Vasileios Kallinterakis

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 43,315

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Top 43,315

in Total Papers Downloads

1,299

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (12)

1.

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

Risk Analysis: An International Journal, Volume 41, Issue 5, pp. 814-830, May 2021 DOI: 10.1111/risa.13678
Number of pages: 30 Posted: 10 Aug 2020 Last Revised: 07 Jun 2021
University College Dublin, 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 580 (57,826)

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Decision Making, Risk Quadruplet, Quantitative Analysis, Causality, Coronavirus, US County-level Data

2.

Disappointment Aversion and Long-Term Dynamic Asset Allocation

Number of pages: 75 Posted: 22 Oct 2018 Last Revised: 09 Jun 2020
Group Risk - Allianz SE, Sungkyunkwan University - Department of Economics, University of Liverpool - Management School (ULMS) and Monash University - Department of Econometrics & Business Statistics
Downloads 290 (129,550)
Citation 4

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

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 95 (332,562)
Citation 1

Abstract:

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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 81 (366,888)
Citation 1

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herding; frontier markets; asymmetric behaviour; Africa

5.

Market Manipulation Rules and IPO Underpricing

Journal of Corporate Finance, Forthcoming
Number of pages: 54 Posted: 11 Sep 2020 Last Revised: 20 Dec 2020
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 72 (392,239)

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

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 71 (395,278)

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herding; cannabis industry; retail investors; North America

7.

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 62 (424,256)

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herding, mood, fund managers, Turkey

8.

Democracy and the Pricing of Initial Public Offerings around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 52 Posted: 08 Jul 2021 Last Revised: 12 Jul 2021
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 39 (516,566)

Abstract:

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Democracy, IPO underpricing, Information asymmetry, Corporate governance

9.

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 9 (709,170)

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

10.

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:

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Feedback trading, Ramadan effect, Frontier markets

11.

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

12.

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 - Faculty of Business, University of Liverpool - Management School (ULMS) and Independent

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momentum, futures, expectations, sentiment, market states