Dionisis Philippas

ESSCA School of Management

Associate Professor

55 Quai Alphonse Le Gallo

Boulogne, 92513

France

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

1.

A Tangent Linear Approach in Technical Trading Strategy: The Use of Convexity Path in Stock Market Indices

Operational Research, Forthcoming
Number of pages: 18 Posted: 05 Apr 2011 Last Revised: 19 Jan 2013
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business
Downloads 92 (290,846)

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Convexity, Tangent, Linear Combination, Trading Rule, Forecast

2.

Is the Progress of Financial Innovation a Continuous Spiral Process?

Investment Management and Financial Innovations, Forthcoming
Number of pages: 22 Posted: 10 Apr 2011 Last Revised: 14 Feb 2013
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business
Downloads 83 (310,235)

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financial innovation, diffusion, survey

3.

Is the EMU Government Bond Market a Playground for Asymmetries?

Number of pages: 21 Posted: 19 Jul 2013 Last Revised: 03 Oct 2013
Dionisis Philippas
ESSCA School of Management
Downloads 30 (485,647)

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government bond yields, Economic Monetary Union, asymmetries

4.

Influence of Financial Innovation to the Validation of Operational Risk

Managerial Finance, Vol. 35, Issue 11, pp. 940-947, 2009
Number of pages: 11 Posted: 27 May 2011 Last Revised: 21 Feb 2013
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business
Downloads 29 (490,609)

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5.

Media Attention and Bitcoin Prices

Finance Research Letters, 2019; DOI: 10.1016/j.frl.2019.03.031
Number of pages: 12 Posted: 14 Jan 2019 Last Revised: 02 Apr 2019
Dionisis Philippas
ESSCA School of Management
Downloads 25 (512,406)

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Bitcoin, Twitter, Google Trends, Jump Diffusion

6.

Signal-Herding in Cryptocurrency Market

Posted: 14 May 2019 Last Revised: 25 Aug 2019
Dionisis Philippas
ESSCA School of Management

Abstract:

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signal-herding; conditional herding; cryptocurrencies

7.

Exposing Volatility Spillovers: A Comparative Analysis Based on Vector Autoregressive Models

Finance Research Letters, Vol. 18, No. August, 2016
Posted: 09 Mar 2016 Last Revised: 23 Dec 2019
Dionisis Philippas and Catalin Dragomirescu-Gaina
ESSCA School of Management and Foundation for European Progressive Studies

Abstract:

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partial Granger causality, volatility spillovers, GIRFs

8.

Cognitive Biases in Investors' Behaviour under Stress: Evidence from the London Stock Exchange

International Review of Financial Analysis, Forthcoming
Posted: 30 Dec 2015 Last Revised: 16 Sep 2017
Dionisis Philippas, Costas Siriopoulos and Spyridon Kariofyllas
ESSCA School of Management, Zayed University, College of Business and Independent

Abstract:

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Behaviour, Representativeness, Conservatism

9.

Trade Asymmetries in the Mediterranean Basin

Journal of Economic Asymmetries, 2017
Posted: 23 Sep 2015 Last Revised: 23 Dec 2019
Heriot-Watt University - School of Management and Languages, ESSCA School of Management and Zayed University, College of Business

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regionalism; convergence; openness; free trade agreement; spatial

10.

Insights in European Interbank Network Contagion

Posted: 23 Aug 2014 Last Revised: 22 Sep 2015
ESSCA School of Management, affiliation not provided to SSRN and Independent

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Interbank contagion, networks, Susceptible Infected Recovered model

11.

Money Factors and EMU Government Bond Markets’ Convergence

Studies in Economics and Finance, Vol. 31 Iss: 2, pp.156-167, 2014
Posted: 23 Jan 2013 Last Revised: 11 Oct 2016
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business

Abstract:

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government bond yields, ARDL model, Economic Monetary Union, convergence, Euribor interest rates, euro exchange rate

12.

Putting the 'C' into Crisis: Contagion, Correlations and Copulas on EMU Bond Markets

Journal of International Financial Markets, Institutions and Money, Volume 27, December 2013, Pages 161–176
Posted: 29 Dec 2012 Last Revised: 19 Aug 2015
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business

Abstract:

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government bond markets, contagion appetite, correlation, copula, volatility-spillover effects