| . |
Staikouras, Sotiris K.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
509 |
Total
Citations
19 |
|
|
|
|
|
1.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School Gang, Zhao City University London - Sir John Cass Business School
|
| Posted: |
|
25 May 12
|
|
Last Revised:
|
|
06 Nov 12
|
|
301
(47,935)
|
|
|
| |
|
| |
Dynamic sector allocation, Correlation timing, Portfolio performance, Utility-based evaluation, Transaction costs
|
|
|
2.
|
|
|
Elyasiani, Elyas Temple University - Department of Finance Staikouras, Sotiris K. City University - Cass Business School Dontis-Charitos, Panagiotis Westminster Business School, University of Westminster
|
|
76
(161,116)
|
|
|
| |
|
| |
Cross-Industry, Bancassurance, Takeovers, Diversification, Spillovers, GARCH
|
|
|
3.
|
|
|
Gounopoulos, Dimitrios Molyneux, Philip Bangor University, Bangor Business School Staikouras, Sotiris K. City University - Cass Business School Wilson, John O.S. University of St. Andrews Gang, Zhao City University London - Sir John Cass Business School
|
| Posted: |
|
15 Dec 11
|
|
Last Revised:
|
|
27 Feb 12
|
|
74
(163,756)
|
|
|
| |
|
| |
|
|
|
4.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
27
(251,621)
|
9
|
|
| |
|
| |
|
|
|
5.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
15
(292,605)
|
6
|
|
| |
|
| |
|
|
|
6.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
15
(292,605)
|
2
|
|
| |
|
| |
|
|
|
7.
|
|
|
Dontis-Charitos, Panagiotis Westminster Business School, University of Westminster Molyneux, Philip affiliation not provided to SSRN Staikouras, Sotiris K. City University - Cass Business School
|
|
1
(342,950)
|
2
|
|
| |
|
| |
Bank-insurance interface, divestments, financial conglomerates, event study, abnormal equity returns, G14, G21, G22
|
|
|
8.
|
|
|
Mutenga, Stanley City University - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
MG Rover, Financial distress, Post-loss risk financing
|
|
|
9.
|
|
|
Artikis, Panayiotis G. University of Piraeus - Department of Business Administration Mutenga, Stanley City University - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Greek bancassurance, financial intermediaries, insurance markets, banking industry
|
|
|
10.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
27 Nov 08
|
|
Last Revised:
|
|
02 Jul 09
|
|
|
|
|
| |
|
| |
Bank-insurance interface, Divestments, Financial conglomerates, Event study, Abnormal returns
|
|
|
11.
|
|
|
DeBondt, Werner F.M. DePaul University - Driehaus Center for Behavioral Finance Shefrin, Hersh Santa Clara University - Leavey School of Business Muradoglu, Yaz Gulnur City University London - Sir John Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
26 Nov 08
|
|
Last Revised:
|
|
01 Nov 09
|
|
|
|
|
| |
|
| |
Behavioral finance, Neoclassical finance, Asset valuation, Behavioral SDF-based pricing
|
|
|
12.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
26 Nov 08
|
|
Last Revised:
|
|
07 Jul 09
|
|
|
|
|
| |
|
| |
Speculation, Information, Liquidity, Derivatives, Volatility modelling
|
|
|
13.
|
|
|
Molyneux, Philip Bangor University, Bangor Business School Staikouras, Sotiris K. City University - Cass Business School Dontis-Charitos, Panagiotis Westminster Business School, University of Westminster
|
| Posted: |
|
10 Nov 08
|
|
Last Revised:
|
|
08 Oct 10
|
|
|
|
|
| |
|
| |
Bank-insurance interface, Divestments, Financial conglomerates, Event study, Abnormal equity returns
|
|
|
14.
|
|
|
Dawson, Paul Kent State University Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
27 Nov 07
|
|
Last Revised:
|
|
15 Apr 10
|
|
|
|
|
| |
|
| |
Conditional volatility, Volatility derivatives, Information asymmetries, TGARCH modeling, S&P500 spot volatility
|
|
|
15.
