6
H index
4
i10 index
171
Citations
National and Kapodistrian University of Athens (50% share) | 6 H index 4 i10 index 171 Citations RESEARCH PRODUCTION: 27 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Spyros Papathanasiou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 4 |
European Research Studies Journal | 2 |
Journal of Asset Management | 2 |
Sustainability | 2 |
Working Papers Series with more than one paper published | # docs |
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Finance / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2024 | PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964. Full description at Econpapers || Download paper |
2024 | Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105. Full description at Econpapers || Download paper |
2024 | Sectoral Performance of ESG Enabled Stocks during COVID-19 Pandemic in the Indian Stock Market. (2024). Jindal, Padmini ; Olasiuk, Hanna ; Kalyani, Sushil ; Arora, Geetika ; Sharma, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-25. Full description at Econpapers || Download paper |
2024 | Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158. Full description at Econpapers || Download paper |
2024 | Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431. Full description at Econpapers || Download paper |
2024 | From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper |
2024 | Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Yan ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354. Full description at Econpapers || Download paper |
2024 | Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743. Full description at Econpapers || Download paper |
2024 | Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters. (2024). Ali, Shoaib ; Wang, YI ; Ayaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002561. Full description at Econpapers || Download paper |
2024 | ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets. (2024). Dai, Zhifeng ; Liu, Xinheng ; Yang, MI ; Hu, Juan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003359. Full description at Econpapers || Download paper |
2024 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper |
2024 | LNG freight rate and LNG price, carbon price, geopolitical risk: A dynamic connectedness analysis. (2024). Chen, Yanhui ; Zhou, Xiaoyu ; Mi, Jackson Jinhong. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224012908. Full description at Econpapers || Download paper |
2024 | Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173. Full description at Econpapers || Download paper |
2024 | Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677. Full description at Econpapers || Download paper |
2024 | From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets. (2024). Yousaf, Imran ; Ali, Shoaib ; Khattak, Muhammad Sualeh ; Naveed, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012710. Full description at Econpapers || Download paper |
2024 | Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223. Full description at Econpapers || Download paper |
2024 | Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903. Full description at Econpapers || Download paper |
2024 | Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005324. Full description at Econpapers || Download paper |
2024 | Is style drift informative? Evidence from mutual funds in China. (2024). Lv, Zi-Xu ; Zhang, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008535. Full description at Econpapers || Download paper |
2024 | The ESG-efficient frontier under ESG rating uncertainty. (2024). Chibane, Messaoud ; Joubrel, Mathieu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009115. Full description at Econpapers || Download paper |
2024 | Environmental, social and governance performance and equity mispricing: Does embedded information mediation matter?. (2024). Yang, Zhonghai ; Li, Yingmei ; Song, Pingting ; Xu, Meng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009528. Full description at Econpapers || Download paper |
2024 | How green screening influences risk transmission among stock-bond indices: Insight into the dependence structure. (2024). Pan, Zhijie ; Zheng, Yanting ; Xu, Dandan ; Wang, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011759. Full description at Econpapers || Download paper |
2024 | Carbon VIX: A case of decarbonized SPACs. (2024). Vulanovic, Milos ; Piljak, Vanja ; Tinoco, Mario Hernandez ; Dimic, Nebojsa. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013898. Full description at Econpapers || Download paper |
2024 | Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449. Full description at Econpapers || Download paper |
2024 | Tail risk intersection between tech-tokens and tech-stocks. (2024). Tiwari, Aviral ; Sarker, Provash ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000619. Full description at Econpapers || Download paper |
2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper |
2024 | The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933. Full description at Econpapers || Download paper |
2024 | Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703. Full description at Econpapers || Download paper |
2024 | FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies. (2024). Yousaf, Imran ; Ali, Shoaib ; Naveed, Muhammad ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013028. Full description at Econpapers || Download paper |
2024 | Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428. Full description at Econpapers || Download paper |
2024 | Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371. Full description at Econpapers || Download paper |
2024 | Contagion between investor sentiment and green bonds in China during the global uncertainties. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bhuiyan, Faruk ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:469-484. Full description at Econpapers || Download paper |
2024 | Do market conditions affect interconnectedness pattern of socially responsible equities?. (2024). Anwer, Zaheer ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Paltrinieri, Andrea. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:611-630. Full description at Econpapers || Download paper |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
2024 | Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars. (2024). Horváth, Matúš ; Horvath, Matu ; Gyonyor, Lucie Stank. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000229. Full description at Econpapers || Download paper |
2024 | Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000710. Full description at Econpapers || Download paper |
