George N. Leledakis

Athens University of Economics and Business, School of Business, Department of Accounting and Finance

76 Patission Str.

Athens, 104 34

Greece

http://www.aueb.gr/en/faculty_page/leledakis-georgios

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 24,205

SSRN RANKINGS

Top 24,205

in Total Papers Downloads

4,146

SSRN CITATIONS
Rank 22,028

SSRN RANKINGS

Top 22,028

in Total Papers Citations

56

CROSSREF CITATIONS

4

Scholarly Papers (23)

1.

Does Firm Size Predict Stock Returns? Evidence from the London Stock Exchange

Number of pages: 46 Posted: 14 May 2004
George N. Leledakis, Ian Davidson and Jeremy Smith
Athens University of Economics and Business, School of Business, Department of Accounting and Finance, Loughborough University - Business School and University of Warwick - Department of Economics
Downloads 1,539 (24,038)
Citation 2

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Firm size,Non market value size variables,Stock Returns

2.

Twitter sentiment and stock market: A COVID-19 analysis

Journal of Economic Studies, volume 50, issue 8, 2023[10.1108/JES-09-2022-0486]
Number of pages: 39 Posted: 04 Jan 2022 Last Revised: 20 Sep 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 306 (192,656)
Citation 6

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Twitter sentiment, textual analysis, stock price indexes, COVID-19

3.

Valuation of European Firms During the Russia-Ukraine War

Economics Letters, volume 218, 2022[10.1016/j.econlet.2022.110750]
Number of pages: 16 Posted: 27 Apr 2022 Last Revised: 20 Sep 2024
Alexandros Bougias, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 284 (208,327)

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European firms, Merton model, Russia-Ukraine war, Asset returns, Default risk

4.

Machine Learning in Bank Merger Prediction: A Text-Based Approach

European Journal of Operational Research, volume 312, issue 2, 2024[10.1016/j.ejor.2023.07.039]
Number of pages: 42 Posted: 15 Jun 2021 Last Revised: 20 Sep 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance, University of Essex - Essex Business School, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 277 (213,701)
Citation 1

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Bank merger prediction, Textual analysis, Natural language processing, Machine learning

5.

Value Creation in European Bank M&As

Number of pages: 40 Posted: 31 Aug 2019 Last Revised: 03 Feb 2023
University of Essex, Athens University of Economics and Business, School of Business, Department of Accounting and Finance, University of Essex - Essex Business School and University of SurreyALBA Graduate Business School
Downloads 236 (250,439)

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Bank mergers and acquisitions; market concentration; competition; event study; long-term merger performance

6.

Using Textual Analysis to Identify Merger Participants: Evidence from the U.S. Banking Industry

Finance Research Letters, volume 42, 2021[10.1016/j.frl.2021.101949]
Number of pages: 15 Posted: 03 Nov 2019 Last Revised: 20 Sep 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, University of Copenhagen, Athens University of Economics and Business, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 223 (264,400)

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Textual analysis, text sentiment, bank mergers and acquisitions, acquisition likelihood

7.

U.S. Bank M&As in the Post-Dodd-Frank Act Era: Do They Create Value?

Journal of Banking & Finance, volume 135, 2022[10.1016/j.jbankfin.2019.06.008]
Number of pages: 60 Posted: 25 Aug 2016 Last Revised: 20 Sep 2024
George N. Leledakis and Emmanouil G. Pyrgiotakis
Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 193 (302,074)
Citation 12

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Dodd-Frank regulation, shareholder wealth, market anticipation, event study

8.

National Culture of Secrecy and Stock Price Synchronicity: Cross-Country Evidence

Number of pages: 57 Posted: 03 Feb 2021
University of Crete - Faculty of Social Sciences - Department of Economics, Athens University of Economics and Business, School of Business, Department of Accounting and Finance, GSCM-Montpellier Business School and University of Essex - Essex Business School
Downloads 189 (307,864)
Citation 2

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Culture, Information and market efficiency, Stock price synchronicity

9.

Does It Pay to Acquire Private Firms? Evidence From the U.S. Banking Industry

The European Journal of Finance, volume 27, issue 10, 2021[10.1080/1351847X.2020.1799835]
Number of pages: 45 Posted: 30 Nov 2017 Last Revised: 20 Sep 2024
Athens University of Economics and Business, School of Business, Department of Accounting and Finance, Birkbeck College, University of London, University of Essex - Essex Business School and University of SurreyALBA Graduate Business School
Downloads 144 (388,337)
Citation 4

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Mergers and Acquisitions, Banks, Listing Effect, Financial Advisor

10.

EU regulation and open market share repurchases: New evidence

The European Journal of Finance, volume 29, issue 9, 2023[10.1080/1351847X.2021.1910529]
Number of pages: 46 Posted: 16 Apr 2018 Last Revised: 20 Sep 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 130 (420,762)
Citation 2

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Share repurchases, Market Abuse Directive, safe harbor, signaling undervaluation.

11.

Intraday Analysis of the Limit Order Bias on the Ex-Dividend Day of U.S. Common Stocks

International Review of Economics & Finance, volume 72, 2021[10.1016/j.iref.2020.11.017]
Number of pages: 43 Posted: 14 Sep 2013 Last Revised: 20 Sep 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 129 (423,229)

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ex-dividend day, intraday price drop ratio, order flow bias

12.

