Emilios C. Galariotis

Audencia Business School

Professor. Head of the Finance Dept. and Director of the Institute of Finance

8 Road Joneliere

BP 31222

Nantes Cedex 3, 44312

France

http://faculte-recherche.audencia.com/en/faculty/faculty-member-cvs/emilios-galariotis/

SCHOLARLY PAPERS

27

DOWNLOADS

2,707

CITATIONS

16

Scholarly Papers (27)

1.

Are Contrarian Investment Strategies Profitable in the London Stock Exchange? Where do These Profits Come From?

EFMA 2003 Helsinki Meetings
Number of pages: 57 Posted: 19 Apr 2003
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 947 (17,615)

Abstract:

2.

Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?

EFMA 2002 London Meetings
Number of pages: 34 Posted: 20 Jun 2002
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 585 (35,485)

Abstract:

Return Predictability, Contrarian Profits, Emerging Stock Markets, Kalman Filter

3.

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts

Number of pages: 25 Posted: 02 Nov 2009 Last Revised: 09 Mar 2014
Constantinos Antoniou, Daniel Read and Emilios C. Galariotis
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Audencia Business School
Downloads 207 (109,788)
Citation 1

Abstract:

Ambiguity aversion, size premium, analyst earnings forecasts.

4.

Momentum Investing Over the Last Twenty Years in France, its Persistence and the Effects of the Financial Crisis

Bankers, Markets & Investors, Forthcoming
Number of pages: 15 Posted: 21 Feb 2011
Emilios C. Galariotis
Audencia Business School
Downloads 111 (189,543)

Abstract:

Momentum, French Security Exchange, Financial Crisis

Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

European Financial Management, Vol. 11, No. 1, pp. 71-98, January 2005
Number of pages: 25 Posted: 12 Jan 2005
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 26 (430,586)
Citation 9
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Abstract:

Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

EFMA 2001 Lugano Meetings
Posted: 13 May 2001
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

Overreaction, delayed reaction, contrarian profits, emerging stock markets

6.

Short-Term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?

Journal of Business Finance & Accounting, Vol. 33, No. 5-6, pp. 839-867, June/July 2006
Number of pages: 29 Posted: 13 Aug 2006
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 18 (459,779)
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Abstract:

7.

Liquidity Commonality in the London Stock Exchange

Journal of Business Finance & Accounting, Vol. 34, No. 1-2, pp. 374-388, January/March 2007
Number of pages: 15 Posted: 01 Mar 2007
Emilios C. Galariotis and Evangelos Giouvris
Audencia Business School and Durham University - Department of Economics and Finance
Downloads 13 (485,727)
Citation 5
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Abstract:

8.

Overreaction Evidence from Large-Cap Stocks

Review of Accounting and Finance, Forthcoming
Number of pages: 26 Posted: 25 Jul 2014 Last Revised: 23 Jun 2015
Tibebe A. Assefa, Omar A. Esqueda and Emilios C. Galariotis
Bowie State University, Tarleton State University - Department of Accounting, Finance, & Economics and Audencia Business School
Downloads 7 (418,650)

Abstract:

Overreaction, CAPM, Stock Market Anomaly, Three-factor model

9.

The Impact of Conventional and Unconventional Monetary Policy on Expectations and Sentiment

Number of pages: 54 Posted: 07 Jul 2016 Last Revised: 05 May 2017
Emilios C. Galariotis, Panagiota K. Makrichoriti and Spyros I. Spyrou
Audencia Business School , Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 0 (134,851)

Abstract:

Unconventional Monetary Policy, Sentiment, Economic Expectations

10.

Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach

Number of pages: 42 Posted: 25 Jan 2016
Emilios C. Galariotis, Panagiota K. Makrichoriti and Spyros I. Spyrou
Audencia Business School , Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 0 (92,988)

Abstract:

Financial Crisis, CDS, Spreads, Panel VAR, Sentiment

11.

The Effect of Liquidity on Herding: A Comparative Study

Number of pages: 37 Posted: 23 Jan 2016
Emilios C. Galariotis, Stylia Krokida and Spyros I. Spyrou
Audencia Business School , Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 0 (194,371)

Abstract:

Herding, Liquidity, Financial Crisis, Major Equity Markets

12.

A Novel Multi-Attribute Benchmarking Approach for Assessing the Financial Performance of Local Governments: Empirical Evidence from France

European Journal of Operational Research, 248 (2016), 301–317 ,
Posted: 21 Jan 2016
Emilios C. Galariotis, Guyot Alexis, Michael Doumpos and C. Zopounidis
Audencia Business School , Independent, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

Multiple criteria analysis, Local governments, Financial performance Benchmarking

13.

Recent Advances in Lending to the Poor with Asymmetric Information

Galariotis E.C., Yusupov, N., and C. Villa, (2011) "Recent advances in lending to the poor with asymmetric information", Journal of Development Studies, 47, pp. 1371-1390
Posted: 21 Jan 2016
Emilios C. Galariotis, Christophe Villa and Nurmukhammad A. Yusupov
Audencia Business School , Audencia Nantes School of Management and Independent

Abstract:

14.

