Ilias Tsiakas : Citation Profile


Are you Ilias Tsiakas?

University of Guelph

10

H index

10

i10 index

582

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 30
   Journals where Ilias Tsiakas has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 12 (2.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts77
   Updated: 2024-01-16    RAS profile: 2023-10-10    
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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 Ilias Tsiakas.

Is cited by:

Sarno, Lucio (23)

Wang, Yudong (11)

Beckmann, Joscha (10)

Valente, Giorgio (10)

Zhang, Yaojie (10)

Wagner, Christian (9)

Schneider, Paul (8)

Sojli, Elvira (8)

MacDonald, Ronald (7)

Sakemoto, Ryuta (7)

Korobilis, Dimitris (7)

Cites to:

Sarno, Lucio (34)

Campbell, John (15)

West, Kenneth (14)

Rossi, Barbara (10)

Shiller, Robert (9)

Rogoff, Kenneth (9)

Della Corte, Pasquale (8)

Verdelhan, Adrien (8)

Hodrick, Robert (8)

Bekaert, Geert (7)

Timmermann, Allan (7)

Main data


Where Ilias Tsiakas has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Empirical Finance2
The Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis5
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Ilias Tsiakas (2024 and 2023)


YearTitle of citing document
2023Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023The carrot and the stock: In search of stock-market incentives for decarbonization. (2023). Evdokimova, Tatiana ; Fernandez, Oscar ; Millischer, Laurent. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001135.

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2023Exquisite workmanship through net-zero emissions? The effects of carbon emission trading policy on firms export product quality. (2023). Vigne, Samuel A ; Wang, Yizhi ; Kong, Qunxi ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001998.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023Does carbon emission of firms matter for Bank loans decision? Evidence from China. (2023). Wu, Haomin ; Tan, Wenhao ; Ren, Yajing ; Ding, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000728.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023How does green credit policy affect polluting firms dividend policy? The China experience. (2023). Li, Youwei ; Liu, Yangke ; Liao, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001473.

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2023The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225.

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2023Do macroeconomic variables drive exchange rates independently?. (2023). Piccotti, Louis R ; Li, Xiao ; Biswas, Rita. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007000.

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2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

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2023Does carbon emission of firms aggravate the risk of financial distress? Evidence from China. (2023). Tan, Wenhao ; Ding, Chenyang ; Song, Tiantian ; Li, Jingshan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004063.

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2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593.

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2023Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908.

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2023Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953.

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2023GHG emissions and firm performance: The role of CEO gender socialization. (2023). Homroy, Swarnodeep. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003016.

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2023Dissecting climate risks: Are they reflected in stock prices?. (2023). Skiadopoulos, George ; Matin, Rastin ; Faccini, Renato. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300153x.

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2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

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2023Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence. (2023). Furceri, Davide ; Choi, Sangyup ; Ciminelli, Gabriele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200167x.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Unveiling the influence of COVID-19 on the online retail market: A comprehensive exploration. (2023). Gomez-Gonzalez, Jose ; Muoz-Villamizar, Andrs ; Pardo-Jaramillo, Sergio. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:75:y:2023:i:c:s0969698923002898.

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2023Financial stress and returns predictability: Fresh evidence from China. (2023). Wang, Jianqiong ; Liang, Chao ; Xu, Yongan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300046x.

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2023A network analysis of the structure and dynamics of FX derivatives markets. (2023). Granados, Oscar M ; Ospina-Forero, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001048.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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2023Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Li, Sai-Ping ; Lu, Feng-Zhi ; Yang, Ming-Yuan ; Ren, Fei ; Chen, Zhang-Hangjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137.

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2023Can carbon emissions trading improve corporate total factor productivity?. (2023). Meng, Xiangwei ; Cheng, Zhonghua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:195:y:2023:i:c:s0040162523004766.

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2023Determinants of Corporate Fossil Energy Assets Impairment and Measurement of Stranded Assets Risk. (2023). Wen, Yang ; Wu, Chuanqing ; Zhao, Hao. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6340-:d:1230447.

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2023Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets. (2023). SYRIOPOULOS, THEODOROS ; Tsatsaronis, Michael ; Roumpis, Efthymios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6396-:d:1232518.

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2023What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies. (2023). Stengos, Thanasis ; Liu, Renliang. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09669-3.

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2023Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246..

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2023Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3.

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2023Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507.

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2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

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2023Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w.

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2023Essays in corporate finance and ESG. (2023). Wu, Zhenshu. In: Other publications TiSEM. RePEc:tiu:tiutis:fe6f9604-d0c5-46f3-9492-f358ba2f5787.

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2023Does Emissions Trading Scheme Induce Innovation and Carbon Leakage? Evidence from Japan. (2023). Arimura, Toshi H ; Sadayuki, Taisuke ; Lu, Guanyu. In: Working Papers. RePEc:wap:wpaper:2217.

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2023Stock returns and interest rate differential in high and low interest rate environments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1713-1728.

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2023Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187.

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2023Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122.

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2023Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

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2023Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822.

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2023Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614.

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2023Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791.

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Works by Ilias Tsiakas:


YearTitleTypeCited
2010THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS In: Journal of Financial Research.
[Full Text][Citation analysis]
article6
2007An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers.
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paper151
2009An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 151
article
2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
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paper39
2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 39
article
2004Analysis of the predictive ability of information accumulated over nights, weekends and holidays In: Econometric Society 2004 Australasian Meetings.
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paper1
2020Equity premium prediction and the state of the economy In: Journal of Empirical Finance.
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article10
2021Volatility cascades in cryptocurrency trading In: Journal of Empirical Finance.
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article4
2017Equity premium prediction: The role of economic and statistical constraints In: Journal of Financial Markets.
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article43
2016Equity Premium Prediction: The Role of Economic and Statistical Constraints.(2016) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43
paper
2021Economic fundamentals and the long-run correlation between exchange rates and commodities In: Global Finance Journal.
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article0
2008Overnight information and stochastic volatility: A study of European and US stock exchanges In: Journal of Banking & Finance.
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article36
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
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article49
2014Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 49
paper
2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance.
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article107
2015Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107
paper
2016What drives international portfolio flows? In: Journal of International Money and Finance.
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article60
2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
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This paper has nother version. Agregated cites: 60
paper
2023On the Direction of Causality between Business and Financial Cycles In: JRFM.
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article0
2015Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? In: The Journal of Financial Econometrics.
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article50
2014Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2006Periodic Stochastic Volatility and Fat Tails In: The Journal of Financial Econometrics.
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article26

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