Evangelos Vasileiou

University of the Aegean, Department of Financial and Management Engineering

Assistant Professor

45, Kountourgiotou str.

Chios, GA 82100

Greece

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 21,877

SSRN RANKINGS

Top 21,877

in Total Papers Downloads

3,049

SSRN CITATIONS
Rank 38,287

SSRN RANKINGS

Top 38,287

in Total Papers Citations

9

CROSSREF CITATIONS

11

Scholarly Papers (27)

1.

Explaining Gamestop Short Squeeze using Ιntraday Data and Google Searches

Number of pages: 15 Posted: 18 Mar 2021 Last Revised: 17 Dec 2021
Evangelos Vasileiou, Eleftheria Bartzou and Polydoros Tzanakis
University of the Aegean, Department of Financial and Management Engineering, University of the Aegean - Department of Financial Engineering & Management and University of the Aegean - Department of Financial Engineering & Management
Downloads 1,321 (19,652)

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Granger Causality; Short Squeeze; Google Searches

2.

Does the Short Squeeze Lead to Market Abnormality and Anti-leverage Effect? Evidence From the GameStop Case

Number of pages: 22 Posted: 30 Apr 2021 Last Revised: 14 Sep 2021
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 284 (141,458)

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Short Squeeze; Anti-leverage Effect; Efficient Market Hypothesis; Runs-test

3.

Political Stability and Financial Crisis: What the Data Say for the European Union's Countries

International Journal of Research in Business and Social Science (IJRBS) Vol.3 No.1, 2014 Issn: 2147-4478
Number of pages: 27 Posted: 11 Mar 2014 Last Revised: 05 Nov 2015
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 269 (148,501)

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Political Stability; Financial Crisis; European Union; Inequalities; Immigration Policy; Economic Growth; Health and Education

4.

The New Bail-In Regime and the Need for Stronger Market Discipline. What Can we Learn from the Greek Case?

International Journal of Finance & Banking Studies , Volume 3, No. 1, 2014
Number of pages: 29 Posted: 12 Oct 2013 Last Revised: 25 Mar 2014
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 136 (273,143)
Citation 2

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market discipline; deposit insurance; governance indicators; sovereign debt crisis; Greece

5.

Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment?

Theoretical Economics Letters (ABS 1), 7, 951-974, 2017
Number of pages: 25 Posted: 12 Jun 2017 Last Revised: 19 Jun 2017
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 130 (282,534)
Citation 2

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Value at Risk; Risk analysis; Volatility Regimes; US stock Market; Eurozone Stock Market; Risk Measures Accuracy

6.

Turn of the Month Effect and Financial Crisis: A New Explanation from the Greek Stock Market (2002-2012)

Theoretical and Applied Economics (Volume XXI (2014), No. 10(599), pp. 33-58)
Number of pages: 26 Posted: 05 Dec 2013 Last Revised: 19 Jun 2017
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 129 (284,192)
Citation 4

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turn of the month effect; Logit/Probit; Garch family models; Calendar effects

7.

Cryptocurrencies During COVID-19: Could Internet Searches Explain Their Performance?

Number of pages: 14 Posted: 24 Feb 2021 Last Revised: 28 Dec 2021
Evangelos Vasileiou, Petros Koutrakos and Dimitrios Stefanopoulos
University of the Aegean, Department of Financial and Management Engineering, University of the Aegean and Independent
Downloads 126 (289,344)

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Behavioral Finance; COVID-19; Health Risk; Risk Aversion; Google Trends

8.

The Performance of Cryptocurrencies under a Sentiment Analysis Approach in the Time of COVID-19

Number of pages: 19 Posted: 21 Dec 2021
Evangelos Vasileiou and Petros Koutrakos
University of the Aegean, Department of Financial and Management Engineering and University of the Aegean
Downloads 119 (301,638)

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Health Risk; COVID-19; Sentiment Analysis; Google trends; Behavioral Finance

9.

Long Live Day of the Week Patterns and the Financial Trends’ Role. Evidence from the Greek Stock Market during the Euro Era (2002-12).

