Vasileios Kallinterakis

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

350

CITATIONS

4

Scholarly Papers (7)

1.

Disappointment Aversion and Long-Term Dynamic Asset Allocation

Number of pages: 65 Posted: 22 Oct 2018 Last Revised: 30 Jul 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 175 (170,322)
Citation 3

Abstract:

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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 62 (348,763)

Abstract:

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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 56 (366,611)
Citation 1

Abstract:

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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 50 (385,904)

Abstract:

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herding, mood, fund managers, Turkey

5.

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 of Liverpool - Management School (ULMS), University of Liverpool - Management School (ULMS), University of Stirling - Department of Accounting and Finance and University of Liverpool - Accounting and Finance Division
Downloads 7 (597,479)

Abstract:

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

6.

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 of Liverpool - Management School (ULMS) and University of Liverpool - Management School (ULMS)

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

7.

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