Nikolaos Vlastakis : Citation Profile


Are you Nikolaos Vlastakis?

University of Essex

3

H index

2

i10 index

145

Citations

RESEARCH PRODUCTION:

5

Articles

1

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 14
   Journals where Nikolaos Vlastakis has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 2 (1.36 %)

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   Permalink: http://citec.repec.org/pvl13
   Updated: 2020-05-16    RAS profile: 2019-06-12    
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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 Nikolaos Vlastakis.

Is cited by:

Fantazzini, Dean (4)

LINTON, OLIVER (4)

Krištoufek, Ladislav (3)

Takeda, Fumiko (3)

AOUADI, AMAL (3)

Panagiotidis, Theodore (3)

Panagiotidis, Theodore (3)

Dimpfl, Thomas (3)

Wang, Qingwei (2)

Singleton, Carl (2)

Teulon, Frédéric (2)

Cites to:

Bollerslev, Tim (7)

Vaughan Williams, Leighton (5)

Diebold, Francis (5)

Wolfers, Justin (4)

Zitzewitz, Eric (4)

Paton, David (4)

welch, ivo (3)

Peel, David (3)

Engle, Robert (3)

Campbell, John (3)

Markellos, Raphael (3)

Main data


Where Nikolaos Vlastakis has published?


Recent works citing Nikolaos Vlastakis (2019 and 2018)


YearTitle of citing document
2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, T. In: Russian Journal of Industrial Economics. RePEc:ach:journl:y:2019:id:724.

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2019Investors` attention and American depository receipts pricing: evidence from Indian stocks. (2019). Babu, Sarath A. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2019:p:381-386.

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2018Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:55-82.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

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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.

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2018Information demand and stock market liquidity: International evidence. (2018). Roubaud, David ; AROURI, Mohamed ; Aouadi, Amal. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2019Liquidity pull-back and predictability of government security yield volatility. (2019). Sasidharan, Subash ; Chundakkadan, Radeef. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:124-132.

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2019Noise traders and smart money: Evidence from online searches. (2019). Belvaux, Bertrand ; Zouaoui, Mohamed ; Herve, Fabrice. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149.

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2018Can Google econometrics predict unemployment? Evidence from Spain. (2018). Gonzalez-Fernandez, Marcos ; Gonzalez-Velasco, Carmen. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:42-45.

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2019Information demand and cryptocurrency market activity. (2019). Urquhart, Andrew ; Moutsianas, Konstantinos ; Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303556.

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

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2017Google search keywords that best predict energy price volatility. (2017). Afkhami, Mohamad ; Ghoddusi, Hamed ; Cormack, Lindsey. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:17-27.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Does investor attention to energy stocks exhibit power law?. (2018). Ranjan, Ravi Prakash ; Bhattachharyya, Malay. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:573-582.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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2019Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:208-220.

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2017How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs. (2017). Tang, Wenbin ; Zhu, Lili . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:38-50.

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2019The behaviour of betting and currency markets on the night of the EU referendum. (2019). LINTON, OLIVER ; Auld, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:371-389.

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2019Efficiency of online football betting markets. (2019). De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:712-721.

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2018Ambiguities in valuing information technology firms: Do internet searches help?. (2018). Chang, Young Bong ; Kwon, Youngok . In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:260-269.

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2019Production and dissemination of corporate information in social media: A review. (2019). Luo, Yan ; Li, Yutao ; Lei, Lijun. In: Journal of Accounting Literature. RePEc:eee:joacli:v:42:y:2019:i:c:p:29-43.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2019Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India. (2019). Biswal, Pratap Chandra ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:501-507.

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2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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2017Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks. (2017). Takeda, Fumiko ; Masuda, Motoki ; Adachi, Yuta. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:243-257.

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2018The puzzling media effect in the Chinese stock market. (2018). Huang, Tzu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:129-146.

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2019Investors’ financial attention frequency and trading activity. (2019). Lu, Jing ; Cai, Wenwu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301684.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2017Stock return and volatility reactions to information demand and supply. (2017). Moussa, Faten ; Benouda, Olfa ; ben Ouda, Olfa ; Delhoumi, Ezzeddine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:54-67.

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2017The use of open source internet to analysis and predict stock market trading volume. (2017). Moussa, Faten ; Delhoumi, Ezzeddine ; Benouda, Olfa ; ben Ouda, Olfa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:399-411.

