9
H index
9
i10 index
420
Citations
Theoharry Grammatikos : Citation Profile
Université du Luxembourg | RESEARCH PRODUCTION: 18 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1983 - 2021). 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:
| Cites to:
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Main data
Where Theoharry Grammatikos has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 4 |
| The Journal of Business | 3 |
| Journal of Financial Research | 2 |
| The Financial Review | 2 |
Recent works citing Theoharry Grammatikos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Risk 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. Full description at Econpapers || Download paper |
| 2023 | Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447. Full description at Econpapers || Download paper |
| 2023 | Managerial 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. Full description at Econpapers || Download paper |
| 2024 | The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238. Full description at Econpapers || Download paper |
| 2023 | Contagion 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. Full description at Econpapers || Download paper |
| 2023 | Measuring 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. Full description at Econpapers || Download paper |
| 2023 | Modern 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. Full description at Econpapers || Download paper |
| 2023 | Study 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. Full description at Econpapers || Download paper |
| 2023 | Return–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. Full description at Econpapers || Download paper |
| 2023 | Financial 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | How 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.. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Cracking 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. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
Works by Theoharry Grammatikos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Extreme Returns in the European financial crisis In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2014 | Extreme Returns in the European Financial Crisis.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1986 | Intervalling Effects and the Hedging Performance of Foreign Currency Futures. In: The Financial Review. [Citation analysis] | article | 1 |
| 1986 | The Information Value of Listing on the New York Stock Exchange. In: The Financial Review. [Citation analysis] | article | 8 |
| 1986 | Returns and Risks of U.S. Bank Foreign Currency Activities. In: Journal of Finance. [Full Text][Citation analysis] | article | 29 |
| 1986 | Returns and risks of U.S. bank foreign currency activities.(1986) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 1989 | RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 6 |
| 1986 | MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 22 |
| 2010 | Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 98 |
| 2012 | Market Perceptions of US and European Policy Actions Around the Subprime Crisis In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Market perceptions of US and European policy actions around the subprime crisis.(2015) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2014 | Market 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 | |
| 2012 | The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | What lies behind the (Too-Small-To-Survive) banks? In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | What lies behind the “too-small-to-survive” banks?.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Pricing default risk: The good, the bad, and the anomaly In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 8 |
| 2014 | Pricing 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 | |
| 2014 | Pricing 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 | |
| 1990 | Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 1991 | Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 1993 | Risk premia and the ex-dividend stock price behavior : Empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2016 | Forecasting distress in European SME portfolios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 23 |
| 2014 | Forecasting Distress in European SME Portfolios.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2013 | Forecasting distress in European SME portfolios.(2013) In: EIF Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 1990 | Additions to bank loan-loss reserves : Good news or bad news? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 40 |
| 1988 | Additions to bank loan-loss reserves: good news or bad news?.(1988) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2021 | Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 5 |
| 2012 | On the long run economic performance of small economies In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | (Un)stable vertical collusive agreements In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Forecasting distress in European SME portfolios In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2013 | News Flow, Web Attention and Extreme Returns in the European Financial Crisis In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 1986 | Futures Price Variability: A Test of Maturity and Volume Effects. In: The Journal of Business. [Full Text][Citation analysis] | article | 61 |
| 1989 | Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior. In: The Journal of Business. [Full Text][Citation analysis] | article | 30 |
| 1992 | Options Trading and the Bid-Ask Spread of the Underlying Stocks. In: The Journal of Business. [Full Text][Citation analysis] | article | 36 |
| 1983 | Stability and the hedging performance of foreign currency futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team