Nikolaos Vlastakis : Citation Profile

University of East Anglia

6

H index

4

i10 index

397

Citations

RESEARCH PRODUCTION:

10

Articles

6

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 23
   Journals where Nikolaos Vlastakis has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 2 (0.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvl13
   Updated: 2026-09-05    RAS profile: 2026-08-10    
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Relations with other researchers

Works with:

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 (10)

Singleton, Carl (8)

Shen, Dehua (7)

Deutscher, Christian (6)

Papadamou, Stephanos (5)

Dimpfl, Thomas (5)

Panagiotidis, Theodore (5)

Fantazzini, Dean (4)

Talavera, Oleksandr (4)

LINTON, OLIVER (4)

Yin, Libo (4)

Cites to:

Bollerslev, Tim (12)

Diebold, Francis (8)

Vaughan Williams, Leighton (5)

Andersen, Torben (5)

Engle, Robert (5)

Hoerova, Marie (4)

Schwert, G. (4)

Paton, David (4)

Bekaert, Geert (4)

Zitzewitz, Eric (4)

Wolfers, Justin (4)

Main data

Where Nikolaos Vlastakis has published?

Journals with more than one article published# docs
Journal of International Money and Finance2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School4
Post-Print / HAL2

Recent works citing Nikolaos Vlastakis (2026 and 2025)

YearTitle of citing document
2026A Comparison between Financial and Gambling Markets. (2024). Popov, Valentin ; Donovan, Carl ; Liu, Haoyu. In: Papers. RePEc:arx:papers:2409.13528.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2505.01543.

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2025Betting on momentum in contests. (2025). Singleton, Carl ; De Angelis, Luca ; Tting, Marius ; Deutscher, Christian. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:4:p:1066-1089.

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2025How digitalization can shape markets: the case of sports betting. (2025). de Ceuster, Marc ; Vandenbruaene, Jonas ; Annaert, Jan. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:644-673.

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2025Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811.

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2025The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks. (2025). Li, Songsong ; Sercu, Piet ; Xu, Nan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001056.

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2026Green bubbles: A four-stage paradigm for detection and propagation. (2026). Grossi, Luigi ; Vriz, Gian Luca. In: Energy Economics. RePEc:eee:eneeco:v:154:y:2026:i:c:s0140988325009259.

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2025Investor–firm interactions versus investor–investor interactions: Which enhances investor learning better?. (2025). Zhu, Xiaoye ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003722.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025YouTube view count, investor attention and stock returns. (2025). Jang, Jaehee ; Jun, Sang-Gyung. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007142.

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2025Attention to biodiversity and stock returns. (2025). Kaabia, Olfa ; el Ouadghiri, Imane ; Hernandez, Celina Toscano ; Platania, Federico ; Peillex, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007877.

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2025Does fear sentiment drive cryptocurrency volatility? Evidence from Google trends data. (2025). Sharma, Chandan ; Biswas, Pratik. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017647.

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2025Machine learning predicts stablecoin. (2025). Liu, Xiangjin ; Shen, Dehua. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325016988.

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2025Beyond the headlines: Sentiment divergence and financial distress. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000535.

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2025The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000870.

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2025Application of consumer search volume in auditing. (2025). Li, Pei. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:56:y:2025:i:c:s1467089525000120.

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2026The impact of investor attention to the federal reserve on jumps in China’s stock market. (2026). Chu, Xiaojun ; Zhou, Haigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001337.

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2026Predictive sorting of cryptocurrencies based on fundamentals and sentiment. (2026). Guidolin, Massimo ; Ionta, Serena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443126000016.

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2026Does options trading stabilize stock prices? : Evidence from a natural experiment. (2026). Kim, Da-Hea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426625002328.

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2025Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities. (2025). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000248.

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2026Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis. (2026). Soyyigit, Semanur ; Kazak, Hasan ; Kilic, Cuneyt ; Akcan, Ahmet Tayfur. In: Resources Policy. RePEc:eee:jrpoli:v:113:y:2026:i:c:s0301420726000231.

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2026Investor attention, investor sentiment and media in stock market: A literature review and research agenda. (2026). Wang, Yuyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026000687.

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2026Does investor attention drive the connectedness across FX, bond, stock, and commodity markets? Evidence from the federal funds rate. (2026). Tanizaki, Hisashi ; Zhang, Wenting ; Wang, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026001401.

