Theoharry Grammatikos : Citation Profile


Are you Theoharry Grammatikos?

Université du Luxembourg

9

H index

9

i10 index

415

Citations

RESEARCH PRODUCTION:

18

Articles

18

Papers

RESEARCH ACTIVITY:

   38 years (1983 - 2021). See details.
   Cites by year: 10
   Journals where Theoharry Grammatikos has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 4 (0.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr465
   Updated: 2024-07-05    RAS profile: 2023-04-08    
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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 Theoharry Grammatikos.

Is cited by:

Tavlas, George (6)

Gibson, Heather (6)

Hall, Stephen (6)

Allegret, Jean-Pierre (5)

Perego, Erica (4)

Chouliaras, Andreas (4)

Fernandez Bariviera, Aurelio (4)

Rime, Dagfinn (4)

Spiegel, Mark (3)

Hodgkinson, Lynn (3)

Havranek, Tomas (3)

Cites to:

Berger, Allen (10)

Campbell, John (8)

Altman, Edward (7)

Roszbach, Kasper (5)

Lindé, Jesper (5)

Jacobson, Tor (5)

Dietsch, Michel (4)

Stulz, René (4)

DIETSCH, Michel (4)

Hilscher, Jens (4)

Pericoli, Marcello (4)

Main data


Where Theoharry Grammatikos has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
The Journal of Business3
Journal of Financial Research2
The Financial Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg4
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg4
EIF Working Paper Series / European Investment Fund (EIF)2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Theoharry Grammatikos (2024 and 2023)


YearTitle of citing document
2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447.

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2023Managerial sentiments, non-performing loans, and banks financial performance: A causal mediation approach. (2023). Saeed, Abubakr ; Iqbal, Javid. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003260.

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2023Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data. (2023). Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:989-997.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137.

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2023Study on the effect of sample size on type I error, in the first, second and first-two digits excessmad tests. (2023). Gouvea, Maria Aparecida ; de Araujo, Archibald. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:48:y:2023:i:c:s1467089522000513.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default. (2023). Formisano, Vincenzo ; Modina, Michele ; Santullli, Rosalia ; Gallucci, Carmen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09614-5.

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2023The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0.

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2023How Do Options Add Value? Evidence from the Convertible Bond Market*. (2023). Verwijmeren, Patrick ; Renjie, Rex Wang ; Lee, Inmoo. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:189-222..

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2023A novel approach to estimating the debt capacity of European SMEs. (2023). Reoakova, Maria ; Karas, Michal. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:2:p:551-581.

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2023Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies. (2023). Pu, Suan Hui ; Uluyol, Burhan ; Kanaparan, Geetha ; Shaturaev, Jakhongir. In: MPRA Paper. RePEc:pra:mprapa:119039.

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2023Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

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Works by Theoharry Grammatikos:


YearTitleTypeCited
2017Extreme Returns in the European financial crisis In: European Financial Management.
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article4
2014Extreme Returns in the European Financial Crisis.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4
paper
1986Intervalling Effects and the Hedging Performance of Foreign Currency Futures. In: The Financial Review.
[Citation analysis]
article1
1986The Information Value of Listing on the New York Stock Exchange. In: The Financial Review.
[Citation analysis]
article8
1986 Returns and Risks of U.S. Bank Foreign Currency Activities. In: Journal of Finance.
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article28
1986Returns and risks of U.S. bank foreign currency activities.(1986) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28
paper
1989RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE In: Journal of Financial Research.
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article6
1986MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS In: Journal of Financial Research.
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article22
2010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates In: LSF Research Working Paper Series.
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paper97
2012Market Perceptions of US and European Policy Actions Around the Subprime Crisis In: LSF Research Working Paper Series.
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paper6
2015Market perceptions of US and European policy actions around the subprime crisis.(2015) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 6
article
2014Market Perceptions of US and European Policy Actions Around the Subprime Crisis.(2014) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: LSF Research Working Paper Series.
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paper6
2013What lies behind the (Too-Small-To-Survive) banks? In: LSF Research Working Paper Series.
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paper0
2013What lies behind the “too-small-to-survive” banks?.(2013) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2016Pricing default risk: The good, the bad, and the anomaly In: Journal of Financial Stability.
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article8
2014Pricing Default Risk: The Good, The Bad, and The Anomaly.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2014Pricing Default Risk: The good, the bad, and the anomaly.(2014) In: EIF Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
1990Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations In: Journal of Banking & Finance.
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article4
1991Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986 In: Journal of Banking & Finance.
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article2
1993Risk premia and the ex-dividend stock price behavior : Empirical evidence In: Journal of Banking & Finance.
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article12
2016Forecasting distress in European SME portfolios In: Journal of Banking & Finance.
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article23
2014Forecasting Distress in European SME Portfolios.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2013Forecasting distress in European SME portfolios.(2013) In: EIF Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
1990Additions to bank loan-loss reserves : Good news or bad news? In: Journal of Monetary Economics.
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article39
1988Additions to bank loan-loss reserves: good news or bad news?.(1988) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2021Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry In: Journal of Financial Services Research.
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article5
2012On the long run economic performance of small economies In: DEM Discussion Paper Series.
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paper1
2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: DEM Discussion Paper Series.
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paper1
2013(Un)stable vertical collusive agreements In: DEM Discussion Paper Series.
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paper5
2013Forecasting distress in European SME portfolios In: DEM Discussion Paper Series.
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paper2
2013News Flow, Web Attention and Extreme Returns in the European Financial Crisis In: MPRA Paper.
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paper3
1986Futures Price Variability: A Test of Maturity and Volume Effects. In: The Journal of Business.
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article59
1989Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior. In: The Journal of Business.
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article30
1992Options Trading and the Bid-Ask Spread of the Underlying Stocks. In: The Journal of Business.
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article36
1983Stability and the hedging performance of foreign currency futures In: Journal of Futures Markets.
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article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team