12
H index
16
i10 index
537
Citations
Athens University of Economics and Business (AUEB) | 12 H index 16 i10 index 537 Citations RESEARCH PRODUCTION: 37 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY: 22 years (1999 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psp77 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Spyros Spyrou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Behavioral Finance | 5 |
International Review of Financial Analysis | 4 |
Applied Economics Letters | 3 |
Journal of Economic Studies | 3 |
Journal of Economic Behavior & Organization | 2 |
Journal of Banking & Finance | 2 |
Applied Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 17 |
Year | Title of citing document |
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2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper |
2023 | ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper |
2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper |
2023 | COVID-19 pandemic and herd behavior: Evidence from a frontier market. (2023). Giang, Thi Huong ; Bakry, Walid ; Nguyen, Huu Manh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000217. Full description at Econpapers || Download paper |
2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper |
2023 | Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197. Full description at Econpapers || Download paper |
2023 | Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857. Full description at Econpapers || Download paper |
2023 | Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694. Full description at Econpapers || Download paper |
2023 | Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133. Full description at Econpapers || Download paper |
2023 | The European Central Bank and green finance: How would the green quantitative easing affect the investors behavior during times of crisis?. (2023). Vigne, Samuel ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004148. Full description at Econpapers || Download paper |
2023 | Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753. Full description at Econpapers || Download paper |
2023 | Short-selling and mutual fund herding: The Chinese evidence. (2023). Xiang, Cheng ; Feng, Lixuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006936. Full description at Econpapers || Download paper |
2023 | Rule improvements and irrational characteristics of herd behaviour–The effects of SMT policy. (2023). Lin, Chunyan ; Fu, Pengju ; Liu, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005470. Full description at Econpapers || Download paper |
2023 | The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025. Full description at Econpapers || Download paper |
2023 | Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541. Full description at Econpapers || Download paper |
2023 | Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48. Full description at Econpapers || Download paper |
2023 | The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US. (2023). Makrychoriti, Panagiota ; Guesmi, Khaled ; Spyrou, Spyros. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:610-628. Full description at Econpapers || Download paper |
2023 | Social influence pressures and the risk preferences of aspiring financial market professionals. (2023). Tsang, Desmond ; Singer, Zvi ; Pruijssers, Jorien Louise. In: Journal of Accounting Education. RePEc:eee:joaced:v:62:y:2023:i:c:s0748575122000628. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper |
2023 | The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300. Full description at Econpapers || Download paper |
2023 | Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586. Full description at Econpapers || Download paper |
2023 | Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x. Full description at Econpapers || Download paper |
2023 | Investigating financial decision-making when facing skewed distributions of return: A survey study in Vietnam. (2023). Phan, Truc ; Jones, Kirsten ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:318-329. Full description at Econpapers || Download paper |
2023 | Peer effects in financial economics: A literature survey. (2023). Jarjir, Souad Lajili ; Boubaker, Sabri ; Ali-Rind, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002598. Full description at Econpapers || Download paper |
2023 | Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685. Full description at Econpapers || Download paper |
2023 | Beliefs that provide a foundation for heuristics and biases in financial decision-making. (2023). Madrazo-Lemaroy, Pilar ; Moya-Ponce, Claudine. In: Cuadernos de Gestión. RePEc:ehu:cuader:61302. Full description at Econpapers || Download paper |
2023 | Overreaction in a Frontier Market: Evidence from the Ho Chi Minh Stock Exchange. (2023). Doan, Nhien Tuyet ; Friday, Swint H ; Cao, Giang Ngan ; Truong, Loc Dong. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:58-:d:1110999. Full description at Econpapers || Download paper |
2023 | How a Short-Lived Rumor of Residential Redevelopment Disturbs a Local Housing Market: Evidence from Hangzhou, China. (2023). Yang, Shangming ; Yu, Xiaofen ; Liu, Qingling ; Fan, Hongyi ; Zhang, Yanjiang. In: Land. RePEc:gam:jlands:v:12:y:2023:i:2:p:518-:d:1074552. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z. Full description at Econpapers || Download paper |
2023 | Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020. (2023). Pacheco, Luis ; Lobo, Julio ; Costa, Tania. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00194-4. Full description at Econpapers || Download paper |
2023 | The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955. Full description at Econpapers || Download paper |
2023 | Behavioral Finance and how its Behavioral Biases Affect German Investors. (2023). Schulz, Bastian. In: ACTA VSFS. RePEc:prf:journl:v:17:y:2023:i:1:p:39-59. Full description at Econpapers || Download paper |
2023 | Monetary policy and herding behaviour in the ZAR market. (2023). Sibande, Xolani. In: Working Papers. RePEc:rbz:wpaper:11053. Full description at Econpapers || Download paper |
2023 | Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions. (2023). Zahid, Nida ; Mazhar, Abdul Rafae ; Hameed, Raja Mazhar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:257-267. Full description at Econpapers || Download paper |