Recent Evidence on the Performance and Riskiness of Contrarian Portfolios

The European Journal of Finance Vol. 18, No. 7, August 2012, 603–617,
Posted: 21 Jan 2016
Emilios C. Galariotis
Audencia Business School

Abstract:

overreaction, contrarian, market timing, CAPM, Fama–French three factor model, French security exchange

15.

The Relevance of Information and Trading Costs in Explaining Momentum Profits: Evidence from Optioned and Non-Optioned Stocks

Journal of International Financial Markets, Institutions and Money, Vol. 22, No. 3, 2012
Posted: 21 Jan 2016
Sina H. Badreddine, Emilios C. Galariotis and Phil Holmes
, Audencia Business School and University of Leeds - Leeds University Business School (LUBS)

Abstract:

Momentum, Information, Bid–ask spread, Options

16.

Multiple Criteria Decision Aiding for Finance: An Updated Bibliographic Survey

Zopounidis, C., Galariotis E., Doumpos, M., Sarri, S. and Andriosopoulos K. (2015) "Multiple Criteria Decision Aiding for Financial Decisions: An Updated Bibliographic Survey", European Journal of Operational Research, 247, pp. 339-348.
Posted: 21 Jan 2016
Technical University of Crete (TUC) - Department of Production Engineering and Management, Audencia Business School , Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and ESCP Europe Business School

Abstract:

Multiple criteria analysis, Finance, Bibliographic survey

17.

Mesdames Et Messieurs, Momentum Performance is Not so Abnormal after All!

Applied Economics, Vol. 45, No. 27, 2013
Posted: 21 Jan 2016
Emilios C. Galariotis
Audencia Business School

Abstract:

Momentum Investment, Risk Variation, Market Fluctuations, Dummy Variables, French Security Exchange

18.

On the Stock Market Liquidity and the Business Cycle: A Multi Country Approach

International Review of Financial Analysis, Vol. 38, 2015
Posted: 21 Jan 2016
Emilios C. Galariotis and Evangelos Giouvris
Audencia Business School and Durham University - Department of Economics and Finance

Abstract:

Market liquidity, Real economy, Economic indicators, Granger causality, Panel data, Dumitrescu Hurlin

19.

Inferring Robust Decision Models in Multicriteria Classification Problems: An Experimental Analysis

Doumpos, M., Zopounidis, C., and Galariotis E.C. (2014) "Inferring robust decision models in multicriteria classification problems: An experimental analysis", European Journal of Operational Research, 236, pp. 601-611
Posted: 21 Jan 2016
Michael Doumpos, C. Zopounidis and Emilios C. Galariotis
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Audencia Business School

Abstract:

Multiple criteria analysis, Robustness, Disaggregation, Analysis Monte Carlo simulation

20.

Bond Market Investor Herding: Evidence from the European Financial Crisis

International Review of Financial Analysis, Forthcoming
Posted: 21 Jan 2016
Emilios C. Galariotis, Stylia Krokida and Spyros I. Spyrou
Audencia Business School , Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

Herding, Bond Markets, Financial Crisis

21.

Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets During the European Financial Crisis

Number of pages: 28 Posted: 20 Jan 2016
Kostas D. Andriosopoulos, Emilios C. Galariotis and Spyros I. Spyrou
ESCP Europe Business School, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 0 (251,439)

Abstract:

Energy Markets, Contagion, Volatility Spill-Overs, European Crisis

22.

Short-Term Patterns in Government Bond Returns Following Market Shocks: International Evidence

International Review of Financial Analysis, Vol. 17, No. 5, 2008
Posted: 20 Jan 2016
Konstantinos Kassimatis, Spyros I. Spyrou and Emilios C. Galariotis
Athens University of Economics and Business - Department of Business Administration, Athens University of Economics and Business - Department of Accounting and Finance and Audencia Business School

Abstract:

Price shocks, Government bonds, Bond futures

23.

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:

momentum, futures, expectations, sentiment, market states

24.

Herding on Fundamental Information: A Comparative Study

Journal of Banking and Finance, Vol. 50, 2015
Posted: 27 Jan 2015 Last Revised: 19 Jan 2016
Emilios C. Galariotis, Wu Rong and Spyros I. Spyrou
Audencia Business School , Independent and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

Herding; Fundamental information; Financial crisis

25.

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts

European Financial Management, Vol. 20, Issue 3, pp. 633-651, 2014
Number of pages: 19 Posted: 18 Jun 2014
Constantinos Antoniou, Emilios C. Galariotis and Daniel Read
University of Warwick - Warwick Business School, Audencia Business School and University of Warwick - Warwick Business School
Downloads 0 (565,595)
Citation 1
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Abstract:

ambiguity aversion, size premium, analyst earnings forecasts

26.

Does Tax-Loss Selling Affect UK Momentum Trading?

Posted: 05 Jan 2009
Emilios C. Galariotis, Phil Holmes and Sina H. Badreddine
Audencia Business School , Durham University and

Abstract:

Momentum, Seasonality, Tax-Loss Selling, Window Dressing London Stock Exchange

27.

Can Momentum Strategies Deliver under All States? Evidence from the London Stock Exchange

Posted: 12 Dec 2008
Sina H. Badreddine, Emilios C. Galariotis and Phil Holmes
, Audencia Business School and Durham University

Abstract:

Market states, momentum, overreaction, underreaction, London Stock Exchange