Investment Management and Financial Innovations, Volume 12, Issue 3, 2015.
Number of pages: 14 Posted: 11 Oct 2013 Last Revised: 19 Jun 2017
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 90 (363,310)
Citation 4

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Day of the week effect; Logit/Probit; Garch family models; Athens Stock Exchange; Sovereign Crisis

10.

Corruption, Political Stability and Public Finance: What the Data Say About the European Monetary Union's Countries? A Note

Number of pages: 9 Posted: 17 Nov 2015
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 83 (381,689)

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Global Crisis; Public Debt; Corruption; Governance Quality; European Monetary Union

11.

Does the Impact of the COVID-19 Pandemic Influence the FX? A Note

Journal of Prediction Markets
Number of pages: 17 Posted: 13 Oct 2020 Last Revised: 05 May 2021
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 78 (395,804)

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Foreign Currency; Health Risk; Pandemic of COVID-19; Health Policy

12.

Do the Governance Performance and the Sovereign Debt Influence Market Discipline? The EMU's Case under the New European Bail in Regime.

Journal of Money, Investment and Banking, issue 29, p.p. 16-33 (2014)
Number of pages: 18 Posted: 17 Nov 2013 Last Revised: 30 Oct 2014
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 73 (410,722)

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market discipline, deposit insurance, governance indicators, sovereign debt, European Union

13.

Turn-of-the-Month Effect, FX Influence, and Efficient Market Hypothesis: New Perspectives from the Johannesburg Stock Exchange

Number of pages: 30 Posted: 11 May 2021 Last Revised: 10 Sep 2021
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 70 (420,178)

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Turn of the Month; Optimization procedures; Calendar Effects; Efficient Market Hypothesis; Investment Strategies; FX; Granger Causality

14.

Revising the Tom Effect Study: Why Does It Fade and Reappear? Practical Policy Implications and Thoughts for Further Study

International Journal of Banking, Accounting and Finance, 8(2), 146-173, 2017, Presented at the 6th National Conference of the Financial Engineering and Banking Society, 20 - 21 December, 2015
Number of pages: 41 Posted: 18 Apr 2018
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 46 (511,089)
Citation 1

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15.

Do Not Torture the Data, Just…Listen to Them: An Alternative Value at Risk Approach

Number of pages: 28 Posted: 21 May 2020
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 39 (544,223)

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Value-at-Risk; Filtering Models; Accuracy; Emerging Markets; Empirical Risk Estimations

16.

Does the Value-at-Risk legal framework lead to inaccurate and procyclical risk estimations? Empirical Evidence from the EU countries.

the final version will appear in the Journal of Prediction Markets
Number of pages: 42 Posted: 21 Sep 2021
University of the Aegean, Department of Financial and Management Engineering, NATIONAL AND KAPODISTRIAN UNIVERSITY OF ATHENS, affiliation not provided to SSRN, University of the Aegean and affiliation not provided to SSRN
Downloads 29 (598,966)

Abstract:

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Value at Risk, Basel, CESR, Legislative Framework, Procyclicality

17.

Value at Risk, Legislative Framework, Crises, and Procyclicality: What Goes Wrong?

Review of Economic Analysis, Forthcoming
Number of pages: 28 Posted: 07 Jan 2020
Evangelos Vasileiou and Aristeidis Samitas
University of the Aegean, Department of Financial and Management Engineering and University of the Aegean
Downloads 20 (659,819)

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Financial regulation; Value at Risk; Procyclicality

18.

Is the Turn of the Month Effect an 'Abnormal Normality'? Controversial Findings, New Patterns and… Hidden Signs(?)

Vasileiou, E. (2018). Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and… hidden signs (?). Research in International Business and Finance, 44, 153-175. doi/10.1016/j.ribaf.2017.07.057
Number of pages: 23 Posted: 07 Feb 2019 Last Revised: 03 Sep 2021
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering
Downloads 4 (784,550)
Citation 1

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Turn of the month effect; Calendar anomalies; Efficient market hypothesis; Investment strategies; Financial trends

19.

Sentiment Analysis and Wavelet Coherence analysis: the AMC Theatres case.

