Emilios C. Galariotis

School of Production Engineering and Management

Technical Uiversity of Crete, Fin. Eng. Laboratory

University Campus

Chania, 73100

Greece

http://https://www.fel.tuc.gr

SCHOLARLY PAPERS

33

DOWNLOADS

4,576

SSRN CITATIONS

26

CROSSREF CITATIONS

1

Scholarly Papers (33)

1.

Are Contrarian Investment Strategies Profitable in the London Stock Exchange? Where Do These Profits Come from?

Number of pages: 57 Posted: 19 Apr 2003
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,111 (37,031)
Citation 2

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2.

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

Number of pages: 34 Posted: 20 Jun 2002
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 671 (73,692)

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

3.

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 Makrychoriti and Spyros I. Spyrou
School of Production Engineering and Management, Birkbeck ,University of London and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 382 (145,733)
Citation 6

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Financial Crisis, CDS, Spreads, Panel VAR, Sentiment

4.

The Effect of Liquidity on Herding: A Comparative Study

Number of pages: 37 Posted: 23 Jan 2016
Emilios C. Galariotis, Styliani Iris Krokida and Spyros I. Spyrou
School of Production Engineering and Management, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 339 (166,010)
Citation 1

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Herding, Liquidity, Financial Crisis, Major Equity Markets

5.

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts

WBS Finance Group Research Paper No. 131
Number of pages: 25 Posted: 02 Nov 2009 Last Revised: 23 Dec 2019
Constantinos Antoniou, Daniel Read and Emilios C. Galariotis
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and School of Production Engineering and Management
Downloads 290 (195,837)

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Ambiguity aversion, size premium, analyst earnings forecasts.

6.

The Role of ESG In The Decision To Stay or Leave The Market of An Invading Country: The Case of Russia

Economics Letters, Vol. 216, July 2022, 110636; Full article available (open access) at https://doi.org/10.1016/j.econlet.2022.110636
Number of pages: 9 Posted: 20 Apr 2022 Last Revised: 06 Jan 2023
Anup Basnet, Magnus Blomkvist and Emilios C. Galariotis
Western University, EDHEC Business School and School of Production Engineering and Management
Downloads 272 (209,065)

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Russian invasion, ESG, Market Exit, Stock Market Reaction

7.

Bank Profit Efficiency and Financial Consumer Protection Policies

Number of pages: 41 Posted: 13 Feb 2018
GSCM-Montpellier Business School, University of Crete - Faculty of Social Sciences - Department of Economics, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 262 (217,043)
Citation 2

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Banks, Efficiency, Financial consumer protection

8.

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
School of Production Engineering and Management
Downloads 185 (301,147)

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Momentum, French Security Exchange, Financial Crisis

9.

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, Tibebe A. Assefa, Omar A. Esqueda and Emilios C. Galariotis
Kentucky State UniversityBowie State University, Tarleton State University - Department of Accounting, Finance, & Economics and School of Production Engineering and Management
Downloads 169 (326,077)

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

10.

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, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 157 (347,236)

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

11.

Corporate Taxes and Economic Inequality: A Credit Channel

Swiss Finance Institute Research Paper No. 23-29
Number of pages: 37 Posted: 24 Feb 2023 Last Revised: 13 Jan 2024
Manthos D. Delis, Emilios C. Galariotis, Maria Iosifidi and Steven Ongena
Audencia Business School, School of Production Engineering and Management, Montpellier Business School and University of Zurich - Department Finance
Downloads 140 (380,984)

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Corporate taxes, Economic inequality, Bank credit, Credit score

12.

Economic Condition and Financial Cognition

Journal of Banking and Finance, Forthcoming
Number of pages: 60 Posted: 24 Jun 2019 Last Revised: 28 Dec 2020
Manthos D. Delis, Emilios C. Galariotis and Jerome Monne
Audencia Business School, School of Production Engineering and Management and ESSCA School of Management
Downloads 101 (486,026)
Citation 2

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Financial effects of poverty; Financial literacy; Priming; Cognitive impediment; Financial anxiety; Shame of poverty; Survey experiment

13.

