Spyros Papathanasiou

National and Kapodistrian University of Athens

Assistant Professor, Department of Economics

1, Sofokleous Str.

Athens, 10559

Greece

  • National and Kapodistrian University of Athens

SCHOLARLY PAPERS

36

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8

CROSSREF CITATIONS

40

Scholarly Papers (36)

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1.

Incorporating Technical Analysis Into Behavioral Finance: A Field Experiment in the Large Capitalization Firms of the Athens Stock Exchange

International Research Journal of Finance and Economics, 9(14), pp 100-112 (2008)
Number of pages: 21 Posted: 11 Sep 2014
Dimitrios Vasiliou, Nikolaos Eriotis and Spyros Papathanasiou
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 518 (76,752)
Citation 1

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Behavioral Finance, Technical Analysis, Bootstrap.

2.

Can Mutual Fund Managers Predict Security Prices to Beat the Market? The Case of Greece During the Debt Crisis

Journal of Prediction Markets, Vol 12, No 3. pp 40-62, DOI/10.5750/jpm.v12i3.1644, 2019
Number of pages: 20 Posted: 13 Mar 2019
Drosos Koutsokostas, Spyros Papathanasiou and Nikolaos Eriotis
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 507 (78,805)

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portfolio evaluation, exchange-traded funds, selectivity, market timing ability, short-term performance persistence, market efficiency

3.

Mutual Funds in Greece: Case Study of Domestic Equity Mutual Funds During Financial Crisis

Managerial Finance, Vol, 43, Issue 7, pp, 812-827, 2017, DOI: 10.1108/MF-10-2016-0293
Number of pages: 24 Posted: 12 May 2017 Last Revised: 15 Mar 2019
Drosos Koutsokostas and Spyros Papathanasiou
National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 506 (79,003)

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Performance evaluation, Survivorship bias, Selectivity, Market timing ability, Short-term performance persistence

4.

Electronic – Banking and Customer Satisfaction in Greece. The Case of Piraeus Bank

Annals of Management Science Vol. 5, No. 1, December 2016, 55-68
Number of pages: 15 Posted: 15 Mar 2017 Last Revised: 17 Mar 2017
Maria Kampakaki and Spyros Papathanasiou
Hellenic Open University and National and Kapodistrian University of Athens
Downloads 304 (140,674)

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e-banking, customer satisfaction, service quality, SERVQUAL model

5.

Emotional Intelligence and Job Satisfaction in Greek Banking Sector

Research in Applied Economics, Vol 6, No 1 (2014), pp 225-239.
Number of pages: 16 Posted: 12 Sep 2014
Spyros Papathanasiou and Maria Siati
National and Kapodistrian University of Athens and Hellenic Open University
Downloads 278 (154,153)
Citation 1

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emotional intelligence, job satisfaction, behavioral finance, Greek banking sector

6.

Initial Performance of Greek Ipos, Underwriter's Reputation and Oversubscription

Downloads 49 (197,851)
Citation 8

Initial Performance of Greek IPOs, Underwriter's Reputation and Oversubscription

Managerial Finance, 33 (5), 332-343, 2007
Number of pages: 26 Posted: 14 Nov 2014
Dimitris Kenourgios, Spyros Papathanasiou and Emmanouil Rafail D. Melas
National and Kapodistrian University of Athens - Department of Economics, National and Kapodistrian University of Athens and London School of Economics & Political Science (LSE)
Downloads 49 (538,576)
Citation 1

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IPOs, underpricing, oversubscription, underwriters' prestige, Athens Stock Exchange

7.

The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange

Downloads 214 (198,713)
Citation 11

The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange

Proceedings of the 2nd Applied Financial Economics (AFE) International Conference on “Financial Economics”, Samos island, Greece, July 15-17, 2005
Number of pages: 14 Posted: 11 Sep 2014 Last Revised: 13 Nov 2014
Dimitris Kenourgios, Aristeidis Samitas and Spyros Papathanasiou
National and Kapodistrian University of Athens - Department of Economics, University of the Aegean and National and Kapodistrian University of Athens
Downloads 214 (198,476)
Citation 11

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Day of the week effect, mean stock returns, volatility, GARCH

8.

Is Technical Analysis Profitable on Athens Stock Exchange?

Mega Journal of Business Research Volume 2018, Article ID 61, 24 Pages
Number of pages: 20 Posted: 07 Feb 2018
Panagiotis Rousis and Spyros Papathanasiou
National and Kapodistrian University of Athens - Department of Economics and National and Kapodistrian University of Athens
Downloads 201 (210,604)

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Technical analysis, MACD, RSI, Stochastic, Bollinger bands, Trading strategy

9.

