Andrianos E. Tsekrekos

Athens University of Economics and Business - Department of Accounting and Finance

76 Patission Street

GR-104 34 Athens

Greece

SCHOLARLY PAPERS

25

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Top 16,557

in Total Papers Downloads

2,965

SSRN CITATIONS
Rank 21,026

SSRN RANKINGS

Top 21,026

in Total Papers Citations

6

CROSSREF CITATIONS

31

Scholarly Papers (25)

1.

Strategic Entry and Market Leadership in a Two-Player Real Options Game

Journal of Banking and Finance, Vol. 28, No. 1, 2004
Number of pages: 33 Posted: 16 Mar 2002 Last Revised: 22 Jan 2013
Mark B. Shackleton, Andrianos E. Tsekrekos and Rafal M. Wojakowski
Lancaster University - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and University of Surrey
Downloads 704 (36,385)
Citation 1

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Real options, Intertemporal optimal exchange, Two-player stochastic game, Expected active times and probabilities

2.

Accounting Quality, Information Risk and Implied Volatility around Earnings Announcements

Journal of International Financial Markets, Institutions and Money, Vol. 34, pp. 188-207, 2015
Number of pages: 44 Posted: 15 Oct 2014 Last Revised: 25 Feb 2015
Seraina C. Anagnostopoulou and Andrianos E. Tsekrekos
University of Piraeus, Department of Banking and Financial Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 331 (92,726)

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Accounting quality, accruals quality, information risk, earnings announcements, implied volatility, investor uncertainty

3.

How Important is the Term Structure in Implied Volatility Surface Modeling? Evidence from Foreign Exchange Options

Journal of International Money and Finance, Vol. 30, No. 4, pp. 623-640
Number of pages: 40 Posted: 16 Feb 2009 Last Revised: 22 Jan 2013
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 229 (136,793)

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Exchange rates, Term structure, Implied volatility surfaces, Volatility functions, Forecasting, Foreign exchange options

4.

Predictable Dynamics in Implied Volatility Surfaces from OTC Currency Options

Journal of Banking and Finance, Vol. 34, No. 6, 2010
Number of pages: 46 Posted: 11 Oct 2009 Last Revised: 19 Apr 2010
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 180 (171,243)

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Implied volatility surfaces, static Factor model, Forecasting, Trading strategies

5.

Earnings Management in Firms Seeking to Be Acquired

The British Accounting Review, vol. 47, no. 4, pp. 351-375, 2015
Number of pages: 64 Posted: 22 Jul 2014 Last Revised: 04 Dec 2015
Seraina C. Anagnostopoulou and Andrianos E. Tsekrekos
University of Piraeus, Department of Banking and Financial Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 169 (181,014)
Citation 1

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acquisition targets, takeovers, earnings management, income manipulation

6.

Informed Trading Around Merger and Acquisition Announcements: Evidence from the UK Equity and Options Market

Journal of Futures Markets, Vol. 31, No. 8, pp. 703-726, 2011
Number of pages: 36 Posted: 16 Apr 2010 Last Revised: 10 Jun 2011
Georgia Siougle, Spyros I. Spyrou and Andrianos E. Tsekrekos
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 - Department of Accounting and Finance
Downloads 164 (185,669)
Citation 2

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Mergers and Acquisitions, Informed Trading, Options Trading

7.

The Effect of Mean Reversion on Entry and Exit Decisions Under Uncertainty

Journal of Economic Dynamics and Control, Vol. 34, No. 4, 2010
Number of pages: 39 Posted: 24 Oct 2009 Last Revised: 04 May 2010
Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 163 (186,612)

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Investment, Uncertainty, Real options, Mean reversion

8.

Predictability in Implied Volatility Surfaces: Evidence from the Euro OTC FX Market

European Journal of Finance, vo. 20, no. 1, pp.33-58, 2014.
Number of pages: 36 Posted: 12 May 2012 Last Revised: 28 May 2014
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 159 (190,685)

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Exchange rates, Implied volatility surfaces, Volatility functions, Forecasting, Foreign exchange options

9.

