Andreas Chouliaras

Piraeus Bank

SCHOLARLY PAPERS

10

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1,639

SSRN CITATIONS
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Top 31,131

in Total Papers Citations

2

CROSSREF CITATIONS

18

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
Piraeus Bank
Downloads 316 (96,114)
Citation 4

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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
Piraeus Bank
Downloads 291 (105,140)

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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
Piraeus Bank
Downloads 263 (116,988)
Citation 4

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

4.

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
Piraeus Bank and Luxembourg School of Finance
Downloads 252 (122,328)
Citation 5

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

5.
Downloads 204 (150,332)
Citation 2

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

6.
Downloads 117 (239,582)
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
Piraeus Bank and Luxembourg School of Finance
Downloads 117 (240,673)
Citation 1

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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
Piraeus Bank and Luxembourg School of Finance
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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
Piraeus Bank
Downloads 88 (290,384)
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, Piraeus Bank and University of Cyprus
Downloads 73 (324,617)

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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, Piraeus Bank and University of Cyprus
Downloads 35 (448,837)

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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
Piraeus Bank, 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