Vasileios Kallinterakis

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 26,179

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42

CROSSREF CITATIONS

2

Scholarly Papers (14)

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 of Edinburgh Business School, 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 587 (86,014)

Abstract:

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

2.

Long-Term Dynamic Asset Allocation Under Asymmetric Risk Preferences

European Journal of Operational Research, Volume 312, Issue 2, pp. 765-782, 16 January 2024, DOI 10.1016/j.ejor.2023.07.038
Number of pages: 55 Posted: 22 Oct 2018 Last Revised: 25 Oct 2023
Group Risk - Allianz SE, Sungkyunkwan University - Department of Economics, University of Liverpool - Management School (ULMS) and Monash University - Department of Econometrics & Business Statistics
Downloads 436 (123,645)
Citation 4

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Decision analysis, Asset Allocation, Asymmetric Risk Preferences, Parameter uncertainty, Simulation Study

3.

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 of Birmingham, University of Liverpool - Management School (ULMS) and T.A. PAI Management Institute, Finance Area
Downloads 220 (254,137)
Citation 19

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Democracy, IPO underpricing, Information asymmetry, Corporate governance

4.

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 of Birmingham, University of Liverpool - Management School (ULMS) and T.A. PAI Management Institute, Finance Area
Downloads 159 (339,546)
Citation 7

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

5.

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 University of Birmingham
Downloads 139 (378,614)
Citation 1

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Feedback Trading, Exchange Traded Fund, Premium, Discount

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 130 (398,931)

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herding; cannabis industry; retail investors; North America

7.

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 116 (434,612)
Citation 1

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herding; frontier markets; asymmetric behaviour; Africa

8.

Institutional Herding and Mood

Number of pages: 55 Posted: 05 Nov 2017
University of StirlingStirling Management School, University of Liverpool - Management School (ULMS) and Kadir Has University
Downloads 85 (536,386)
Citation 1

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herding, mood, fund managers, Turkey

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 of Birmingham, University of Liverpool - Management School (ULMS), University of Stirling - Department of Accounting and Finance and University of Liverpool - Accounting and Finance Division
Downloads 30 (850,941)

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

10.

Regulatory Mood-congruence and Herding: Evidence from Cannabis Stocks

Journal of Economic Behavior & Organization, 185, pp.842-864.
Posted: 10 Sep 2021
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)

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Herding, Regulation, Mood, Cannabis industry, North America

11.

Do Investors Feedback Trade in the Bitcoin—And Why?

Posted: 21 Aug 2021 Last Revised: 24 Aug 2021
Rabaa Karaa, Skander Slim, John W. Goodell, Abhinav Goyal and Vasileios Kallinterakis
University of Sousse-IHEC of Sousse, University of Dubai-DBS, University of Akron - Department of Finance, College of Business Administration, University of Birmingham and University of Liverpool - Management School (ULMS)
Downloads 0 (1,122,944)

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Bitcoin; feedback trading; sentiment; volume; liquidity

12.

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

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Feedback trading, Ramadan effect, Frontier markets

13.

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 StirlingStirling Management School, University of Birmingham and University of Liverpool - Management School (ULMS)

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

14.

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

Abstract:

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momentum, futures, expectations, sentiment, market states