Accounting Quality, Information Risk and the Term Structure of Implied Volatility around Earnings Announcements

Research in International Business and Finance, Vol. 41, pp. 445-460, 2017
Number of pages: 30 Posted: 09 May 2017 Last Revised: 22 Aug 2019
Seraina C. Anagnostopoulou and Andrianos E. Tsekrekos
University of Piraeus, Department of Banking and Financial Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 142 (209,355)

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Accounting Quality, Information Risk, Term Structure of Implied Volatility, Earnings Announcements

10.

Conference Calls Around Merger and Acquisition Announcements: Do They Reduce Information Asymmetry? UK Evidence

Research in International Business and Finance, vol. 30, pp. 148-172, 2014.
Number of pages: 53 Posted: 06 Aug 2013 Last Revised: 28 May 2014
Georgia Siougle, Spyros I. Spyrou and Andrianos E. Tsekrekos
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 - Department of Accounting and Finance
Downloads 122 (235,791)

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Mergers and Acquisitions, Conference Calls, Asymmetric Information, Option Markets, Corporate Governance

11.

The Correlation Structure of FX Option Markets Before and Since the Financial Crisis

Applied Financial Economics, Vol. 20, No.1-2, pp. 73-84, 2009
Number of pages: 24 Posted: 06 May 2011
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 101 (269,648)

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Common shocks, Implied volatility surfaces, FX options, Dynamic factor model, Static factor representation, Covariance, Correlation

12.

Do Firms that Wish to Be Acquired Manage Their Earnings? Evidence from Major European Countries

International Review of Financial Analysis, vol. 30, pp. 57-68, 2013.
Number of pages: 37 Posted: 23 Jun 2013 Last Revised: 28 May 2014
Seraina C. Anagnostopoulou and Andrianos E. Tsekrekos
University of Piraeus, Department of Banking and Financial Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 100 (271,462)

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acquisition targets, seeking a buyer, takeovers, earnings management

13.

The Option Market Reaction to Bank Loan Announcements

Journal of Financial Services Research, Vol.53, No. (1), pp. 99-139, 2018
Number of pages: 51 Posted: 21 Mar 2016 Last Revised: 24 Aug 2019
University of Piraeus, Department of Banking and Financial Management, University of Graz, Athens University of Economics and Business and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 78 (317,146)

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bank loan announcements, option pricing, implied volatility, term structure of implied volatility

Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights

European Financial Management, Vol.18, No.4, pp. 543-577, 2012
Number of pages: 49 Posted: 06 May 2011 Last Revised: 28 Aug 2012
Andrianos E. Tsekrekos, Mark B. Shackleton and Rafal M. Wojakowski
Athens University of Economics and Business - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and University of Surrey
Downloads 65 (355,163)

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Natural resource investment, Real options, Factor models, Commodity prices, least–squares Monte Carlo simulation

Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights

European Financial Management, Vol. 18, Issue 4, pp. 543-575, 2012
Number of pages: 35 Posted: 23 Aug 2012
Andrianos E. Tsekrekos, Mark B. Shackleton and Rafał Wojakowski
Athens University of Economics and Business - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and affiliation not provided to SSRN
Downloads 0
Citation 1
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natural resource investment, real options, factor models, commodity prices, least‐squares Monte Carlo simulation

15.

Optimal Switching Decisions Under Stochastic Volatility with Fast Mean Reversion

European Journal of Operational Research, Vol. 251, No. 1, pp. 148-157, 2016
Number of pages: 26 Posted: 26 Mar 2016
Andrianos E. Tsekrekos and A.N. Yannacopoulos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Downloads 55 (380,970)

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Optimal switching problems, Multi-scale stochastic volatility, Quasi-variational inequalities, Hysteresis

16.

Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options

Computational Economics, Vol. 41, No. 3, pp. 327-358, 2013
Number of pages: 51 Posted: 12 May 2012 Last Revised: 20 Feb 2013
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 49 (401,002)

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implied volatility surfaces, currency options, causality, seasonality

17.

Latent Semantic Analysis of the FOMC Statements: Online Supplementary Material

Number of pages: 4 Posted: 01 Sep 2016
Panagiotis Mazis and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 43 (422,815)

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Content Analysis, Latent Semantic Analysis, Fed Wording, FOMC Statements, Monetary Policy, Treasury Market

18.

Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market

Journal of Economic Asymmetries, Vol. 6, No. 1, 2009
Number of pages: 19 Posted: 25 Nov 2011
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 41 (430,431)

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Implied volatility surfaces, Currency options, Factor model, Causality

19.

The Impact of Online Reputation on Hotel Profitability

International Journal of Contemporary Hospitality Management, Forthcoming
Number of pages: 26 Posted: 23 Aug 2019
University of Piraeus, Department of Banking and Financial Management, Bournemouth University, Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 29 (483,556)

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Quantitative content analysis; online hotel reviews; eWOM; hotel reputation; Latent Semantic Analysis; hotel performance

20.

The Effect of First-Mover's Advantages on the Strategic Exercise of Real Options

Chapter 11 in Real R&D Options, D. Paxson (ed.), Butterworth-Heinemann, Quantitative Finance series, 2003.
Number of pages: 28 Posted: 20 Jun 2002 Last Revised: 11 Dec 2013
Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 22 (522,461)

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21.

Investment Under Economic and Implementation Uncertainty

R&D Management, vol. 31, no. 2, pp. 127-135, 2001
Number of pages: 23 Posted: 11 Dec 2013
Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 19 (540,260)

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22.

The Effect of Financial Leverage on Real and Accrual-Based Earnings Management

Accounting and Business Research, Vol. 47, No. (2), pp. 191-236, 2017
Posted: 03 May 2016 Last Revised: 22 Aug 2019
Seraina C. Anagnostopoulou and Andrianos E. Tsekrekos
University of Piraeus, Department of Banking and Financial Management and Athens University of Economics and Business - Department of Accounting and Finance

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Leverage, Debt, Real Earnings Management, Accrual-Based Earnings Management, Market Performance

23.

Applying Real Options to IT Investment Evaluation: The Case of Radio Frequency Identification (RFID) Technology in the Supply Chain

International Journal of Production Economics, Vol. 156, pp. 191-207, 2014
Posted: 08 Sep 2014
Andriana G. Dimakopoulou, Katerina Pramatari and Andrianos E. Tsekrekos
Department of Management Science and Technology, Athens University of Economics and Business, Athens University of Economics and Business - Department of Management Science and Technology and Athens University of Economics and Business - Department of Accounting and Finance

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Real options, RFID technology, supply chain systems, scale option, timing/deferral option, case study

24.

The Option to Change the Flag of a Vessel

The International Handbook of Maritime Economics, 47-62, 2011, Edward Elgar Publishing
Posted: 08 Feb 2014
Manolis G. Kavussanos and Andrianos E. Tsekrekos
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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25.

Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market

Journal of Real Estate Finance and Economics, Vol. 47, No. 1, 2013
Posted: 06 Jun 2013
Andrianos E. Tsekrekos and George F. Kanoutos
Athens University of Economics and Business - Department of Accounting and Finance and Ace - Hellas S.A.

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Real options, urban land values, Greek real estate, Development

Other Papers (1)

Total Downloads: 72
1.

Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market

Journal of Real Estate Finance and Economics, Vol. 47, No. 1, pp. 152-168, 2013.
Number of pages: 26 Posted: 21 Nov 2011 Last Revised: 24 Jun 2013
Andrianos E. Tsekrekos and Georgios Kanoutos
Athens University of Economics and Business - Department of Accounting and Finance and Ace-Hellas S.A.
Downloads 72

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Urban land values, real options, Greek real estate