Vasileios Kallinterakis

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS

687

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (11)

1.

Disappointment Aversion and Long-Term Dynamic Asset Allocation

Number of pages: 75 Posted: 22 Oct 2018 Last Revised: 09 Jun 2020
Monash University - Department of Econometrics & Business Statistics, Sungkyunkwan University - Department of Economics, University of Liverpool - Management School (ULMS) and Monash University - Department of Econometrics & Business Statistics
Downloads 248 (135,400)
Citation 2

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Disappointment aversion, Loss aversion, Dynamic asset allocation, Return predictability, Parameter uncertainty

2.

A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus with Deficient Data

Number of pages: 29 Posted: 10 Aug 2020 Last Revised: 12 Aug 2020
Monash University - Department of Econometrics and Business Statistics, University of Maryland - College Park, University of Liverpool - Management School (ULMS), Monash University - Department of Econometrics & Business Statistics and Boston University - Center for Polymer Studies
Downloads 193 (181,167)

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Decision Making, Risk Quadruplet, Quantitative Analysis, Causality, Coronavirus, US county-level data

3.

Pricing Inefficiencies and Feedback Trading: Evidence From Country ETFs

International Review of Financial Analysis, Volume 70, 101498, July 2020, DOI: 10.1016/j.irfa.2020.101498
Number of pages: 39 Posted: 08 Nov 2016 Last Revised: 27 May 2020
Vasileios Kallinterakis, Fei Liu, Athanasios A. Pantelous and Jia Shao
University of Liverpool - Management School (ULMS), Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, Monash University - Department of Econometrics & Business Statistics and Coventry University
Downloads 74 (347,802)
Citation 1

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Feedback Trading, Exchange Traded Fund, Premium, Discount

4.

Herding in Frontier Markets: Evidence from African Stock Exchanges

Citation: Guney, Y., Kallinterakis, V. and Komba, G. Herding in frontier markets: evidence from African stock exchanges. Journal of International Financial Markets, Institutions & Money, 2017.
Number of pages: 43 Posted: 29 Oct 2016
Yilmaz Guney, Vasileios Kallinterakis and Gabriel Komba
Coventry University, University of Liverpool - Management School (ULMS) and Mzumbe University, School of Business
Downloads 69 (361,455)
Citation 1

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herding; frontier markets; asymmetric behaviour; Africa

5.

Institutional Herding and Mood

Number of pages: 55 Posted: 05 Nov 2017
Konstantinos Gavriilidis, Vasileios Kallinterakis and Belma Ozturkkal
University of Stirling, University of Liverpool - Management School (ULMS) and Kadir Has University Istanbul, Turkey
Downloads 57 (398,168)

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herding, mood, fund managers, Turkey

6.

How ‘High’ on Herding are Cannabis Stocks?

Number of pages: 52 Posted: 13 Jan 2020 Last Revised: 15 Jun 2020
Panagiotis Andrikopoulos, Bartosz Gebka and Vasileios Kallinterakis
Centre for Financial and Corporate Integrity (CFCI), Coventry University, Newcastle University Business School and University of Liverpool - Management School (ULMS)
Downloads 38 (474,955)

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herding; cannabis industry; retail investors; North America

7.

Cross-Border Exchanges and Volatility Forecasting

Forthcoming in Quantitative Finance, 2018
Number of pages: 30 Posted: 02 Aug 2018
Abhinav Goyal, Vasileios Kallinterakis, Dimos S Kambouroudis and Jason Laws
University College Cork, University of Liverpool - Management School (ULMS), University of Stirling - Department of Accounting and Finance and University of Liverpool - Accounting and Finance Division
Downloads 8 (649,173)

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volatility forecasting; exchange groups; feedback trading; global financial crisis

8.

Feedback Trading and the Ramadan Effect in Frontier Markets

Research in International Business and Finance, Vol. 51, 2019 doi/10.1016/j.ribaf.2019.101085
Posted: 10 Sep 2019
Panagiotis Andrikopoulos, Yuetin Cui, Samar Gad and Vasileios Kallinterakis
Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Liverpool Management School, Independent and University of Liverpool - Management School (ULMS)

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Feedback trading, Ramadan effect, Frontier markets

9.

Herding Dynamics in Exchange Groups: Evidence from Euronext

Journal of International Financial Markets, Institutions and Money, Vol. 34, No. 228-244, 2015
Posted: 10 Jun 2016
Independent, University of Stirling, University College Cork and University of Liverpool - Management School (ULMS)

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Herding; exchange groups; Euronext; euro-zone sovereign debt crisis; market states

10.

Market States, Expectations, Sentiment and Momentum: How Naive are Investors?

International Review of Financial Analysis, Vol. 32, 2014
Posted: 20 Jan 2016
Emilios C. Galariotis, Phil Holmes, Vasileios Kallinterakis and Sheldon Ma
Audencia Business School , University of Leeds - Leeds University Business School (LUBS), University of Liverpool - Management School (ULMS) and Independent

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momentum, futures, expectations, sentiment, market states

11.

Market Manipulation Rules and IPO Underpricing

Number of pages: 51
Huu Nhan Duong, Abhinav Goyal, Vasileios Kallinterakis and Madhu Veeraraghavan
Monash University - Department of Banking and Finance, University College Cork, University of Liverpool - Management School (ULMS) and T.A. PAI Management Institute, Finance Area
Downloads 0

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Exchange trading rules, market manipulation, IPO pricing, information asymmetry