Adjusting for Risk Factors in Mutual Fund Performance and Performance Persistence: Evidence From the Greek Market During the Debt Crisis

Journal of Risk Finance, Vol. 20 No. 4, pp. 352-369, DOI: 10.1108/JRF-07-2018-0108
Number of pages: 26 Posted: 29 Oct 2019 Last Revised: 08 Jan 2021
Drosos Koutsokostas, Spyros Papathanasiou and Dimitris Balios
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and Independent
Downloads 189 (222,413)

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Portfolio Performance; Mutual Funds; Performance Persistence; Model Evaluation

10.

Winemaking Sector in Greece. An Accounting - Based Approach

International Journal of Corporate Finance and Accounting (IJCFA), Vol 6, Is 2, pp 1-17 DOI: 10.4018/IJCFA.2019070101, 2019
Number of pages: 17 Posted: 03 Aug 2019 Last Revised: 08 Jan 2021
Spyros Papathanasiou, Drosos Koutsokostas, Dimitris Balios and Nikolaos Eriotis
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens, Independent and National and Kapodistrian University of Athens
Downloads 188 (223,435)

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Winemaking Sector, Greece, Ratio Analysis, Alternative Investments

11.

How Rewarding is Technical Analysis? Evidence from Athens Stock Exchange

Operational Research, 6, 2, pp 85-102 (2006)
Number of pages: 21 Posted: 11 Sep 2014
Dimitrios Vasiliou, Nikolaos Eriotis and Spyros Papathanasiou
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 101 (360,129)

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moving average, technical trading rules, bootstrap

12.

Back to the Future. A Behavioural Perspective on Technical Analysis into PIGS Countries

Annals of Management Science Vol. 4, No. 1, July 2015, 67-88
Number of pages: 22 Posted: 27 Aug 2015 Last Revised: 01 Dec 2015
Spyros Papathanasiou, Dimitrios Vasiliou and Nikolaos Eriotis
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 92 (382,049)

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Behavioural Finance, GARCH(1,1) Technical Analysis, Bootstrap, Matlab, PIGS.

13.

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
Apostolos G. Christopoulos, Spyros Papathanasiou, Petros Kalantonis, Andreas Chouliaras and Savvas Katsikidis
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 (418,370)

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Stock Markets, Cointegration, Granger Causality, PIIGS, EMH

14.

Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange

Journal of Money, Investment and Banking, Issue 13, pp 35-43 (2010)
Number of pages: 15 Posted: 11 Sep 2014
Spyros Papathanasiou and Aristeidis Samitas
National and Kapodistrian University of Athens and University of the Aegean
Downloads 69 (450,590)

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EGARCH, moving averages, bootstrap, Eurozone

15.

Electronic Banking in Greece. The Case of Chalkida

International Journal of Finance, Economics and Trade. 2018; 2(2):18-30
Number of pages: 13 Posted: 21 Jun 2018
Vasiliki Papazoglou and Spyros Papathanasiou
Hellenic Open University and National and Kapodistrian University of Athens
Downloads 65 (464,514)
Citation 1

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Internet; Electronic Banking; E-Banking; Strategy; Adoption; Intention

16.

Bank Mergers - Takeovers and Customer Satisfaction: The Case of a Greek Commercial Bank

Journal of Finance, Economics and Trade 2018; 2(2):11-17
Number of pages: 7 Posted: 21 Jun 2018
Spyros Papathanasiou, Pavlos Mylonas and Dimitris Kenourgios
National and Kapodistrian University of Athens, Hellenic Open University - School of Social Sciences and National and Kapodistrian University of Athens - Department of Economics
Downloads 57 (494,943)

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Mergers-Takeovers; Customer Satisfaction; SERVQUAL Model; Behavioral Finance; Service Quality

17.

Technical Trading Profitability in Greek Stock Market

The Empirical Economics Letters, 7(7), pp 749-756, 2008.
Number of pages: 14 Posted: 11 Sep 2014
Dimitrios Vasiliou, Nikolaos Eriotis and Spyros Papathanasiou
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 55 (503,065)

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GARCH(1,1), AR(1), moving averages, bootstrap

18.

