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

  • University of Lincoln

    • Email
    • Tel: 0044(0)1522835634

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

SCHOLARLY PAPERS

17

DOWNLOADS

460

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (17)

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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 Athens, Department of Business Administration and University of Lincoln
Downloads 98 (442,647)

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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 96 (448,621)

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Nearest neighbor, Forecast, Europe, Tourism demand

3.

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 88 (474,116)

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

4.

Modeling Volatility & Jumps in the Athens Stock Exchange

Number of pages: 23 Posted: 04 Nov 2009
Dimitrios I. Vortelinos
University of Lincoln
Downloads 82 (494,825)

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

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
Hellenic Mediterranean University, University of Lincoln, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Nebraska at Omaha
Downloads 55 (610,800)
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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
Konstantinos Gkillas, Paraskevi Katsiampa, Dimitrios I. Vortelinos and Mark E. Wohar
Hellenic Mediterranean University, Sheffield University Management School, University of Lincoln and University of Nebraska at Omaha
Downloads 41 (690,832)

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contagion, Greek debt crisis, realized correlation, correlation jumps

7.

International Announcements and West Texas Intermediate Crude Oil Futures: A Case Study on the 2008 Global Financial Crisis

Journal of Energy Markets, Vol. 13, No. 2, 2020
Number of pages: 38 Posted: 30 Jun 2020
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
Hellenic Mediterranean University, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln
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West Texas Intermediate (WTI) crude oil futures, international announcements, volatility

8.

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
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
Hellenic Mediterranean University, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln

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WTI Crude Oil Futures, International Announcements, Volatility

9.

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
Hellenic Mediterranean University, University of Lincoln and Victoria University of Wellington - Te Herenga Waka - Victoria Business School

Abstract:

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

10.

Non-Parametric Quantile Dependencies Between Volatility Discontinuities and Political Risk

Finance Research Letters, Forthcoming
Posted: 25 Apr 2017 Last Revised: 29 Jan 2020
Konstantinos Gkillas, Gideon Boako, Dimitrios I. Vortelinos and Lavrentios Vasiliadis
Hellenic Mediterranean University, affiliation not provided to SSRN, University of Lincoln and University of Patras

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Mexico, Political Risk, Mexican Financial Markets

11.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
Konstantinos Gkillas, Dimitrios I. Vortelinos, Christos Floros and Athanasios Tsagkanos
Hellenic Mediterranean University, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

Abstract:

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South Africa, Economic news, Macrofundamentals

12.

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 Hellenic Mediterranean University

Abstract:

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

13.

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

14.

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

15.

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 Athens, Department of Business Administration

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

16.

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

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

17.

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

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