Vasileios Kallinterakis

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS

429

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Disappointment Aversion and Long-Term Dynamic Asset Allocation

Number of pages: 72 Posted: 22 Oct 2018 Last Revised: 24 Sep 2019
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 225 (141,284)
Citation 2

Abstract:

Loading...

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

2.

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
University of Hull, University of Liverpool - Management School (ULMS) and Mzumbe University, School of Business
Downloads 65 (355,656)

Abstract:

Loading...

herding; frontier markets; asymmetric behaviour; Africa

3.

On the Impact of Country ETFs' Premiums and Discounts over Feedback Trading

Number of pages: 37 Posted: 08 Nov 2016 Last Revised: 04 Oct 2018
Vasileios Kallinterakis, Fei Liu and Athanasios A. Pantelous
University of Liverpool - Management School (ULMS), Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool and Monash University - Department of Econometrics & Business Statistics
Downloads 60 (370,445)
Citation 1

Abstract:

Loading...

Feedback Trading, Exchange Traded Fund, Premium, Discount

4.

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 51 (399,624)

Abstract:

Loading...

herding, mood, fund managers, Turkey

5.

How ‘High’ on Herding are Cannabis Stocks?

Number of pages: 40 Posted: 13 Jan 2020
Panagiotis Andrikopoulos and Vasileios Kallinterakis
Centre for Financial and Corporate Integrity (CFCI), Coventry University and University of Liverpool - Management School (ULMS)
Downloads 20 (541,814)

Abstract:

Loading...

herding; cannabis industry; retail investors; North America

6.

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 (618,626)

Abstract:

Loading...

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

7.

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)

Abstract:

Loading...

Feedback trading, Ramadan effect, Frontier markets

8.

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)

Abstract:

Loading...

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

9.

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

Abstract:

Loading...

momentum, futures, expectations, sentiment, market states