Number of pages: 20
Evangelos Vasileiou and Polydoros Tzanakis
University of the Aegean, Department of Financial and Management Engineering and University of the Aegean - Department of Financial Engineering & Management
Downloads 3

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Behavioural finance; Sentiment Analysis; AMC Theatres; meme stocks; Google Trends Index; Wavelet Coherence Analysis

20.

Accuracy versus Complexity Trade-Off in VaR Modelling: Could Technical Analysis Be a Solution?

Journal of Financial Management, Markets and Institutions (2019) 1950003 DOI/abs/10.1142/S2282717X19500038
Posted: 06 Nov 2019
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering

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Value at Risk; Procyclicality; Estimations Accuracy; Technical Analysis; Legislative Framework

21.

What Do the Value at Risk Measure and the Respective Legislative Framework Really Offer to Financial Stability? Critical Views and Procyclicality

Forthcoming in European Journal of Economics and Economic Policies: Intervention.
Posted: 21 Dec 2017 Last Revised: 25 Nov 2018
Evangelos Vasileiou and Themis D. Pantos
University of the Aegean, Department of Financial and Management Engineering and San Jose State University-Donald and Sally Lucas Graduate School of Business

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Value at Risk, Procyclicality, Early Warning Indicators, Efficient Legislative Framework, Estimations Accuracy

22.

Overview of the Greek Value at Risk (VaR) Legislation Framework: Deficiencies, Proposals for Future Revision and a New Suggested Method

Evangelos Vasileiou, (2016) "Overview of the Greek value at risk (VaR) legislation framework: Deficiencies, proposals for future revision and a new suggested method", Journal of Financial Regulation and Compliance, Vol. 24 Issue: 2, pp. 213-226, doi: 0.1108/JFRC-08-2015-0043
Posted: 12 Jan 2016 Last Revised: 08 Nov 2018
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering

Abstract:

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Value at Risk; Filtered Volatility Approach; Legislation Framework

23.

Why Do We Examine Calendar Anomalies Only in Financial Markets? Month Effect Evidence from the Greek Banking Industry

Operational Research: An International Journal (Springer, ABS1*), Forthcoming
Posted: 11 Nov 2015
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering

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Efficient Market Hypothesis; Banking; Calendar Anomalies; Month Effect

24.

Calendar Anomalies in Stock Markets during Financial Crisis. The S&P 500 Case

Global Financial Crisis and its Ramifications on Global Economic Activity, H.Dincer and U.Hacioglu, Springer, Forthcoming
Posted: 23 Jul 2014 Last Revised: 14 Mar 2016
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering

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S&P500; Day of the Week Effect; Reverse Weekend Effect

25.

Is Technical Analysis Profitable Even for an Amateur Investor? Evidence from the Greek Stock Market (2002-12)

Behavioral Finance and Investment Strategies: Decision Making in the Financial Industry (2015), Editor Copur, Z., IGI Global Publishers, p.p. 255-269.
Posted: 21 Jul 2014 Last Revised: 13 Aug 2015
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering

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ATHEX, Trading Rules, Simple Moving Average, Market Efficiency, Behavioral Finance

26.

Re-Examination of the Banking Window Dressing Theory: New Methodological Approaches and Empirical Evidence from the Greek Case

Journal of Financial Regulation and Compliance, Vol. 23 Iss: 3, pp.252-270 (2015)
Posted: 31 May 2014 Last Revised: 13 Aug 2015
Evangelos Vasileiou
University of the Aegean, Department of Financial and Management Engineering

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27.

Does the Financial Crisis Influence the Month and the Trading Month Effects? Evidence from the Athens Stock Exchange

Studies in Economics and Finance, Vol. 32 Iss: 2, pp.181-203 (2015)
Posted: 27 Oct 2013 Last Revised: 13 Aug 2015
Evangelos Vasileiou and Aristeidis Samitas
University of the Aegean, Department of Financial and Management Engineering and University of the Aegean

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Month of the year effect; Trading month effect; Logit/Probit; Garch family models; Athens Stock Exchange