Dimitrios I. Vortelinos

University of Lincoln

Lecturer in Finance

Brayford Pool

Lincoln, Lincolnshire LN6 7TS

United Kingdom

http://www.lincoln.ac.uk/lbs/staff/3005.asp

University of Bologna - Rimini Center for Economic Analysis (RCEA)

Fellow

Via Patara, 3

Rimini (RN), RN 47900

Italy

SCHOLARLY PAPERS

16

DOWNLOADS

310

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (16)

1.

Realized Volatility and Jumps in the Athens Stock Exchange

Number of pages: 27 Posted: 04 Nov 2009
Dimitrios D. Thomakos and Dimitrios I. Vortelinos
University of Peloponnese - School of Management, Economics and Informatics and University of Lincoln
Downloads 81 (317,226)

Abstract:

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Athens Stock Exchange, bipower variation, heterogeneous autoregressive models, realized volatility, volatility jumps

2.

Forecasting Tourism Demand in Europe

Number of pages: 26 Posted: 09 Jun 2016
Dimitrios I. Vortelinos
University of Lincoln
Downloads 70 (344,714)

Abstract:

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Nearest neighbor, Forecast, Europe, Tourism demand

3.

Modeling Volatility & Jumps in the Athens Stock Exchange

Number of pages: 23 Posted: 04 Nov 2009
Dimitrios I. Vortelinos
University of Lincoln
Downloads 66 (355,752)

Abstract:

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Athens Stock Exchange, range-based volatility, optimal sampling, heterogeneous autoregres- sive models, realized volatility, volatility jumps

4.

Sarbanes-Oxley, Capital Structure and the Choice of Payment in Mergers and Acquisitions

Number of pages: 58 Posted: 20 Jun 2016
Tim Chai and Dimitrios I. Vortelinos
University of Lincoln and University of Lincoln
Downloads 58 (379,649)

Abstract:

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Sarbanes-Oxley, Capital Structure, Payment, Mergers, Acquisitions

5.

Day-of-the-Week Effect and Spread Determinants: Some International Evidence From Equity Markets

Number of pages: 30 Posted: 13 Aug 2019
Konstantinos Gkillas, Dimitrios I. Vortelinos, Vassilios Babalos and Mark E. Wohar
University of Patras - Business Administration, University of Lincoln, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Nebraska at Omaha
Downloads 28 (499,670)

Abstract:

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Day-of-the-week, Bid ask spread, Panel error correction, Equity markets

6.

Greek Government-Debt Crisis Events and European Financial Markets: Surprises of Greek Bond Yields and Inter-Relations of European Financial Markets

Number of pages: 21 Posted: 13 Aug 2019
University of Patras - Business Administration, Sheffield University Management School, University of Lincoln and University of Nebraska at Omaha
Downloads 7 (630,611)

Abstract:

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contagion, Greek debt crisis, realized correlation, correlation jumps

7.

International Announcements and Wti Crude Oil Futures: A Case Study of the 2008 Global FInancial Crisis

Journal of Energy Markets, 2019
Posted: 07 Aug 2017 Last Revised: 12 Aug 2019
University of Patras - Business Administration, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln

Abstract:

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WTI Crude Oil Futures, International Announcements, Volatility

8.

Asymmetries in the African Financial Markets

Journal of Multinational Financial Management, 2018
Posted: 11 Jul 2017 Last Revised: 09 Jun 2018
Konstantinos Gkillas, Dimitrios I. Vortelinos and Muhammad Suleman
University of Patras - Business Administration, University of Lincoln and Victoria University of Wellington - Victoria Business School

Abstract:

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Africa, Stock market, Foreign exchange market, ECM, APARCH

9.

Non-Parametric Quantile Dependencies Between Volatility Discontinuities and Political Risk

Finance Research Letters, Forthcoming
Posted: 25 Apr 2017 Last Revised: 29 Jan 2020
University of Patras - Business Administration, affiliation not provided to SSRN, University of Lincoln and University of Patras

Abstract:

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Mexico, Political Risk, Mexican Financial Markets

10.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
University of Patras - Business Administration, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

Abstract:

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South Africa, Economic news, Macrofundamentals

11.

The Effect of the European Economic News Releases to the US Financial Markets in the Crisis Period

Investment Management and Financial Innovations, Vol. 13(4), p. 31-55, 2016
Posted: 18 Nov 2016
Dimitrios I. Vortelinos and Konstantinos Gkillas
University of Lincoln and University of Patras - Business Administration

Abstract:

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European Economic News Releases, Crisis, Macroeconomic Variables, Sharpe Ratio, Jumps

12.

Optimally Sampled Realized Range-Based Volatility Estimators

Research in International Business and Finance, Vol. 30, pp. 34-50, 2014
Posted: 30 Jan 2015
Dimitrios I. Vortelinos
University of Lincoln

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Range, Realized volatility, Optimal sampling frequency, Long memory, Jumps, Heterogeneity

13.

Non-Parametric Analysis of Equity Arbitrage

International Review of Economics and Finance, Vol. 33, pp. 199-216, 2014
Posted: 30 Jan 2015
Dimitrios I. Vortelinos
University of Lincoln

Abstract:

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Arbitrage, Non-parametric, US equity markets, Evaluation

14.

Nonparametric Realized Volatility Estimation in the International Equity Markets

International Review of Financial Analysis, Vol. 28, pp. 34-45, 2013
Posted: 30 Jan 2015
Dimitrios I. Vortelinos and Dimitrios D. Thomakos
University of Lincoln and University of Peloponnese - School of Management, Economics and Informatics

Abstract:

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Realized volatility, Optimal sampling, Kernels, Two-scales, Moving average, Long memory, Jumps, Heterogeneous autoregressive models

15.

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets

The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010
Posted: 29 Jan 2015
Dimitrios I. Vortelinos
University of Lincoln

Abstract:

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DAX, CAC40, Athens Stock Exchange, Realized correlation, Bipower variation, Range, Optimal sampling, Long memory, Asymmetry, Jumps, Heterogeneous autoregressive models

16.

Portfolio Analysis of Intraday Covariance Matrix in the Greek Equity Market

Research in International Business and Finance, Vol. 27, pp. 66-79, 2013
Posted: 29 Jan 2015
Dimitrios I. Vortelinos
University of Lincoln

Abstract:

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Portfolio analysis, covariance, Volatility timing, Realized volatility, Greece