|
|
|
Artikis, Panayiotis G. University of Piraeus - Department of Business Administration Mutenga, Stanley City University - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
26 Nov 07
|
|
Last Revised:
|
|
24 Nov 08
|
|
|
|
|
| |
|
| |
Financial institutions, Banks, Insurance products, Bancassurance
|
|
|
16.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School Harissis, Haris Independent Merikas, Andreas G. University of Piraeus Mutenga, Stanley City University - Cass Business School
|
| Posted: |
|
25 Nov 07
|
|
Last Revised:
|
|
02 Jul 09
|
|
|
|
|
| |
|
| |
Bank-insurance interface, Insurance divestments, Financial conglomerates, Event study, Abnormal equity returns
|
|
|
17.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School Zagonov, Maxim Toulouse Business School, Université de Toulouse
|
| Posted: |
|
25 Nov 07
|
|
Last Revised:
|
|
07 Jul 09
|
|
|
|
|
| |
|
| |
Stock splits, Ex-split date, Equity abnormal returns, Stock market volatility
|
|
|
18.
|
|
|
Mutenga, Stanley City University - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
(Re)insurance Business, Alternative Risk Transfer, Catastrophe Risk, Hedging Vehicles, Risk Financing, Insurance Securitisation
|
|
|
19.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
17 Nov 06
|
|
Last Revised:
|
|
15 Apr 10
|
|
|
|
|
| |
|
| |
Bancassurance ventures, Financial Institutions, Insurance markets, Banking industry
|
|
|
20.
|
|
|
Artikis, Panayiotis G. University of Piraeus - Department of Business Administration Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
17 Nov 06
|
|
Last Revised:
|
|
07 Jul 09
|
|
|
|
|
| |
|
| |
Financial firms, Equity Returns, Interest Rate Surprises
|
|
|
21.
|
|
|
Merikas, Andreas G. University of Piraeus Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
02 Jun 06
|
|
Last Revised:
|
|
02 Jul 09
|
|
|
|
|
| |
|
| |
Bank-insurance model, Greek economy, Financial conglomerates
|
|
|
22.
|
|
|
Nurullah, Mohamed Glasgow Caledonian University Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
02 Jun 06
|
|
Last Revised:
|
|
09 Apr 08
|
|
|
|
|
| |
|
| |
Bancassurance, Financial institutions, Bank diversification, Insurance activities, Risk-return analysis
|
|
|
23.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Financial institutions, Bancassurance, Financial conglomerates, Universal banks
|
|
|
24.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Short sterling futures, Information set, Volume, Open interest, GARCH modelling
|
|
|
25.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
29 Aug 05
|
|
Last Revised:
|
|
07 Jul 09
|
|
|
|
|
| |
|
| |
Credit risk, sovereign default, financial crises, logit modeling, forecast evaluation
|
|
|
26.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Financial institutions, Stock returns, Interest rate risk, APT, Risk premia, Kalman filter, Nonlinear SURE
|
|
|
27.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Short-term interest rates, Futures trading, Volatility, GARCH-X modeling.
|
|
|
28.
|
|
|
Nowman, K. Ben City University London Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Short-term interest rates, Continuous time analysis
|
|
|
29.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
| Posted: |
|
30 Mar 05
|
|
Last Revised:
|
|
08 Apr 08
|
|
|
|
|
| |
|
| |
Financial Institutions, Stock Returns, Unexpected Interest Rate Changes, Interest Rate Volatility
|
|
|
30.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School Dinenis, Elias Cass Business School, City University, London
|
|
|
|
|
| |
|
| |
Financial institutions, stock returns, unexpected interest rate changes, interest rate volatility
|
|
|
31.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School Dinenis, Elias Cass Business School, City University, London
|
|
|
|
|
| |
|
| |
Insurance stock returns, Interest and exchange rates, APT, Kalman filter, Nonlinear SURE modelling
|
|
|
32.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School Mesomeris, Spyros Deutsche Bank AG (London) Harissis, Haris Independent
|
|
|
|
|
| |
|
| |
International markets, Market indices, Cointegration, Error correction model, Short-run dynamics, Causality
|
|
|
33.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Banking crises, Currency crashes, Modelling default, Early warning indicators
|
|
|
34.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Price discovery hypothesis, Speculative efficiency, Short sterling, VAR cointegration, Time-varying risk premia
|
|
|
35.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
FOREX, Market efficiency, Speculation, Cointegration, Error correction modelling
|
|
|
36.
|
|
|
Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Credit risk, International lending, Sovereign default, Panel data estimation
|
|
|
37.
|
|
|
Kalotychou, Elena City University London - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Financial crises, Sovereign default, Logit modelling, Forecasting credit risk.
|
|
|
38.
|
|
|
Mutenga, Stanley City University - Cass Business School Staikouras, Sotiris K. City University - Cass Business School
|
|
|
|
|
| |
|
| |
Insurance, Risk analysis, Option Pricing, Regulatory solvency margin
|
|