Profitability of Trading Strategies Before and During the Greek Crisis: An Empirical Study

The Journal of Prediction Markets, 11 (1): 1-26, 2017
Number of pages: 35 Posted: 01 Jun 2017 Last Revised: 07 Jun 2017
Efstathios Xanthopoulos, Konstantinos Aravossis and Spyros Papathanasiou
National Technical University of Athens (NTUA), Independent and National and Kapodistrian University of Athens
Downloads 49 (528,975)

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Athens Stock Exchange, Trading Strategies, Fast Fourier Transform, Bootstrap, Statistical tests, Greek Crisis

19.

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
Apostolos G. Christopoulos, Spyros Papathanasiou, Petros Kalantonis, Andreas Chouliaras and Savvas Katsikidis
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 (547,562)

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Stock Markets, Cointegration, Granger Causality, PIIGS, EMH

20.

Testing Technical Anomalies in Athens Stock Exchange

European Research Studies Journal, 9, 3-4, pp 75-90 (2006).
Number of pages: 16 Posted: 11 Sep 2014
Nikolaos Eriotis, Dimitrios Vasiliou and Spyros Papathanasiou
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 40 (572,607)

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Stock markets, technical anomalies, bootstrap.

21.

Dynamic Cointegrations Among European Stockmarkets

Management and Economics, Biannual Scientific Journal, Papazisis, Vol 3, Νο 3 pp 147-165 (2005)
Number of pages: 17 Posted: 11 Sep 2014 Last Revised: 15 Sep 2014
Spyros Papathanasiou, Evagelos Kouravelos and Kontastantinos Bourletidis
National and Kapodistrian University of Athens, University of Piraeus - Department of Banking and Financial Management and National and Kapodistrian University of Athens - School of Economics & Political Science
Downloads 35 (599,711)

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22.

Bitcoin as an Alternative Digital Currency. Exploring the Public’s Perception vs Experts.

International Journal of Financial Engineering and Risk Management, Vol. 3, No. 2, pp 146-171; DOI: 10.1504/IJFERM.2019.101296, 2019
Number of pages: 18 Posted: 11 Aug 2019 Last Revised: 10 Mar 2021
Spyros Papathanasiou, Nikolaos Papamatthaiou and Dimitris Balios
National and Kapodistrian University of Athens, Independent and Independent
Downloads 26 (656,655)

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Bitcoin; alternative investments; cryptocurrencies; publics’ perception; quantitative data collection approach

23.

Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes During BREXIT

Mathematics, 9, 9, 1003, https://doi.org/10.3390/math9091003
Number of pages: 16 Posted: 04 May 2021
Bikramaditya Ghosh, Spyros Papathanasiou, Nikita Ramchandani and Dimitris Kenourgios
SIBM-B, National and Kapodistrian University of Athens, Christ University and National and Kapodistrian University of Athens - Department of Economics
Downloads 12 (770,905)

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financial bubbles; market crashes; log-periodic power law; IIGPS’ countrie

24.

Deconstruction of the Green Bubble during COVID-19. International Evidence

Sustainability 2022, 14, 3466. https://doi.org/10.3390/su14063466
Number of pages: 18 Posted: 22 Mar 2022
Bikramaditya Ghosh, Spyros Papathanasiou, Vandita Dar and Dimitris Kenourgios
SIBM-B, National and Kapodistrian University of Athens, Symbiosis International (Deemed University), Bengaluru and National and Kapodistrian University of Athens - Department of Economics
Downloads 11 (780,300)

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social bubble hypothesis; sustainable development; log periodic power law; green finance; green energy; COVID-19

25.

Value Investing Versus Other Investment Strategies: A Volatility Spillover Approach and Portfolio Hedging Strategies for Investors

The North American Journal of Economics and Finance, Volume 62, Forthcoming
Posted: 05 Aug 2022
Spyros Papathanasiou, Ioannis Dokas and Drosos Koutsokostas
National and Kapodistrian University of Athens, affiliation not provided to SSRN and National and Kapodistrian University of Athens

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Value stocks; Growth stocks; ESG; Connectedness; Portfolio diversification; COVID-19

26.

Are Policy Stances Consistent with the Global GHG Emission Persistence?

Applications in Energy Finance pp 255–279 (2022)
Posted: 01 Jun 2022
Bikramaditya Ghosh, Spyros Papathanasiou and Vandana Gablani
SIBM-B, National and Kapodistrian University of Athens and Independent

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financial economics, energy and the macroeconomy, government policy, time series models, econometrics

27.

Are Timber and Water Investments Safe-Havens? A Volatility Spillover Approach and Portfolio Hedging Strategies for Investors

Posted: 25 May 2022
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas and Ilias Kampouris
University of the Aegean, National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and Abu Dhabi University

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Alternative Investments, Connectedness, Timber Water Investments, Covid-19, Portfolio Diversification

28.

