Timotheos Angelidis : Citation Profile

University of the Peloponnese

12

H index

15

i10 index

460

Citations

RESEARCH PRODUCTION:

25

Articles

16

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 21
   Journals where Timotheos Angelidis has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 16 (3.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan135
   Updated: 2025-12-20    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sakkas, Athanasios (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Timotheos Angelidis.

Is cited by:

Degiannakis, Stavros (44)

Filis, George (19)

Floros, Christos (13)

Chlebus, Marcin (8)

Louzis, Dimitrios (7)

Miralles Quirós, José (6)

Sakowski, Pawel (5)

Gabrielsen, Alexandros (5)

Mateus, Cesario (5)

Buczyński, Mateusz (5)

GUPTA, RANGAN (5)

Cites to:

Degiannakis, Stavros (39)

Giot, Pierre (35)

Laurent, Sébastien (31)

Bollerslev, Tim (25)

French, Kenneth (23)

Campbell, John (21)

Engle, Robert (19)

Diebold, Francis (17)

Fama, Eugene (15)

Kilian, Lutz (14)

Schwert, G. (12)

Main data

Where Timotheos Angelidis has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
Journal of Banking & Finance3
Applied Financial Economics2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Working Papers / University of Crete, Department of Economics2
Working Papers / Bank of Greece2

Recent works citing Timotheos Angelidis (2025 and 2024)

YearTitle of citing document
2025Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401.

Full description at Econpapers || Download paper

2025Time-Series Foundation Model for Value-at-Risk Forecasting. (2025). Kanniainen, Juho ; Pasricha, Puneet ; Goel, Anubha. In: Papers. RePEc:arx:papers:2410.11773.

Full description at Econpapers || Download paper

2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

Full description at Econpapers || Download paper

2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

Full description at Econpapers || Download paper

2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

Full description at Econpapers || Download paper

2025Does carbon news influence carbon prices?–Taking Chinas carbon market as an example. (2025). Sun, Tao ; Zhang, Heng-Guo. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029810.

Full description at Econpapers || Download paper

2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

Full description at Econpapers || Download paper

2024Building a sustainable future: The role of corporate social responsibility in climate policy uncertainty management. (2024). Nguyen, Tien ; Vo, Hong ; Phan, Hieu V. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012035.

Full description at Econpapers || Download paper

2024Investor traps: Funds launched during booms. (2024). Liu, Xinxin ; Xu, Quanyi ; Qin, Qirui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746.

Full description at Econpapers || Download paper

2024The role of passive effects in the relationship between active management and short-term performance: Evidence from mutual fund portfolio holdings. (2024). Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001375.

Full description at Econpapers || Download paper

2025The spillover effects of the Binance Incident on financial markets: A study based on machine learning approach. (2025). Qi, Jiajun ; Feng, Lingbing ; Wang, Wei ; Liu, YE. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014120.

Full description at Econpapers || Download paper

2025Institutional joint shareholding, digital transformation and corporate ESG performance. (2025). Hu, Yaoxing ; Yang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324013655.

Full description at Econpapers || Download paper

2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

Full description at Econpapers || Download paper

2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

Full description at Econpapers || Download paper

2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

Full description at Econpapers || Download paper

2024Volatility-managed portfolios in the Chinese equity market. (2024). Li, Junye ; Wang, Chuyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003263.

Full description at Econpapers || Download paper

2024Analyzing the nature of fund selection measures: Stock picking or trading skill?. (2024). Liao, Wen-Ju ; Lin, Wanling ; Sun, Ping-Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000899.

Full description at Econpapers || Download paper

2024Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431.

Full description at Econpapers || Download paper

2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

Full description at Econpapers || Download paper

2025Liquidity spillover and investment strategy construction among Chinese green financial markets. (2025). Zhou, Yueyi ; Gao, Yang ; Zhao, Wandi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000061.

Full description at Econpapers || Download paper

2025The components of tracking error, interim trading and mutual fund performance. (2025). de Mingo-Lpez, Diego Vctor ; Matalln-Sez, Juan Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000371.

