Iordanis Kalaitzoglou

Audencia Nantes School of Management

8 route de la Jonelière, BP 31222

Nantes Cedex 3, Cedex 3 44312

France

SCHOLARLY PAPERS

7

DOWNLOADS

174

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Could Market Making Be Profitable in the European Carbon Market?

USAEE Working Paper
Number of pages: 37 Posted: 18 Jun 2018
Audencia Business School , Audencia Nantes School of Management, Aristotle University of Thessaloniki - Department of Economics, Technical University of Crete (TUC) - School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 46 (450,165)

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EUA Futures, UHF Trading, Intraday Price Discovery, Market Making

2.

Corporate Social Responsibility: How Much Is Enough? A Higher Dimension Perspective of the Relationship between Financial and Social

Number of pages: 41 Posted: 05 Nov 2016 Last Revised: 30 Sep 2020
Iordanis Kalaitzoglou, Hui Pan and Jacek Niklewski
Audencia Nantes School of Management, Coventry University - Business School and Coventry University - Business School
Downloads 45 (454,211)

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Corporate Social Responsibility (CSR), Corporate Financial Performance (CFP), Endogeneity, Asymmetric Relationship, Threshold level

3.

Market Conditions and Order Type Preference

Number of pages: 48 Posted: 30 Nov 2017 Last Revised: 05 Jun 2018
Iordanis Kalaitzoglou and Boulis Maher Ibrahim
Audencia Nantes School of Management and Heriot Watt University
Downloads 28 (534,413)

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Limit vs Market Orders, Intraday Volatility, Implied Spread

4.

Liquidity and Resolution of Uncertainty in the European Carbon Futures Market

International Review of Financial Analysis, Forthcoming
Number of pages: 38 Posted: 29 Nov 2014
Iordanis Kalaitzoglou and Boulis Maher Ibrahim
Audencia Nantes School of Management and Heriot Watt University
Downloads 24 (558,455)

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Intraday Liquidity, Marked Duration, Temporal Marked Point Process, Carbon Market

5.

Information and the Arrival Rate of Option Trading Volume

Number of pages: 49 Posted: 25 Nov 2020
Mengyu Zhang, Thanos Verousis and Iordanis Kalaitzoglou
University of Kent, Kent Business School, Essex Business School and Audencia Nantes School of Management
Downloads 22 (590,814)

Abstract:

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Options, stocks, trading volume, liquidity, information, conditional duration

6.

Time Will Tell! Towards the Construction of Instantaneous Indicators of Different Agent Types

Number of pages: 51 Posted: 19 Nov 2020
Iordanis Kalaitzoglou
Audencia Nantes School of Management
Downloads 5 (689,550)

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Hazard Function, PIN, PSOS, Behavioral Bias, UHF-Trading

7.

Visible and Invisible Forces: What Drives the Intensity of Trading in the European Carbon Market?

Review of Economic Analysis 11 (2019) 117-144
Number of pages: 28 Posted: 11 Jul 2019 Last Revised: 12 Jul 2019
Iordanis Kalaitzoglou
Audencia Nantes School of Management
Downloads 4 (697,119)

Abstract:

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Carbon market, Duration modeling Ultra-High Frequency data