Athanasios Episcopos

Athens University of Economics and Business - Department of Accounting and Finance

Associate Professor

76 Patission Street

GR-104 34 Athens

Greece

http://www.aueb.gr/users/episcopos

SCHOLARLY PAPERS

7

DOWNLOADS

232

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  Contingent claims valuation in banking.  ”

Scholarly Papers (7)

1.

EU regulation and open market share repurchases: New evidence

Number of pages: 45 Posted: 16 Apr 2018 Last Revised: 01 Feb 2021
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 80 (352,695)
Citation 1

Abstract:

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Share repurchases, Market Abuse Directive, safe harbor, signaling undervaluation.

2.

Intraday Analysis of the Limit Order Bias on the Ex-Dividend Day of U.S. Common Stocks

Number of pages: 43 Posted: 14 Sep 2013 Last Revised: 04 May 2020
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 77 (360,538)

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ex-dividend day, intraday price drop ratio, order flow bias

3.

Market Reaction to Actual Daily Share Repurchases in Greece

Number of pages: 41 Posted: 04 Dec 2017 Last Revised: 10 Apr 2019
Angeliki Drousia, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 40 (489,440)

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actual share repurchases, market reaction, firm characteristics, stated repurchase reasons, price support hypothesis

4.

The Role of Asset Payouts in the Estimation of Default Barriers

Number of pages: 38 Posted: 01 Feb 2021
Alexandros Bougias, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 18 (614,192)

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Contingent Claims, Barrier Option, Issuer Credit Ratings, Default Barrier

5.

A structural model of guarantor and liquidity risk

Number of pages: 44 Posted: 02 Dec 2020 Last Revised: 08 Jan 2021
Alexandros Bougias and Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 17 (620,888)

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Deposit insurance, capital regulation, structural models, bank capital structure

Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

Posted: 02 Jul 1998
Andreas Pericli, Athanasios Episcopos and Jianxun Hu
ALM & Fixed Income Research, Athens University of Economics and Business - Department of Accounting and Finance and Advanta Mortgage

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Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

The Journal of Real Estate Finance and Economics, 1998
Posted: 09 Jun 1998
Athanasios Episcopos, Andreas Pericli and Jianxun Hu
Athens University of Economics and Business - Department of Accounting and Finance, ALM & Fixed Income Research and Advanta Mortgage

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7.

Time Series Properties of the Eleventh District Cost of Funds Index

Posted: 16 Apr 1998
Andreas Pericli and Athanasios Episcopos
ALM & Fixed Income Research and Athens University of Economics and Business - Department of Accounting and Finance

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