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2025Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies. (2025). de Peretti, Christian ; Ghaddab, Sarra ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003672.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2026Do climate risk and ESG sentiment predict clean energy performance? Evidence from quantile-on-quantile analysis. (2026). Naifar, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:84:y:2026:i:c:s0275531926000541.

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2026Information, Asset Price Volatility, and Liquidity. (2026). Gu, Grace Weishi ; Friedman, Daniel ; Zheng, Vivian Juehui. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:7:p:6288-6308.

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2025Stock Market Trend Prediction Using Deep Learning Approach. (2025). Al-Khasawneh, Mahmoud Ahmad ; Raza, Asif ; Ur, Saif ; Khan, Zia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10714-1.

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2025The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model. (2025). Chen, Cathy W. S. ; Tian, Shaonan ; Bai, Qing. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-024-10818-8.

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2025The impact of Shariah compliance on risk disclosure practices of non-financial firms in Pakistan. (2025). Shaikh, Raja ; Shaique, Muhammad ; Ul, Mehboob ; Khan, Abidullah ; Ali, Shahid. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-06284-8.

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2026Sentiment and stock price volatility: a multilayer heterogeneous graph network analysis of the new energy vehicle market. (2026). Zhang, Yongyi ; Yuan, XI ; Pu, Zhengning. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:13:y:2026:i:1:d:10.1057_s41599-026-06661-x.

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2025The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return. (2025). Klomp, Jeroen. In: PLOS ONE. RePEc:plo:pone00:0314677.

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2026Fear of the Draw, Consumption and Mistaken Heuristics: Profit Opportunities in the Football Betting Market. (2026). Lezana, Bruce. In: Journal of Sports Economics. RePEc:sae:jospec:v:27:y:2026:i:5:p:548-596.

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2026The Influence of Perceived Market Uncertainty on Consumer Decision-Making: A Focus on Price, Income, and Exchange Rate Dynamics. (2026). Sharia, Muhammad ; Awad, Qasim ; Zarir, Ahmad ; Barghouthi, Mohammad ; Abdalrahman, Mohammed. In: SAGE Open. RePEc:sae:sagope:v:16:y:2026:i:2:p:21582440261428486.

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2025Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model. (2025). Li, Xiafei ; Ma, Feng ; Liang, Chao. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-022-04716-1.

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2025Assessing the influence of cryptocurrencies on financial market stability. (2025). Metzger, Martina ; Farroukh, Arafet ; Mzoughi, Hela. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:2:d:10.1007_s40822-024-00284-w.

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2026Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression. (2026). Kim Karlsson, Hyunjoo ; Li, Yushu. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00910-3.

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2026Information Flows, Stock Market Volatility and the Systemic Risk in Global Finance. (2026). Chen, Yenhsiao ; Liu, Yang ; McManus, Richard ; Wu, Jiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:31:y:2026:i:1:p:151-173.

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2026High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference. (2026). Su, Liangjun ; Miao, KE ; Chen, YE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:41:y:2026:i:1:p:108-126.

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2025A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete?. (2025). Albers, Stefan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:11:p:2092-2108.

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2025From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?. (2025). Yang, Lu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:143-157.

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2025The Variance Risk Premium Over Trading and Nontrading Periods. (2025). Dotsis, George ; Papagelis, Lucas. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:752-770.

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2026The Chaos of Climate Ambitions: Climate Policy Uncertainty and the Volatility Risk in Commodity Markets. (2026). Zhu, Shuhui ; Wu, Fenglin ; Wan, Yufan ; Li, Yanshuang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:1:p:197-220.

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Works by Nikolaos Vlastakis:

YearTitleTypeCited
2026Bayesian model averaging with non-conjugate priors In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2012Information demand and stock market volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article275
2021Stock market volatility and jumps in times of uncertainty In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
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: 18		paper
2018Information demand and stock return predictability In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article29
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
2025Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter? In: Post-Print.
[Citation analysis]		paper1
2025Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?.(2025) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024The term structure of interest rates as predictor of stock market volatility In: Post-Print.
[Citation analysis]		paper0
2025The term structure of interest rates as predictor of stock market volatility.(2025) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021The impact of ICT diffusion on sovereign cost of debt In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]		article0
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
[Full Text][Citation analysis]		article60
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]		article7

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