Athanasios Sakkas : Citation Profile

Are you Athanasios Sakkas?

Athens University of Economics and Business (AUEB)

5

H index

5

i10 index

101

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 12
   Journals where Athanasios Sakkas has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (0.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa2050
   Updated: 2024-04-18    RAS profile: 2023-11-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sutcliffe, Charles (2)

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

Is cited by:

Sutcliffe, Charles (4)

Demirer, Riza (3)

Shen, Dehua (2)

Walther, Thomas (2)

GUPTA, RANGAN (2)

Wong, Wing-Keung (2)

Nguyen, Duc Khuong (2)

Bartram, Söhnke (2)

Kumar, Satish (2)

Aysan, Ahmet (2)

Huynh, Luu Duc Toan (1)

Cites to:

Campbell, John (22)

Viceira, Luis (10)

Ang, Andrew (8)

Zhou, Guofu (7)

Bekaert, Geert (7)

Engle, Robert (6)

Goyal, Amit (6)

Fama, Eugene (5)

Pedersen, Lasse (5)

West, Kenneth (5)

French, Kenneth (5)

Main data

Where Athanasios Sakkas has published?

Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading2

Recent works citing Athanasios Sakkas (2024 and 2023)

YearTitle of citing document
2023The Russia–Ukraine conflict and investor psychology in financial markets. (2023). Humaira, Umme ; Chowdhury, Emon Kalyan. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:3:p:388-405.

Full description at Econpapers || Download paper

2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

Full description at Econpapers || Download paper

2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

Full description at Econpapers || Download paper

2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

Full description at Econpapers || Download paper

2023Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x.

Full description at Econpapers || Download paper

2023A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181.

Full description at Econpapers || Download paper

2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

Full description at Econpapers || Download paper

2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

Full description at Econpapers || Download paper

2023On Valuation and Investments of Pension Plans in Discrete Incomplete Markets. (2023). Blontzou, Evmorfia ; Anthropelos, Michail. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:103-:d:1162050.

Full description at Econpapers || Download paper

2023Mapping the venture capital and private equity research: a bibliometric review and future research agenda. (2023). Pandey, Nitesh ; Lim, Weng Marc ; Kumar, Satish ; Cumming, Douglas. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:1:d:10.1007_s11187-022-00684-9.

Full description at Econpapers || Download paper

2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

Full description at Econpapers || Download paper

2023Impact of COVID-19 Pandemic on Financial Markets: a Global Perspective. (2023). Ullah, Sabeeh. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00970-7.

Full description at Econpapers || Download paper

2023Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492.

Full description at Econpapers || Download paper

2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

Full description at Econpapers || Download paper

Works by Athanasios Sakkas:

YearTitleTypeCited
2017Dynamic Asset Allocation with Liabilities In: European Financial Management.
[Full Text][Citation analysis]		article4
2019Harmful diversification: Evidence from alternative investments In: The British Accounting Review.
[Full Text][Citation analysis]		article15
2017Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020What drives Bitcoin’s price crash risk? In: Economics Letters.
[Full Text][Citation analysis]		article24
2023Climate uncertainty and marginal climate capital needs In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Intraday time series momentum: Global evidence and links to market characteristics In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2019The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article16
2020Factor based commodity investing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2015Stock market dispersion, the business cycle and expected factor returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2017Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2019The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2019Financial firm bankruptcies, international stock markets, and investor sentiment In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team