Volatility Spillovers between Fine Wine and Major Global Markets during COVID-19: A Portfolio Hedging Strategy for Investors

International Review of Economics and Finance, (Elsevier), Volume 78, Pages 629-642,
Posted: 05 Apr 2022
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas and Ilias Kampouris
University of the Aegean, National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and Abu Dhabi University

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Alternative investments; Fine wine; Connectedness; Portfolio diversification; COVID-19 pandemic

29.

Novel Alternative Assets within a Transmission Mechanism of Volatility Spillovers: The Role of SPACs

Finance Research Letters, 2021 102602. https://doi.org/10.1016/j.frl.2021.102602.
Posted: 26 Feb 2022
Spyros Papathanasiou, Drosos Koutsokostas and George Pergeris
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and Independent

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Alternative investments SPACS IPOs Merger arbitrage Connectedness COVID-19

30.

On the Predictive Power of CAPE or Shiller’s Pe Ratio: The Case of the Greek Stock Market

Forthcoming, Operational Research (Springer)
Posted: 27 Aug 2021
Dimitris Kenourgios, Spyros Papathanasiou and Anastasia Christina Bampili
National and Kapodistrian University of Athens - Department of Economics, National and Kapodistrian University of Athens and Independent

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Returns forecasting, FTSE/ASE large cap index, CAPE ratio, Efficient market hypothesis

31.

The connectedness between Sukuk and conventional bond markets and the implications for investors

International Journal of Islamic and Middle Eastern Finance and Management
Posted: 24 May 2021
Aristeidis Samitas, Spyros Papathanasiou and Drosos Koutsokostas
University of the Aegean, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens

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Sukuk market;Bond market; Connectedness; Portfolio diversification

32.

Do Hedge and Merger Arbitrage Funds Actually Hedge? A Time-Varying Volatility Spillover Approach

Finance Research Letters, Vol. 102088, 2021
Posted: 03 May 2021
Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas and Drosos Koutsokostas
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens, National and Kapodistrian University of Athens - School of Economics & Political Science and National and Kapodistrian University of Athens

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Alternative investments, Connectedness, Hedge replication, Merger arbitrage, Portfolio diversification COVID-19

33.

Short-Term Versus Longer-Term Persistence in Performance of Equity Mutual Funds: Evidence From the Greek Market

International Journal of Bonds and Derivatives, 2020 Vol.4 No.2, pp.89 - 103 (Interscience). DOI: 10.1504/IJBD.2020.109309
Posted: 07 Dec 2020
Drosos Koutsokostas, Spyros Papathanasiou and Nikolaos Eriotis
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens

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equity mutual funds; risk-adjusted returns; performance persistence; non-parametric; capital controls; capital flows.

34.

The Static and Dynamic Connectedness of Environmental, Social, and Governance Investments: International Evidence

Economic Modelling, Volume 93, December 2020, Pages 112-124 Doi.org/10.1016/j.econmod.2020.08.007
Posted: 20 Aug 2020 Last Revised: 27 Aug 2020
Zaghum Umar, Dimitris Kenourgios and Spyros Papathanasiou
Zayed University - College of Business, National and Kapodistrian University of Athens - Department of Economics and National and Kapodistrian University of Athens

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ESG investments; connectedness; European sovereign debt crisis; COVID-19 pandemic; portfolio diversification

35.

The Impact of Unconventional Monetary Policies on Unique Alternative Investments: The Case of Fine Wine and Rare Coins

Recent Advances and Applications in Alternative Investments, IGI Global, chapter 6, pp 120-142, ISBN13: 9781799824367, ISBN10: 1799824365, EISBN13: 9781799824381, DOI: 10.4018/978-1-7998-2436-7.ch006
Posted: 14 Feb 2020 Last Revised: 07 Mar 2020
Spyros Papathanasiou, Andreas Papanastasopoulos and Drosos Koutsokostas
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens

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Quantitative Easing Programs, Fine Wine, Rare Coins, Real Estate, Commodities, Crude Oil, Federal Reserve, European Central Bank

36.

Profitability of Technical Trading Rules in an Emerging Market

Downloads 0 (907,776)

Profitability of Technical Trading Rules in an Emerging Market

The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets, McGraw-Hill, NYC, NY, chapter 7, Editor: Greg Gregoriou pp 98-111. 2010
Posted: 12 Sep 2014
Dimitris Kenourgios and Spyros Papathanasiou
National and Kapodistrian University of Athens - Department of Economics and National and Kapodistrian University of Athens

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