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2018Investor sentiment, soccer games and stock returns. (2018). Dimic, Nebojsa ; Aijo, Janne ; Orlov, Vitaly ; Neudl, Manfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:90-98.

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2018Investor attention to market categories and market volatility: The case of emerging markets. (2018). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:532-546.

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2019Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis. (2019). Takeda, Fumiko ; Swamy, Vighneswara ; Dharani, M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:1-17.

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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.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_14.

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2018Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2018). LeRoy, Stephen ; Lansing, Kevin ; Ma, Jun. In: Working Paper Series. RePEc:fip:fedfwp:2018-14.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2019Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: CeMMAP working papers. RePEc:ifs:cemmap:01/18.

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2017Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Morimoto, Takayuki ; Kawasaki, Yoshinori. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9228-z.

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2019Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models. (2019). Lu, Shan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9262-5.

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2019Investor sentiment and aggregate stock returns: the role of investor attention. (2019). Park, Jung Chul ; Darrat, Ali F ; Mbanga, Cedric. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0753-2.

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2019Public attention to environmental issues and stock market returns. (2019). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: MAGKS Papers on Economics. RePEc:mar:magkse:201922.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-10.

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2017The Impact of Attention to News about Tax Changes on the Stock Market. (2017). Stejskalova, Jolana. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065062113.

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2017Nowcasting Building Permits with Google Trends. (2017). Pincheira, Pablo ; Coble, David. In: MPRA Paper. RePEc:pra:mprapa:76514.

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2018Chance or Ability? The Efficiency of the Football Betting Market Revisited. (2018). Rebeggiani, Luca ; Gross, Johannes. In: MPRA Paper. RePEc:pra:mprapa:87230.

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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, Timofey. In: MPRA Paper. RePEc:pra:mprapa:93544.

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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: MPRA Paper. RePEc:pra:mprapa:95992.

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2019Impact of Behavioural Attention on the Households’ Foreign Currency Savings as a Response to the External Macroeconomic Shocks. (2019). Korab, Petr ; Kapounek, Svatopluk ; Deltuvaite, Vilma. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2019:y:2019:i:2:id:690:p:155-177.

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2018Media attention and crude oil volatility: Is there any new news in the newspaper?. (2018). Clements, Adam ; Aromi, J. Daniel. In: NCER Working Paper Series. RePEc:qut:auncer:2018_01.

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2019Information, prices and efficiency in an online betting market. (2019). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-10.

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2019Informational efficiency and price reaction within in-play prediction markets. (2019). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-20.

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2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13.

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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372.

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2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

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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.

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2017Internet big data and capital markets: a literature review. (2017). Ye, Minjian ; Li, Guangzhong. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0056-y.

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2018Investors’ attention and overpricing of IPO: an empirical study on China’s growth enterprise market. (2018). Huang, Hailiang ; Zhang, Yingying ; Li, Yanhong . In: Information Systems and e-Business Management. RePEc:spr:infsem:v:16:y:2018:i:4:d:10.1007_s10257-017-0351-1.

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2018How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns. (2018). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:139-169.

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2017Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:12.

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2017Trigger Warning: The Causal Impact of Gun Ownership on Suicide. (2017). McQuoid, Alexander ; Vitt, David C ; Sawyer, Stephen ; Moore, Charles. In: Departmental Working Papers. RePEc:usn:usnawp:55.

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2018Forecasting using alternative measures of model†free option†implied volatility. (2018). Izzeldin, Marwan ; Yao, Xingzhi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:2:p:199-218.

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2018Chance or Ability? The Efficiency of the Football Betting Market Revisited. (2018). Rebeggiani, Luca ; Gross, Johannes. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181563.

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Works by Nikolaos Vlastakis:


YearTitleTypeCited
2012Information demand and stock market volatility In: Journal of Banking & Finance.
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article112
2018Information demand and stock return predictability In: Journal of International Money and Finance.
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article5
2019Oil Price Uncertainty and the Macroeconomy In: Essex Finance Centre Working Papers.
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paper0
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
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article22
2008Nonlinear modelling of European football scores using support vector machines In: Applied Economics.
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article3
2016Corridor Volatility Risk and Expected Returns In: Journal of Futures Markets.
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article3

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