9
H index
9
i10 index
436
Citations
Theoharry Grammatikos : Citation Profile
Université du Luxembourg | RESEARCH PRODUCTION: 19 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Note on pre-taxation reported data by UK FTSE-listed companies. A search for Benfords laws compatibility. (2025). Ausloos, Marcel ; Sastroredjo, Probowo Erawan ; Khrennikova, Polina. In: Papers. RePEc:arx:papers:2509.09415. Full description at Econpapers || Download paper |
| 2025 | Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Ciocchetta, Federica ; Pietrosanti, Stefano ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25. Full description at Econpapers || Download paper |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
| 2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper |
| 2024 | The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. 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 |
| 2025 | The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992. Full description at Econpapers || Download paper |
| 2024 | Stronger relationships higher risk? Credit risk evaluation based on SMEs network microstructure. (2024). Cen, Wanjun ; Lin, Junqin ; Wei, Lijian. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000840. Full description at Econpapers || Download paper |
| 2025 | Financial distress likelihood of European SMEs in times of economic policy uncertainty: The role of family ownership and performance aspirations. (2025). Requejo, Ignacio ; Hawach, Fadi. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005058. Full description at Econpapers || Download paper |
| 2024 | A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545. Full description at Econpapers || Download paper |
| 2024 | The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496. Full description at Econpapers || Download paper |
| 2024 | The informational impact of prudential regulations. (2024). Vadasz, Tamas ; Ma, Kebin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000196. Full description at Econpapers || Download paper |
| 2024 | Credit scoring: Does XGboost outperform logistic regression?A test on Italian SMEs. (2024). Zedda, Stefano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001909. Full description at Econpapers || Download paper |
| 2025 | In Pursuit of Samuelson for Commodity Futures: How to Parameterize and Calibrate the Term Structure of Volatilities. (2025). Galeeva, Roza. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:13-:d:1704304. Full description at Econpapers || Download paper |
| 2024 | Lessons from the Demise of the Brent Crude Oil Futures Contract on the Singapore Exchange. (2024). Lim, Wui Boon ; Ding, David K. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:252-:d:1417893. Full description at Econpapers || Download paper |
| 2025 | Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025. Full description at Econpapers || Download paper |
| 2024 | A multi-criteria approach to evolve sparse neural architectures for stock market forecasting. (2024). Hafiz, Faizal ; Broekaert, Jan ; Torre, Davide ; Swain, Akshya. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05715-6. 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 | 30 |
| 1986 | Returns and risks of U.S. bank foreign currency activities.(1986) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 103 |
| 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 | 7 |
| 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 | 27 |
| 2014 | Forecasting Distress in European SME Portfolios.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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: 27 | paper | |
| 1990 | Additions to bank loan-loss reserves : Good news or bad news? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 41 |
| 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: 41 | 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 | 7 |
| 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 | 63 |
| 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 |
| 2018 | “Too‐Small‐To‐Survive” versus “Too‐Big‐To‐Fail” banks: The two sides of the same coin In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] | article | 0 |
| 1983 | Stability and the hedging performance of foreign currency futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
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