The role of asset payouts in the estimation of default barriers

International Review of Financial Analysis, volume 81, 2022[10.1016/j.irfa.2022.102091]
Number of pages: 41 Posted: 01 Feb 2021 Last Revised: 20 Sep 2024
Alexandros Bougias, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 116 (458,701)
Citation 1

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Contingent claims, Barrier option, Issuer credit ratings, Default barrier, Asset payouts

13.

Value Creation in European Bank M&As

Number of pages: 42 Posted: 05 May 2023
University of Essex - Essex Business School, University of Essex, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Surrey
Downloads 115 (461,684)

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Bank mergers and acquisitions, market concentration, competition, event study, long-term merger performance

14.

Social Capital and Stock Price Crash Risk: Cross-Country Evidence

Number of pages: 54 Posted: 30 Nov 2023 Last Revised: 10 Sep 2024
University of Crete - Faculty of Social Sciences - Department of Economics, Athens University of Economics and Business, School of Business, Department of Accounting and Finance, GSCM-Montpellier Business School and University of Essex - Essex Business School
Downloads 98 (517,398)

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Stock price crash risk, Social capital, Informal institutions, Formal institutions

15.

Market Reaction to Actual Daily Share Repurchases in Greece

The Quarterly Review of Economics and Finance, volume 74, 2019[10.1016/j.qref.2019.01.007]
Number of pages: 41 Posted: 04 Dec 2017 Last Revised: 20 Sep 2024
Angeliki Drousia, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 91 (542,810)
Citation 2

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actual share repurchases, market reaction, firm characteristics, stated repurchase reasons, price support hypothesis

16.

Whither Greece? Productivity before and after the Subprime Crisis

Theoretical Economics Letters, volume 13, issue 07, 2023[10.4236/tel.2023.137103]
Number of pages: 33 Posted: 19 Jan 2024
Lancaster University, Agricultural University of Athens, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics
Downloads 23 (957,228)

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Productivity growth, Production functions, Stochastic frontiers

17.

Bank Competition, Loan Portfolio Concentration and Stock Price Crash Risk: The Role of Tone Ambiguity

British Journal of Management, 0[10.1111/1467-8551.12850]
Number of pages: 44 Posted: 02 Aug 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance, University of Essex - Essex Business School and Athens University of Economics and Business
Downloads 22 (967,518)

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stock price crash risk; market competition; loan diversification; textual analysis

18.

Cross-Sectional Estimation of Stock Returns in Small Markets: The Case of the Athens Stock Exchange

Applied Financial Economics, volume 13, issue 6, 2003[10.1080/09603100210143118]
Number of pages: 34 Posted: 19 Jan 2009 Last Revised: 20 Sep 2024
Athens University of Economics and Business, School of Business, Department of Accounting and Finance, Loughborough University - Business School and Athens University of Economics and Business - Department of Business AdministrationAthens University of Economics and Business - Department of Business Administration
Downloads 20 (988,419)
Citation 8

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19.

The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks

Quantitative Finance, volume 14, issue 4, 2014[10.1080/14697688.2014.891759]
Number of pages: 41 Posted: 15 Mar 2014 Last Revised: 20 Sep 2024
Vassilis A. Efthymiou and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 4 (1,164,128)
Citation 2

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Disposition effect; Ex-dividend day; Capital gains overhang; Price drop ratio

20.

Are Two Factors Enough? The U.K. Evidence

Financial Analysts Journal, volume 57, issue 6, 2001 [10.2469/faj.v57.n6.2496]
Number of pages: 31 Posted: 15 Feb 2002 Last Revised: 20 Sep 2024
George N. Leledakis and Ian Davidson
Athens University of Economics and Business, School of Business, Department of Accounting and Finance and Loughborough University - Business School
Downloads 3 (1,175,606)
Citation 7

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21.

Stock Splits in a Neutral Transaction Cost Environment: Evidence from the Athens Stock Exchange

Journal of Multinational Financial Management, volume 19, issue 1, 2009[10.1016/j.mulfin.2008.02.003]
Number of pages: 27 Posted: 17 Jan 2009
Athens University of Economics and Business, School of Business, Department of Accounting and Finance, Hofstra University - Department of Finance, University of SurreyALBA Graduate Business School and University of Piraeus
Downloads 2 (1,187,690)
Citation 16

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Stock splits, Market reaction, Liquidity, Signaling

22.

Structural Changes in Expected Stock Returns Relationships: Evidence from ASE

Journal of Business Finance & Accounting, volume 33, issue 9-10, 2006[10.1111/j.1468-5957.2006.00656.x]
Number of pages: 27
Evangelos Karanikas, George N. Leledakis and Elias Tzavalis
HSBC Pantelakis Securities, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics
Downloads 2

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23.

Textual Information and IPO Underpricing: A Machine Learning Approach

The Journal of Financial Data Science, volume 5, issue 2, 2023[10.3905/jfds.2023.1.121]
Posted: 08 Oct 2024
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance, University of Essex - Essex Business School, Athens University of Economics and Business, University of Copenhagen and Athens University of Economics and Business

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Initial public offerings, First-day returns, Natural language processing, Machine learning