:d:443168.

Full description at Econpapers || Download paper

2020Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data. (2020). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Capema, Giulio. In: Working Papers. RePEc:jrs:wpaper:202004.

Full description at Econpapers || Download paper

2020Insider trading around auto recalls: Does investor attention matter?. (2020). Geiger, Marshall A ; Kumas, Abdullah ; Keskek, Sami ; Gokalp, Omer N. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00866-9.

Full description at Econpapers || Download paper

2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

Full description at Econpapers || Download paper

2020Building stock market resilience through digital transformation: using Google trends to analyze the impact of COVID-19 pandemic. (2020). Liu, Wenting ; Guan, Chong ; Ding, Ding. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00089-z.

Full description at Econpapers || Download paper

2020Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach. (2020). Swamy, Vighneswara ; Dharani, M. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-019-00185-9.

Full description at Econpapers || Download paper

2020Volatility forecasts embedded in the prices of crude‐oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159.

Full description at Econpapers || Download paper

2021Online Salience and Charitable Giving : Evidence from SMS Donations. (2021). Talavera, Oleksandr ; Scharf, Kimberley ; Perroni, Carlo. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1325.

Full description at Econpapers || Download paper

Works by Nikolaos Vlastakis:

YearTitleTypeCited
2012Information demand and stock market volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article136
2018Information demand and stock return predictability In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2019Oil Price Uncertainty and the Macroeconomy In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Oil price uncertainty as a predictor of stock market volatility In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Measuring Oil Price Shocks In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Stock market volatility and jumps in times of uncertainty In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
[Full Text][Citation analysis]		article31
2008Nonlinear modelling of European football scores using support vector machines In: Applied Economics.
[Full Text][Citation analysis]		article3
2016Corridor Volatility Risk and Expected Returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team