Nikolaos Vlastakis : Citation Profile

Are you Nikolaos Vlastakis?

University of Essex

6

H index

3

i10 index

337

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 25
   Journals where Nikolaos Vlastakis has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 2 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvl13
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Kellard, Neil (3)

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

Is cited by:

De Angelis, Luca (9)

Singleton, Carl (7)

Shen, Dehua (7)

Dimpfl, Thomas (5)

Papadamou, Stephanos (5)

Panagiotidis, Theodore (5)

Reade, J (4)

Fassas, Athanasios (4)

Vi, Ngoc Dieu Linh (4)

Fantazzini, Dean (4)

Angelini, Giovanni (4)

Cites to:

Bollerslev, Tim (12)

Diebold, Francis (8)

Engle, Robert (5)

Vaughan Williams, Leighton (5)

Andersen, Torben (5)

Wolfers, Justin (4)

Bekaert, Geert (4)

Zitzewitz, Eric (4)

Paton, David (4)

Marcellino, Massimiliano (4)

Hoerova, Marie (4)

Main data

Where Nikolaos Vlastakis has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School4

Recent works citing Nikolaos Vlastakis (2024 and 2023)

YearTitle of citing document
2023Investor attention and the use of leverage. (2023). Peltomaki, Jarkko ; Davydov, Denis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:287-313.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2023Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

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2023Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Information demand density matters: Evidence from the post-earnings announcement drift. (2023). Zhang, Yongjie ; Shen, Dehua ; Dowling, Michael ; Chu, Gang. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000042.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Does 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.

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2023Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x.

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2023A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530.

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2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

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2023Retail investor attention and stock market behavior in Russia-Ukraine conflict based on Chinese practices: Evidence from transfer entropy causal network. (2023). Xue, Qiuyang ; Jin, Xiu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008292.

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2023Mood, attention, and household trading: Evidence from terrorist attacks. (2023). Young, Michael ; Wang, Albert Y. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000563.

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2023Pricing of European currency options considering the dynamic information costs. (2023). de Peretti, Christian ; ben Hamad, Salah ; Dammak, Wael ; Eleuch, Hichem. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000923.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2024Vox 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.

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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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2023Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81.

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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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2023What drives biased odds in sports betting markets: Bettors’ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270.

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2023Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193.

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2023.

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2023The influences of information demand and supply on stock price synchronicity. (2023). Lin, Fu-Lai ; Lee, Cheng-Few ; Chen, Yu-Fen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01183-y.

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2023Gambling on Momentum in Contests. (2023). Singleton, Carl ; de Angelis, Luca ; Deutscher, Christian ; Otting, Marius. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-08.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Makarewicz, Tomasz ; Deutscher, Christian ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

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2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (2023). Reade, James J ; de Angelis, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7.

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2023Economic analysis through alternative data and big data techniques: what do they tell about Brazil?. (2023). Paiva, Carlos Augusto ; Ekel, Petr Iakovlevitch ; Liborio, Matheus Pereira. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00387-z.

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2024Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market. (2024). Ho, Hai ; Huong, Anh Nguyen ; Phong, Nguyen Dang ; van Phuoc, Nguyen ; Thu, Hoai Nguyen ; Thi, Duc Dang. In: Economics and Business Review. RePEc:vrs:ecobur:v:10:y:2024:i:1:p:30-56:n:9.

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2023COSTLY INFORMATION AND SOVEREIGN RISK. (2023). Stangebye, Zachary R ; Gu, Grace Weishi. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1397-1429.

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2023Bank deposits and Google searches in a crisis economy: Bayesian non?linear evidence for Greece (2009–2015). (2021). Tsionas, Efthymios G ; Michaelides, Panayotis G ; Paraskeuopoulou, Despoina ; Konstantakis, Konstantinos N. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5408-5424.

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2024Volatility forecasts embedded in the prices of crude‐oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159.

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Works by Nikolaos Vlastakis:

YearTitleTypeCited
2012Information demand and stock market volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article234
2021Stock market volatility and jumps in times of uncertainty In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2020Stock 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: 7		paper
2018Information demand and stock return predictability In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article27
2019Oil Price Uncertainty and the Macroeconomy In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Oil price uncertainty as a predictor of stock market volatility In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Measuring Oil Price Shocks In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
[Full Text][Citation analysis]		article56
2008Nonlinear modelling of European football scores using support vector machines In: Applied Economics.
[Full Text][Citation analysis]		article7
2016Corridor Volatility Risk and Expected Returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6

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