Timotheos Angelidis : Citation Profile

Are you Timotheos Angelidis?

University of the Peloponnese

12

H index

13

i10 index

426

Citations

RESEARCH PRODUCTION:

23

Articles

14

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 21
   Journals where Timotheos Angelidis has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 16 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan135
   Updated: 2024-11-04    RAS profile: 2024-07-05    
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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 (36)

Filis, George (16)

Floros, Christos (9)

Chlebus, Marcin (8)

Louzis, Dimitrios (7)

Miralles Quirós, José (6)

Sakowski, Pawel (5)

Gabrielsen, Alexandros (5)

Ślepaczuk, Robert (5)

Zagaglia, Paolo (4)

Liu, Zhuoshi (4)

Cites to:

Degiannakis, Stavros (35)

Giot, Pierre (32)

Laurent, Sébastien (27)

French, Kenneth (22)

Bollerslev, Tim (20)

Campbell, John (19)

Engle, Robert (18)

Diebold, Francis (16)

Fama, Eugene (14)

Subrahmanyam, Avanidhar (11)

Schwert, G. (11)

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, Germany9
Working Papers / Bank of Greece2
Working Papers / University of Crete, Department of Economics2

Recent works citing Timotheos Angelidis (2024 and 2023)

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

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2023A corrected Clarke test for model selection and beyond. (2023). Min, Aleksey ; Fermanian, Jean-David ; Bruck, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:105-132.

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2023The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892.

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

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x.

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2023Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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

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

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

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Liquidity spillovers in the global stock markets: Lessons for risk management. (2023). Marquez, Vicente A ; Ferreira, Guillermo ; Muoz, Jorge A. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000911.

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2023Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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2023Decoupling VaR and regulatory capital: an examination of practitioners’ experience of market risk regulation. (2023). Killian, Sheila ; Cummins, Mark ; McCullagh, Orla. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:3:d:10.1057_s41261-022-00199-z.

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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]		article9
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: 9		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]		article16
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]		article17
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: 17		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]		article0
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]		article0
2015US stock market regimes and oil price shocks In: Global Finance Journal.
[Full Text][Citation analysis]		article37
2015US stock market regimes and oil price shocks.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2008Volatility forecasting: Intra-day versus inter-day models In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article33
2008Volatility forecasting: Intra-day versus inter-day models.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2024World ESG performance and economic activity In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
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]		article34
2012Revisiting Mutual Fund Performance Evaluation.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2015Stock market dispersion, the business cycle and expected factor returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
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]		article7
2005Modeling Risk for Long and Short Trading Positions.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2007A robust VaR model under different time periods and weighting schemes In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article31
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: 31		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]		paper3
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
In: .
[Full Text][Citation analysis]		article0
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

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