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/

Audencia Nantes School of Management

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

France

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

SCHOLARLY PAPERS

31

DOWNLOADS

3,317

SSRN CITATIONS

11

CROSSREF CITATIONS

26

Scholarly Papers (31)

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, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,065 (25,988)
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, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 641 (52,274)

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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
Audencia Business School, Birkbeck ,University of London and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 352 (107,624)
Citation 6

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Financial Crisis, CDS, Spreads, Panel VAR, Sentiment

4.

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 Audencia Business School
Downloads 260 (148,456)

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Ambiguity aversion, size premium, analyst earnings forecasts.

5.

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
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 215 (178,452)
Citation 1

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Herding, Liquidity, Financial Crisis, Major Equity Markets

6.

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, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 176 (213,693)
Citation 2

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Banks, Efficiency, Financial consumer protection

7.

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 150 (244,516)

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Momentum, French Security Exchange, Financial Crisis

8.

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 129 (275,139)

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Energy Markets, Contagion, Volatility Spill-Overs, European 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 Audencia Business School
Downloads 71 (404,205)

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

10.

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
Montpellier Business School, Audencia Business School and ESSCA School of Management
Downloads 64 (426,949)
Citation 2

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

11.

Could Market Making Be Profitable in the European Carbon Market?

USAEE Working Paper
Number of pages: 37 Posted: 18 Jun 2018
Audencia Business School, 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 54 (463,002)

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

12.

Financial Vulnerability and Seeking Expert Advice: Evidence from a Survey Experiment

Number of pages: 48 Posted: 12 Apr 2021 Last Revised: 05 Oct 2021
Manthos D. Delis, Emilios C. Galariotis and Jerome Monne
Montpellier Business School, Audencia Business School and ESSCA School of Management
Downloads 42 (513,902)

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Behavioral economics and finance, Poverty, Salience, Survey experiment, Priming, Banking services, Financial advisor.

13.

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
Audencia Business School, Deakin University - Faculty of Business and Law and Monash University
Downloads 41 (518,588)

Abstract:

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short selling, trading strategy, momentum, anomaly, behaviour

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

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 (617,911)
Citation 2
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Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

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

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Overreaction, delayed reaction, contrarian profits, emerging stock markets

15.

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 (656,171)
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16.

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 (693,546)
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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

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

18.

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

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

19.

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

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Multiple criteria analysis, Finance, Bibliographic survey

20.

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

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

21.

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

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Multiple criteria analysis, Local governments, Financial performance Benchmarking

22.

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
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:

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Herding, Bond Markets, Financial Crisis

23.

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

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

24.

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 - Faculty of Business

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Momentum, Information, Bid–ask spread, Options

25.

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

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26.

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

27.

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

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Price shocks, Government bonds, Bond futures

28.

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

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Herding; Fundamental information; Financial crisis

29.

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 (809,614)
Citation 1
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ambiguity aversion, size premium, analyst earnings forecasts

30.

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

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

31.

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

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