2023 | Herding Behavior in Frontier Nordic Countries. (2023). Arina, Ivasiuc. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:21-41:n:1. Full description at Econpapers || Download paper |
2023 | The stability and downside risk to contrarian profits: Evidence from the S&P 500. (2023). Skerratt, Len ; Kiselev, Egor ; Forbes, William. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:733-750. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model In: Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
2005 | Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 34 |
2005 | Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
1999 | Common Stochastic Trends in Emerging Equity Markets In: Manchester School. [Full Text][Citation analysis] | article | 7 |
2017 | Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2017 | Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2008 | Short-term patterns in government bond returns following market shocks: International evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2008 | Short-term patterns in government bond returns following market shocks: International evidence.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2011 | Are broad market shocks anticipated by investors? Evidence from major equity and index options markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2016 | Herd behavior and equity market liquidity: Evidence from major markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 30 |
2016 | Herd behavior and equity market liquidity: Evidence from major markets.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2016 | Bond market investor herding: Evidence from the European financial crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 24 |
2016 | Bond market investor herding: Evidence from the European financial crisis.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2016 | Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 37 |
2016 | Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2015 | Herding on fundamental information: A comparative study In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 83 |
2015 | Herding on fundamental information: A comparative study.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2018 | The impact of conventional and unconventional monetary policy on expectations and sentiment In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
2018 | The impact of conventional and unconventional monetary policy on expectations and sentiment.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2020 | Monetary policy and herd behavior: International evidence In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 9 |
2020 | An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 11 |
2010 | Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
2014 | Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2004 | Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange In: Ekonomia. [Citation analysis] | article | 0 |
2013 | Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
2021 | The impact of monetary policy on income inequality: evidence from Eurozone markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2013 | Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 8 |
2013 | Herding in financial markets: a review of the literature In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 11 |
2020 | Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2016 | The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Herding in financial markets: a review of the literature In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 59 |
2016 | The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
2011 | Informed trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print. [Citation analysis] | paper | 0 |
2012 | Trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print. [Citation analysis] | paper | 0 |
2012 | Trading before stock price shocks: An empirical analysis using stock option trading volume.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange In: Post-Print. [Citation analysis] | paper | 16 |
2007 | Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange.(2007) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2006 | Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? In: Post-Print. [Citation analysis] | paper | 5 |
2006 | The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach In: Post-Print. [Citation analysis] | paper | 2 |
2006 | The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2003 | Profits From Buying Losers And Selling Winners In The London Stock Exchange In: Post-Print. [Citation analysis] | paper | 2 |
2014 | Trading in option contracts before large price changes: A comparative study of US and UK markets In: Post-Print. [Citation analysis] | paper | 1 |
2019 | Could Market Making be Profitable in The European Carbon Market? In: Post-Print. [Citation analysis] | paper | 2 |
2009 | Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios In: International Journal of Decision Sciences, Risk and Management. [Full Text][Citation analysis] | article | 0 |
2005 | Index Futures Trading and Spot Price Volatility In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 9 |
2016 | Sovereign CDS Spread Determinants and Spill-Over Effects In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 28 |
2003 | Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2007 | Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2001 | Stock returns and inflation: evidence from an emerging market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
2009 | Time-variation in the value premium and the CAPM: evidence from European markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2012 | Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
2001 | Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
2004 | Are stocks a good hedge against inflation? evidence from emerging markets In: Applied Economics. [Full Text][Citation analysis] | article | 27 |
1999 | Financial liberalization or financial repression? The case of the Greek equity market In: Journal of Balkan and Near Eastern Studies. [Full Text][Citation analysis] | article | 0 |
2011 | Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2020 | The Impact of Unconventional Monetary Policy Shocks on Energy Prices In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
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