Andreas Chouliaras

affiliation not provided to SSRN

SCHOLARLY PAPERS

10

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1,974

SSRN CITATIONS
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Top 34,593

in Total Papers Citations

4

CROSSREF CITATIONS

19

Scholarly Papers (10)

1.

The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns

Number of pages: 41 Posted: 06 Jul 2015
Andreas Chouliaras
affiliation not provided to SSRN
Downloads 455 (89,767)
Citation 5

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SEC Form 10-K, Textual Analysis, Financial Sentiment, NYSE, NASDAQ, AMEX (NYSE MKT)

2.

The Effect of Information on Financial Markets: A Survey

Number of pages: 18 Posted: 18 May 2016 Last Revised: 29 May 2016
Andreas Chouliaras
affiliation not provided to SSRN
Downloads 387 (108,284)
Citation 1

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Information, Financial Markets, Textual Analysis, News, Media

3.

High Frequency News in the European Financial Crisis

Number of pages: 38 Posted: 03 Mar 2015 Last Revised: 20 Sep 2017
Andreas Chouliaras
affiliation not provided to SSRN
Downloads 274 (156,454)
Citation 5

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Financial Crisis, Textual Analysis, News Flow, Financial Sentiment, High Frequency, Intraday, Dow Jones, Thomson Reuters

4.

Institutional Investors, Analysts' Recommendations, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms

Number of pages: 41 Posted: 02 Aug 2015 Last Revised: 07 Oct 2015
Andreas Chouliaras
affiliation not provided to SSRN
Downloads 267 (160,656)
Citation 2

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SEC, EDGAR, Form 13-F, Form 10-K, Textual Analysis, NYSE, NASDAQ, AMEX (NYSE MKT)

5.

News Flow, Web Attention and Extreme Returns in the European Financial Crisis

26th Australasian Finance and Banking Conference 2013
Number of pages: 33 Posted: 05 Nov 2013 Last Revised: 18 Oct 2016
Andreas Chouliaras and Theoharry Grammatikos
affiliation not provided to SSRN and Luxembourg School of Finance
Downloads 256 (167,575)
Citation 5

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Textual Analysis, Web Attention, SVI, News Flow, Media

6.
Downloads 119 (322,119)
Citation 2

Extreme Returns in the European Financial Crisis

European Financial Management, Vol. 23, Issue 4, pp. 728-760, 2017
Number of pages: 43 Posted: 13 Nov 2016 Last Revised: 28 Aug 2019
Andreas Chouliaras and Theoharry Grammatikos
affiliation not provided to SSRN and Luxembourg School of Finance
Downloads 119 (323,763)
Citation 1

Abstract:

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Financial Crisis, Financial Contagion, Spillover, Euro-crisis, Stock Markets

Extreme Returns in the European Financial Crisis

European Financial Management, Vol. 23, Issue 4, pp. 728-760, 2017
Number of pages: 33 Posted: 02 Oct 2017
Andreas Chouliaras and Theoharry Grammatikos
affiliation not provided to SSRN and Luxembourg School of Finance
Downloads 0
Citation 1

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financial crisis, financial contagion, spillover, euro crisis, stock markets

7.

Online Appendix: High Frequency News in the European Financial Crisis

Number of pages: 86 Posted: 02 Jan 2016 Last Revised: 22 Mar 2017
Andreas Chouliaras
affiliation not provided to SSRN
Downloads 92 (382,208)
Citation 1

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Financial Crisis, Textual Analysis, News Flow, Financial Sentiment, High Frequency, Intraday, Dow Jones, Thomson Reuters

8.

An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets

European Research Studies, Vol XVII, Issue (2), 2014 pp. 109-123
Number of pages: 15 Posted: 12 Jan 2015
National and Kapodistrian University of Athens - Faculty of Economics, National and Kapodistrian University of Athens, Technological Educational Institute (TEI) of Piraeus, affiliation not provided to SSRN and University of Cyprus
Downloads 79 (418,546)

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Stock Markets, Cointegration, Granger Causality, PIIGS, EMH

9.

An Investigation of Cointegration and Casualty Relationships between the PIIGS' Stock Markets

Stock Markets European Research Studies, Volume XVII, Issue 2, pp. 109-123, 2014
Number of pages: 15 Posted: 02 Jun 2017
National and Kapodistrian University of Athens - Faculty of Economics, National and Kapodistrian University of Athens, Technological Educational Institute (TEI) of Piraeus, affiliation not provided to SSRN and University of Cyprus
Downloads 45 (547,776)

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Stock Markets, Cointegration, Granger Causality, PIIGS, EMH

10.

The PIIGS Stock Markets Before and After the 2008 Financial Crisis: A Dynamic Cointegration and Causality Analysis

International Journal of Banking, Accounting and Finance, 4(3), 2012, pp. 232-249
Posted: 23 Aug 2012 Last Revised: 15 Jun 2013
affiliation not provided to SSRN, National and Kapodistrian University of Athens - Faculty of Economics, National and Kapodistrian University of Athens - Department of Economics and Technological Educational Institute (TEI) of Piraeus

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PIIGS stock markets, cointegration, Granger causality, regime switching, FM-OLS, GARCH