Diversification in Financial and Crypto Markets

Number of pages: 22 Posted: 01 Mar 2023
affiliation not provided to SSRN, School of Production Engineering and Management, PSB Paris School of Business - Center of Research for Energy and Climate Change, affiliation not provided to SSRN and ESC Tunis
Downloads 99 (492,637)

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Bitcoin, Cryptocurrency, portfolio diversification, CVaR, Financial Market

14.

Basic Debt Literacy and Debt Behavior

Number of pages: 45 Posted: 19 Nov 2022 Last Revised: 17 Jun 2023
Emilios C. Galariotis and Jerome Monne
School of Production Engineering and Management and ESSCA School of Management
Downloads 96 (502,703)

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household finance, behavioural finance, debt, financial literacy, debt literacy

15.

Bitcoin vs. Fiat Currencies: Insights from Extreme Dependence and Risk Spillover Analysis with Financial Markets

Number of pages: 55 Posted: 22 Mar 2023
Ilyes Abid, Elie Bouri, Emilios C. Galariotis, Khaled Guesmi and Hela Mzoughi
Institut Superieur de Commerce de Paris, Lebanese American University, School of Production Engineering and Management, Faculty of Economics and Management of Tunis and University of Tunis Carthage-Carthage Business School
Downloads 93 (513,147)

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bitcoin, Fiat currencies, Financial Markets, Extreme dependence and risk spillovers, Copulas-CoVaR

16.

Could Market Making Be Profitable in the European Carbon Market?

USAEE Working Paper
Number of pages: 37 Posted: 18 Jun 2018
School of Production Engineering and Management, Audencia Nantes School of Management, Aristotle University of Thessaloniki - Department of Economics, Technical University of Crete (TUC) - School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 89 (527,460)
Citation 2

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EUA Futures, UHF Trading, Intraday Price Discovery, Market Making

17.

Down But Not Out: Plenty of Returns Available for Shorted Down Stocks

International Review of Financial Analysis, Vol. 63, Pages 296-306, 2019
Number of pages: 36 Posted: 21 May 2020
Emilios C. Galariotis, Bob Li and Daniel Chai
School of Production Engineering and Management, Deakin University - Faculty of Business and Law and Monash University
Downloads 65 (630,505)

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short selling, trading strategy, momentum, anomaly, behaviour

18.

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

ANTONIOU, A., GALARIOTIS, E., SPYROU, S. (2005) . Contrarian profits and the overreaction hypothesis: the case of the Athens Stock Exchange, European Financial Management, 11 (1), 71-98
Number of pages: 56 Posted: 15 Feb 2023
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 55 (683,998)

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Overreaction, Delayed Reaction, Contrarian Profits, Multifactor Models, and Emerging Stock Markets

19.

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
School of Production Engineering and Management

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

20.

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 School of Production Engineering and Management

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

21.

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, School of Production Engineering and Management, 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

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Multiple criteria analysis, Finance, Bibliographic survey

22.

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
School of Production Engineering and Management

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

23.

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
School of Production Engineering and Management, Independent, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

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Multiple criteria analysis, Local governments, Financial performance Benchmarking

24.

Bond Market Investor Herding: Evidence from the European Financial Crisis

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

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Herding, Bond Markets, Financial Crisis

25.

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
School of Production Engineering and Management and Durham University - Department of Economics and Finance

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

26.

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
, School of Production Engineering and Management and University of Leeds - Faculty of Business

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Momentum, Information, Bid–ask spread, Options

27.

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
School of Production Engineering and Management, Audencia Nantes School of Management and Independent

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28.

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

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momentum, futures, expectations, sentiment, market states

29.

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 School of Production Engineering and Management

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Price shocks, Government bonds, Bond futures

30.

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
School of Production Engineering and Management, Independent and Athens University of Economics and Business - Department of Accounting and Finance

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Herding; Fundamental information; Financial crisis

31.

Does Tax-Loss Selling Affect UK Momentum Trading?

Posted: 05 Jan 2009
Emilios C. Galariotis, Phil Holmes and Sina H. Badreddine
School of Production Engineering and Management, Durham University and

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

32.

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
, School of Production Engineering and Management and Durham University

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

33.

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, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

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Overreaction, delayed reaction, contrarian profits, emerging stock markets