2024 | Investment modeling between energy futures and responsible investment. (2024). Sawarn, Ujjawal ; Nandan, Tanuj ; Soni, Rajat Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001661. Full description at Econpapers || Download paper |
2024 | Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes. (2024). de Boyrie, Maria E ; Pavlova, Ivelina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002496. Full description at Econpapers || Download paper |
2025 | Comparing the resilience of socially responsible and SIN investment during the COVID-19 pandemic. (2025). Corbet, Shaen ; Meehan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003301. Full description at Econpapers || Download paper |
2025 | Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets. (2025). Demir, Ender ; Assaf, Ata ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003891. Full description at Econpapers || Download paper |
2025 | “Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276. Full description at Econpapers || Download paper |
2024 | Environmental-, social-, and governance-related factors for business investment and sustainability: a scientometric review of global trends. (2024). Ahmad, Hadiqa ; Yaqub, Muhammad ; Lee, Seung Hwan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-023-02921-x. Full description at Econpapers || Download paper |
2024 | A look into sustainable development goal amidst technological innovation, financial development and natural resources: a symmetry and asymmetry analyses. (2024). Emir, FIRAT ; Khan, Nazakat-Ullah ; Udemba, Edmund Ntom ; Hussain, Sadam. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:5:d:10.1007_s10668-023-03576-4. Full description at Econpapers || Download paper |
2024 | Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x. Full description at Econpapers || Download paper |
2025 | Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0. Full description at Econpapers || Download paper |
2024 | Unveiling Portfolio Resilience: Harnessing Asymmetric Copulas for Dynamic Risk Assessment in the Knowledge Economy. (2024). Li, Xia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01503-6. Full description at Econpapers || Download paper |
2024 | International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024. (2024). Azra, Zaimovic ; Rijad, Belija ; Almira, Arnaut-Berilo. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:1:p:96-112:n:1007. Full description at Econpapers || Download paper |
2024 | Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes. (2024). Nair, Ajithakumari Vijayappan ; Jayachandran, Ambili ; Thomas, Ann Susan. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:5:p:4428-4453. Full description at Econpapers || Download paper |
2024 | In search of light in the darkness: What can we learn from ethical, sustainable and green investments?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Ahmed, Ali. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1451-1495. Full description at Econpapers || Download paper |
2024 | Do cryptocurrencies integrate with the indices of equity, sustainability, clean energy, and crude oil? A wavelet coherency approach. (2024). Jayaraman, Sivakumar Vepur ; Annamalaisamy, Bhuvaneskumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3372-3392. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19? In: Economic Notes. [Full Text][Citation analysis] | article | 3 |
2020 | The static and dynamic connectedness of environmental, social, and governance investments: International evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 68 |
2022 | Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
2022 | Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2022 | Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2022 | Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2024 | Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2023 | Estimation of value at risk for copper In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2022 | Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 19 |
In: . [Full Text][Citation analysis] | article | 2 | |
2021 | The connectedness between Sukuk and conventional bond markets and the implications for investors In: International Journal of Islamic and Middle Eastern Finance and Management. [Full Text][Citation analysis] | article | 6 |
2019 | Adjusting for risk factors in mutual fund performance and performance persistence In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 1 | |
2006 | Testing Technical Anomalies in Athens Stock Exchange (ASE) In: European Research Studies Journal. [Full Text][Citation analysis] | article | 2 |
2014 | An Investigation of Cointegration and Casualty Relationships between the PIIGS€™ Stock Markets In: European Research Studies Journal. [Full Text][Citation analysis] | article | 1 |
2022 | Bubble in Carbon Credits during COVID-19: Financial Instability or Positive Impact (“Minsky” or “Social”)? In: JRFM. [Full Text][Citation analysis] | article | 1 |
2021 | Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT In: Mathematics. [Full Text][Citation analysis] | article | 0 |
2022 | Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2022 | Deconstruction of the Green Bubble during COVID-19 International Evidence In: Sustainability. [Full Text][Citation analysis] | article | 3 |
2020 | Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 1 |
2024 | A trade-off between sustainability ratings and volatility in portfolio hedging strategies In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Winemaking Sector in Greece: An Accounting-Based Approach In: International Journal of Corporate Finance and Accounting (IJCFA). [Full Text][Citation analysis] | article | 0 |
2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19 In: Journal of Asset Management. [Full Text][Citation analysis] | article | 6 |
2024 | Do ESG fund managers pump and dump the stocks in their portfolios? European evidence In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
2024 | The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2022 | On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market In: Operational Research. [Full Text][Citation analysis] | article | 0 |
2022 | Are Policy Stances Consistent with the Global GHG Emission Persistence? In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription In: Finance. [Full Text][Citation analysis] | paper | 2 |
2005 | The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange In: Finance. [Full Text][Citation analysis] | paper | 8 |
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