Spyros Spyrou : Citation Profile


Are you Spyros Spyrou?

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.
   Cites by year: 24
   Journals where Spyros Spyrou has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 8 (1.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp77
   Updated: 2024-01-16    RAS profile: 2023-04-06    
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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 Spyros Spyrou.

Is cited by:

Gabauer, David (10)

Chatziantoniou, Ioannis (7)

Gebka, Bartosz (7)

Verousis, Thanos (6)

GUPTA, RANGAN (6)

Caporale, Guglielmo Maria (5)

Gil-Alana, Luis (5)

Plastun, Alex (5)

Andrikopoulos, Panagiotis (5)

Maghyereh, Aktham (5)

Stefanescu, Razvan (5)

Cites to:

Fratzscher, Marcel (16)

Shleifer, Andrei (15)

French, Kenneth (12)

Fama, Eugene (11)

Lo Duca, Marco (10)

welch, ivo (9)

Reinhart, Carmen (9)

Baker, Malcolm (9)

Giannoni, Marc (8)

Hwang, Soosung (8)

Vishny, Robert (8)

Main data


Where Spyros Spyrou has published?


Journals with more than one article published# docs
Review of Behavioral Finance5
International Review of Financial Analysis4
Applied Economics Letters3
Journal of Economic Studies3
Journal of Economic Behavior & Organization2
Journal of Banking & Finance2
Applied Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17

Recent works citing Spyros Spyrou (2024 and 2023)


YearTitle of citing document
2023Fiscal 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.

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2023ECB 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.

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2023Emotions 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.

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2023COVID-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.

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2023Intentional 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.

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2023Stochastic 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.

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2023Laplacian-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.

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2023Animal 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.

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2023Herding 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.

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2023The 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.

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2023Market 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.

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2023Short-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.

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2023Rule 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.

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2023The 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.

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2023Dimensions 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.

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2023Anti-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.

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2023The 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.

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2023Social 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.

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2023Dynamic 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.

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2023The 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.

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2023Herding 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.

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2023Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x.

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2023Investigating 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.

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2023Peer 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.

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2023Institutional 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.

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2023Beliefs 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.

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2023Overreaction 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.

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2023How 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.

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2023.

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2023Sentimental 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.

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2023Reassessing 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.

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2023The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955.

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2023Behavioral 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.

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2023Monetary policy and herding behaviour in the ZAR market. (2023). Sibande, Xolani. In: Working Papers. RePEc:rbz:wpaper:11053.

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2023Herding 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.

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2023Herding 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.

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2023The 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.

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Works by Spyros Spyrou:


YearTitleTypeCited
2010Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model In: Accounting and Finance.
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article5
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange In: European Financial Management.
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article34
2005Contrarian 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
1999Common Stochastic Trends in Emerging Equity Markets In: Manchester School.
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article7
2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis In: Energy Economics.
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article11
2017Contagion, 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
2008Short-term patterns in government bond returns following market shocks: International evidence In: International Review of Financial Analysis.
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article5
2008Short-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
2011Are broad market shocks anticipated by investors? Evidence from major equity and index options markets In: International Review of Financial Analysis.
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article2
2016Herd behavior and equity market liquidity: Evidence from major markets In: International Review of Financial Analysis.
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article30
2016Herd behavior and equity market liquidity: Evidence from major markets.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2016Bond market investor herding: Evidence from the European financial crisis In: International Review of Financial Analysis.
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article24
2016Bond market investor herding: Evidence from the European financial crisis.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach In: Journal of Financial Stability.
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article37
2016Sovereign 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
2015Herding on fundamental information: A comparative study In: Journal of Banking & Finance.
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article83
2015Herding on fundamental information: A comparative study.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 83
paper
2018The impact of conventional and unconventional monetary policy on expectations and sentiment In: Journal of Banking & Finance.
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article33
2018The 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
2020Monetary policy and herd behavior: International evidence In: Journal of Economic Behavior & Organization.
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article9
2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach In: Journal of Economic Behavior & Organization.
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article11
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article18
2014Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance.
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article6
2004Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange In: Ekonomia.
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article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
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article1
2021The impact of monetary policy on income inequality: evidence from Eurozone markets In: Journal of Economic Studies.
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article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
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article8
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
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article11
2020Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets In: Review of Behavioral Finance.
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article0
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
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article0
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
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article59
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
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article4
2011Informed trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
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paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
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paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange In: Post-Print.
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paper16
2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange.(2007) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 16
article
2006Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? In: Post-Print.
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paper5
2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach In: Post-Print.
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paper2
2006The 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.
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This paper has nother version. Agregated cites: 2
article
2003Profits From Buying Losers And Selling Winners In The London Stock Exchange In: Post-Print.
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paper2
2014Trading in option contracts before large price changes: A comparative study of US and UK markets In: Post-Print.
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paper1
2019Could Market Making be Profitable in The European Carbon Market? In: Post-Print.
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paper2
2009Measuring 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.
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article0
2005Index Futures Trading and Spot Price Volatility In: Journal of Emerging Market Finance.
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article9
2016Sovereign CDS Spread Determinants and Spill-Over Effects In: Proceedings of International Academic Conferences.
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paper28
2003Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong In: Applied Economics Letters.
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article6
2007Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange In: Applied Economics Letters.
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article0
2001Stock returns and inflation: evidence from an emerging market In: Applied Economics Letters.
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article12
2009Time-variation in the value premium and the CAPM: evidence from European markets In: Applied Financial Economics.
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article1
2012Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks In: Applied Financial Economics.
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article8
2001Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis In: Applied Economics.
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article11
2004Are stocks a good hedge against inflation? evidence from emerging markets In: Applied Economics.
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article27
1999Financial liberalization or financial repression? The case of the Greek equity market In: Journal of Balkan and Near Eastern Studies.
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article0
2011Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets.
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article8
2020The Impact of Unconventional Monetary Policy Shocks on Energy Prices In: World Scientific Book Chapters.
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chapter1

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