Athanasios Sakkas : Citation Profile

Athens University of Economics and Business (AUEB)

5

H index

5

i10 index

139

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 15
   Journals where Athanasios Sakkas has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 1 (0.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa2050
   Updated: 2025-12-20    RAS profile: 2024-09-07    
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Relations with other researchers

Works with:

Urquhart, Andrew (3)

Angelidis, Timotheos (2)

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

Is cited by:

Sutcliffe, Charles (6)

Urquhart, Andrew (4)

Demirer, Riza (3)

GUPTA, RANGAN (3)

Sakemoto, Ryuta (3)

Shen, Dehua (3)

Matkovskyy, Roman (2)

Nguyen, Duc Khuong (2)

JAWADI, Fredj (2)

Walther, Thomas (2)

Angelidis, Timotheos (2)

Cites to:

Campbell, John (22)

Urquhart, Andrew (10)

Ang, Andrew (10)

Viceira, Luis (10)

Zhou, Guofu (8)

Bekaert, Geert (7)

West, Kenneth (7)

Goyal, Amit (7)

Fama, Eugene (6)

Engle, Robert (6)

Hirshleifer, David (5)

Main data

Where Athanasios Sakkas has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading2

Recent works citing Athanasios Sakkas (2025 and 2024)

YearTitle of citing document
2024Family business origin and investment preference: An empirical study of imprinting theory. (2024). Liu, Guanchun ; Zhang, Suge ; Cheng, Chen. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001300.

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2025From zero to hero: Memecoins’ spillover effects in cryptocurrency markets. (2025). Perdichizzi, Salvatore ; Galati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002186.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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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.

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2024Corporate strategy and stock price crash risk. (2024). Zhao, Zhichao ; Zhang, Yigang ; Wang, Xizhe ; Liu, Peng ; Tang, Huimin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000321.

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2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

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2024Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309.

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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.

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2024Terror threat and investor sentiment: International evidence. (2024). Boulton, Thomas J ; Shank, Corey A. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001163.

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2025The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets. (2025). Zhou, Ivy Z ; Xu, Yahua ; Bouri, Elie ; Ma, Gaoping. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000110.

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2024Economic sanctions sentiment and global stock markets. (2024). Yousaf, Imran ; Abakah, Emmanuel ; Li, Yanshuang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024Carbon pricing and the commodity risk premium. (2024). Wang, Qiao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000667.

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2025Media emotion intensity and commodity futures pricing. (2025). Vu, Thanh ; El-Jahel, Lina ; Chi, Yeguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000042.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025Evolution of investor sentiment: A systematic literature review and bibliometric analysis. (2025). Li, Kai ; de Mello, Lurion ; Huynh, Nhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002783.

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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.

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2024The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736.

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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.

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2024Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS. (2024). Lau, Chi Keung ; Zhang, Dongna ; Soliman, Alaa M. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:12:p:2631-2645.

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2024A century of asset allocation crash risk. (2024). Sorokina, Nonna ; Samonov, Mikhail. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-024-00355-2.

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2025Intraday overreaction and underreaction: profitability analysis and factor explanations. (2025). Siddiqui, Adnan Ahmed ; Misra, Arun Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00418-y.

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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.

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2024Are Intraday Returns Autocorrelated?. (2024). Li, Yufei ; Giraitis, Liudas ; Sucarrat, Genaro. In: Working Papers. RePEc:qmw:qmwecw:987.

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2024The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0.

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2024The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Kose, Nezir ; Yildirim, Hakan ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695.

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Works by Athanasios Sakkas:

YearTitleTypeCited
2017Dynamic Asset Allocation with Liabilities In: European Financial Management.
[Full Text][Citation analysis]		article5
2019Harmful diversification: Evidence from alternative investments In: The British Accounting Review.
[Full Text][Citation analysis]		article19
2017Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2020What drives Bitcoin’s price crash risk? In: Economics Letters.
[Full Text][Citation analysis]		article32
2023Climate uncertainty and marginal climate capital needs In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Intraday time series momentum: Global evidence and links to market characteristics In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
2019The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article26
2024World ESG performance and economic activity In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2024Blockchain factors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2020Factor based commodity investing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2015Stock market dispersion, the business cycle and expected factor returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2017Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2019The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2022Forecasting the Long-Term Equity Premium for Asset Allocation In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2019Financial firm bankruptcies, international stock markets, and investor sentiment In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2

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