6
H index
4
i10 index
368
Citations
University of East Anglia | 6 H index 4 i10 index 368 Citations RESEARCH PRODUCTION: 7 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 4 |
| Year | Title of citing document |
|---|---|
| 2024 | A Comparison between Financial and Gambling Markets. (2024). Popov, Valentin ; Donovan, Carl ; Liu, Haoyu. In: Papers. RePEc:arx:papers:2409.13528. Full description at Econpapers || Download paper |
| 2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper |
| 2025 | Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2505.01543. Full description at Econpapers || Download paper |
| 2025 | How digitalization can shape markets: the case of sports betting. (2025). Vandenbruaene, Jonas ; Annaert, Jan ; de Ceuster, Marc. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:644-673. Full description at Econpapers || Download paper |
| 2024 | Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995. 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 |
| 2025 | Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811. Full description at Econpapers || Download paper |
| 2024 | Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043. Full description at Econpapers || Download paper |
| 2024 | Low-carbon movement and stock market uncertainty: Insights from international comparisons between fossil fuel companies. (2024). Benlemlih, Mohammed ; Peillex, Jonathan ; el Ouadghiri, Imane ; Platania, Federico ; Hernandez, Celina Toscano. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004547. Full description at Econpapers || Download paper |
| 2025 | Investor–firm interactions versus investor–investor interactions: Which enhances investor learning better?. (2025). Zhu, Xiaoye ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003722. Full description at Econpapers || Download paper |
| 2025 | What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673. Full description at Econpapers || Download paper |
| 2024 | Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650. Full description at Econpapers || Download paper |
| 2024 | Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170. Full description at Econpapers || Download paper |
| 2025 | YouTube view count, investor attention and stock returns. (2025). Jang, Jaehee ; Jun, Sang-Gyung. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007142. Full description at Econpapers || Download paper |
| 2025 | Attention to biodiversity and stock returns. (2025). Kaabia, Olfa ; el Ouadghiri, Imane ; Hernandez, Celina Toscano ; Platania, Federico ; Peillex, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007877. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty and narrative R&D disclosures. (2024). Kim, Sehee ; Jung, Keumah. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013199. Full description at Econpapers || Download paper |
| 2025 | Beyond the headlines: Sentiment divergence and financial distress. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000535. Full description at Econpapers || Download paper |
| 2025 | The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000870. Full description at Econpapers || Download paper |
| 2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
| 2024 | Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends. (2024). Mullner, Jakob ; Puhr, Harald. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000935. Full description at Econpapers || Download paper |
| 2024 | Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227. Full description at Econpapers || Download paper |
| 2024 | Social forecasting: Online social opinion and the cross-section of stock returns. (2024). Liang, Yuheng ; Zhu, Mengnan ; Yuan, Kaibin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001525. Full description at Econpapers || Download paper |
| 2024 | Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373. Full description at Econpapers || Download paper |
| 2024 | Financial market spillovers and investor attention to the Russia-Ukraine war. (2024). Yang, Wanyi ; Zhang, Yuqian ; Li, Zhaohua ; Hu, Baiding. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005136. Full description at Econpapers || Download paper |
| 2024 | The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466. Full description at Econpapers || Download paper |
| 2025 | Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies. (2025). de Peretti, Christian ; Ghaddab, Sarra ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003672. Full description at Econpapers || Download paper |
| 2025 | Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Zdemir, Mehmet Ozan ; Aras, Serkan ; Ilgin, Cihan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213. Full description at Econpapers || Download paper |
| 2024 | Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010. Full description at Econpapers || Download paper |
| 2025 | Stock Market Trend Prediction Using Deep Learning Approach. (2025). Al-Khasawneh, Mahmoud Ahmad ; Raza, Asif ; Ur, Saif ; Khan, Zia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10714-1. Full description at Econpapers || Download paper |
| 2024 | Book-to-market effect and product life cycle. (2024). Huang, Alex ; Yu, Dan-Liou ; Wang, Yanzhi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01270-8. Full description at Econpapers || Download paper |
| 2024 | Investor attention and environmental performance of Chinese high-tech companies: the moderating effects of media attention and coverage sentiment. (2024). Chen, Yanpeng ; Mai, Wenjun. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03489-1. Full description at Econpapers || Download paper |
| 2025 | The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return. (2025). Klomp, Jeroen. In: PLOS ONE. RePEc:plo:pone00:0314677. Full description at Econpapers || Download paper |
| 2024 | Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Deutscher, Christian ; Makarewicz, Tomasz ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97. Full description at Econpapers || Download paper |
| 2025 | Assessing the influence of cryptocurrencies on financial market stability. (2025). Metzger, Martina ; Farroukh, Arafet ; Mzoughi, Hela. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:2:d:10.1007_s40822-024-00284-w. Full description at Econpapers || Download paper |
| 2024 | Google search volume index and investor attention in stock market: a systematic review. (2024). Arteaga-Sanchez, Rocio ; Gonzalvez-Gallego, Nicolas ; Ayala, Maria Jose. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00606-y. Full description at Econpapers || Download paper |
| 2024 | Do searches on Google help in deterring property crime? Evidence from Indian states. (2024). Jha, Saakshi ; Bhushan, Sunny. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01694-9. Full description at Econpapers || Download paper |
| 2024 | Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market. (2024). Phong, Nguyen Dang ; Thu, Hoai Nguyen ; Thi, Duc Dang ; Huong, Anh Nguyen ; van Phuoc, Nguyen. In: Economics and Business Review. RePEc:vrs:ecobur:v:10:y:2024:i:1:p:30-56:n:9. Full description at Econpapers || Download paper |
| 2024 | A New Index of Option Implied Absolute Deviation. (2024). Dotsis, George. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1543-1555. Full description at Econpapers || Download paper |
| 2025 | From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?. (2025). Yang, Lu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:143-157. Full description at Econpapers || Download paper |
| 2025 | The Variance Risk Premium Over Trading and Nontrading Periods. (2025). Dotsis, George ; Papagelis, Lucas. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:752-770. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Information demand and stock market volatility In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 257 |
| 2021 | Stock market volatility and jumps in times of uncertainty In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 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: 11 | paper | |
| 2018 | Information demand and stock return predictability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
| 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 |
| 2021 | The impact of ICT diffusion on sovereign cost of debt In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 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 | 58 |
| 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 | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team