5
H index
3
i10 index
315
Citations
University of Essex | 5 H index 3 i10 index 315 Citations RESEARCH PRODUCTION: 6 Articles 4 Papers RESEARCH ACTIVITY: 13 years (2008 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvl13 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Essex Finance Centre Working Papers / University of Essex, Essex Business School | 4 |
Year | Title of citing document |
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2023 | Investor attention and the use of leverage. (2023). Peltomaki, Jarkko ; Davydov, Denis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:287-313. Full description at Econpapers || Download paper |
2023 | Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294. Full description at Econpapers || Download paper |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper |
2023 | Information demand density matters: Evidence from the post-earnings announcement drift. (2023). Zhang, Yongjie ; Shen, Dehua ; Dowling, Michael ; Chu, Gang. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000042. Full description at Econpapers || Download paper |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper |
2023 | Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x. Full description at Econpapers || Download paper |
2023 | A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530. Full description at Econpapers || Download paper |
2023 | Discovering 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. Full description at Econpapers || Download paper |
2023 | Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310. Full description at Econpapers || Download paper |
2023 | Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81. Full description at Econpapers || Download paper |
2023 | Air 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. Full description at Econpapers || Download paper |
2023 | What drives biased odds in sports betting markets: Bettors’ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270. Full description at Econpapers || Download paper |
2023 | Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The influences of information demand and supply on stock price synchronicity. (2023). Lin, Fu-Lai ; Lee, Cheng-Few ; Chen, Yu-Fen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01183-y. Full description at Econpapers || Download paper |
2023 | Gambling on Momentum in Contests. (2023). Singleton, Carl ; de Angelis, Luca ; Deutscher, Christian ; Otting, Marius. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-08. Full description at Econpapers || Download paper |
2023 | Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (2023). Reade, James J ; de Angelis, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7. Full description at Econpapers || Download paper |
2023 | Economic analysis through alternative data and big data techniques: what do they tell about Brazil?. (2023). Paiva, Carlos Augusto ; Ekel, Petr Iakovlevitch ; Liborio, Matheus Pereira. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00387-z. Full description at Econpapers || Download paper |
2023 | COSTLY INFORMATION AND SOVEREIGN RISK. (2023). Stangebye, Zachary R ; Gu, Grace Weishi. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1397-1429. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Information demand and stock market volatility In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 217 |
2021 | Stock market volatility and jumps in times of uncertainty In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2020 | Stock market volatility and jumps in times of uncertainty.(2020) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | Information demand and stock return predictability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 26 |
2019 | Oil Price Uncertainty and the Macroeconomy In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Oil price uncertainty as a predictor of stock market volatility In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Measuring Oil Price Shocks In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
2008 | Nonlinear modelling of European football scores using support vector machines In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2016 | Corridor Volatility Risk and Expected Returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
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