Full description at Econpapers || Download paper

2025Unforeseen benefits: Can ESG enhance corporate access to commercial credit financing?. (2025). Yang, Xiaodong ; Shira, Ruba Khalid ; Dang, Lan Phuong ; Hao, PU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005282.

Full description at Econpapers || Download paper

2025The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595.

Full description at Econpapers || Download paper

2025Non-Pecuniary Risk, ESG Ratings, and Expected Stock Returns. (2025). Simlai, Prodosh Eugene. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7482-:d:1727482.

Full description at Econpapers || Download paper

2024GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks. (2024). Buczyński, Mateusz ; Buczynski, Mateusz ; Chlebus, Marcin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10390-7.

Full description at Econpapers || Download paper

2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518.

Full description at Econpapers || Download paper

2024Efficient portfolios and extreme risks: a Pareto–Dirichlet approach. (2024). Courtois, Olivier ; Xu, Xia. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-023-05507-y.

Full description at Econpapers || Download paper

2025“Does institutional shareholder activism benefit the monitoring firm?”. (2025). Anvekar, Priyanka ; Kumar, Kiran. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00587-7.

Full description at Econpapers || Download paper

Works by Timotheos Angelidis:

YearTitleTypeCited
2009The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article10
2006The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2010Idiosyncratic Risk in Emerging Markets In: The Financial Review.
[Full Text][Citation analysis]		article14
2013Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Oil price shocks and volatility do predict stock market regimes In: Working Papers.
[Full Text][Citation analysis]		paper1
2007Backtesting VaR Models: An Expected Shortfall Approach In: Working Papers.
[Full Text][Citation analysis]		paper14
2008Idiosyncratic volatility and equity returns: UK evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2010Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2014Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2012Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2021The economic gain of being small in the mutual fund industry: U.S. and international evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2023Climate uncertainty and marginal climate capital needs In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023The disappearing profitability of volatility-managed equity factors In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2015US stock market regimes and oil price shocks In: Global Finance Journal.
[Full Text][Citation analysis]		article39
2015US stock market regimes and oil price shocks.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2008Volatility forecasting: Intra-day versus inter-day models In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article34
2008Volatility forecasting: Intra-day versus inter-day models.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2024World ESG performance and economic activity In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2010The efficiency of Greek public pension fund portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2013Revisiting mutual fund performance evaluation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article36
2012Revisiting Mutual Fund Performance Evaluation.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2015Stock market dispersion, the business cycle and expected factor returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2025Predicting commodity returns: Time series vs. cross sectional prediction models In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2009Idiosyncratic risk matters! A regime switching approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
2005Modeling risk for long and short trading positions In: Journal of Risk Finance.
[Full Text][Citation analysis]		article8
2005Modeling Risk for Long and Short Trading Positions.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2007A robust VaR model under different time periods and weighting schemes In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article32
2007A Robust VaR Model under Different Time Periods and Weighting Schemes.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2008Value-at-Risk for Greek Stocks In: Multinational Finance Journal.
[Full Text][Citation analysis]		article3
2014Global Style Portfolios Based on Country Indices In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2007Backtesting VaR Models: A Τwo-Stage Procedure In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2007Backtesting VaR Models: A Τwo-Stage Procedure.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
Backtesting VaR models:a two-stage procedure.() In: Journal of Risk Model Validation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2008Volatility forecasting: intra-day vs. inter-day models In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2004The Use of GARCH Models in VaR Estimation In: MPRA Paper.
[Full Text][Citation analysis]		paper104
2014Global portfolio management under state dependent multiple risk premia In: Proceedings of Economics and Finance Conferences.
[Full Text][Citation analysis]		paper9
2006Liquidity adjusted value-at-risk based on the components of the bid-ask spread In: Applied Financial Economics.
[Full Text][Citation analysis]		article19
2007Does idiosyncratic risk matter? Evidence from European stock markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2017Global Equity Country Allocation: An Application of Factor Investing In: Financial Analysts Journal.
[Full Text][Citation analysis]		article5
2008MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article11
2009ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION In: New Mathematics and Natural Computation (NMNC).
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team