Costas Siriopoulos

Zayed University, College of Business

Professor

P.O. Box 144534

Abu Dhabi

United Arab Emirates

University of Patras - Business Administration

Patras

Greece

SCHOLARLY PAPERS

32

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5,261

SSRN CITATIONS
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SSRN RANKINGS

Top 37,280

in Total Papers Citations

6

CROSSREF CITATIONS

9

Scholarly Papers (32)

1.

Determinants of Working Capital Management

Number of pages: 17 Posted: 24 Nov 2012
Elena Archavli, Costas Siriopoulos and Stavros Arvanitis
Technological Educational Institute (TEI) of Crete - Department of Accounting, Zayed University, College of Business and Technological Educational Institute (TEI) of Crete
Downloads 1,151 (17,696)
Citation 1

Abstract:

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Working capital management, Cash conversion cycle, Athens Stock Exchange

2.

Implied Volatility Indices – A Review

Number of pages: 39 Posted: 18 Jun 2009 Last Revised: 22 Jul 2010
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and Hellenic Open University
Downloads 855 (27,357)
Citation 12

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implied volatility, implied volatility indices, transmission of uncertainty, VIX

3.

A Small Macro-Econometric Model for Greece: Implications About the Sustainability of the Greek External Debt

Number of pages: 33 Posted: 13 Jul 2011 Last Revised: 15 Jul 2011
Hellenic Open University, University of Patras and Zayed University, College of Business
Downloads 572 (47,139)
Citation 1

Abstract:

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debt, greek debt crisis, macro-econometric model

4.

Alternatives to 'Chalk and Talk': Active Vs. Passive Learning - A Literature Review of the Debate

Number of pages: 45 Posted: 03 Apr 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration
Downloads 562 (48,195)
Citation 1

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teaching methods, teaching styles, learning styles, performance, effectiveness

5.

The Information Content of VFTSE

Number of pages: 19 Posted: 29 Nov 2008 Last Revised: 22 Jul 2010
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and Hellenic Open University
Downloads 339 (88,858)
Citation 4

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Implied volatility indices, London Stock Exchange, forecasting volatility, VFTSE

6.

An Investor Sentiment Barometer - Greek Implied Volatility Index

Number of pages: 30 Posted: 29 Nov 2008 Last Revised: 22 Jul 2010
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and Hellenic Open University
Downloads 293 (104,291)

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Implied volatility indices, Athens Stock Exchange, VIX, VDAX

7.

Extreme Correlation in Cryptocurrency Markets

Number of pages: 32 Posted: 29 May 2018 Last Revised: 04 Nov 2018
Konstantinos Gkillas, Stelios Bekiros and Costas Siriopoulos
University of Patras - Business Administration, European University Institute - Economics Department (ECO) and Zayed University, College of Business
Downloads 280 (109,418)
Citation 1

Abstract:

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Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk

8.

Financial Characteristics of Companies Audited by Large Audit Firms

ICESAL - 9th International Conference on Enterprise Systems, Accounting and Logistics, Research Development Session Abstracts, Chania, Crete, Greece, 3-5 June 2012, pp. 12
Number of pages: 22 Posted: 24 Nov 2012 Last Revised: 23 Oct 2014
Marinos Mastorakis, Costas Siriopoulos and Stavros Arvanitis
Technological Educational Institute (TEI) of Crete - Department of Accounting, Zayed University, College of Business and Technological Educational Institute (TEI) of Crete
Downloads 265 (116,008)

Abstract:

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audit pricing, agency conflicts, free cash flows, debt monitoring, growth opportunities

9.

A Comparative Analysis of Economics Graduates' Learning Styles and Critical Thinking Skills

Number of pages: 37 Posted: 30 Mar 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration
Downloads 230 (134,002)
Citation 1

Abstract:

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Comparative analysis, learning styles, critical thinking, pedagogy

10.

The IPO Firm Survival in the Aftermarket: A Random Effects Approach

Number of pages: 10 Posted: 10 Apr 2007
Costas Siriopoulos and Dionysis Antonios Lalountas
Zayed University, College of Business and University of Patras
Downloads 141 (207,241)

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IPO firm survival, unobserved heterogeneity, random effects models

11.

Combining Lectures and Case Studies in Teaching Financial Management to MBA Students: A Quantile Regression Exploration of the Impact on Learning Styles and Critical Thinking Skills

Number of pages: 20 Posted: 19 Jan 2010 Last Revised: 16 Feb 2010
Gerasimos A. Pomonis and Costas Siriopoulos
University of Patras - Business Administration and Zayed University, College of Business
Downloads 137 (212,225)

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Learning styles, Critical thinking skills, Quantile regression

12.

A Comparative Analysis of Economics Graduates' Learning Attitudes: Implications for Teaching

Number of pages: 40 Posted: 06 Apr 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration
Downloads 122 (232,118)

Abstract:

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learning style, comparative analysis, determinant dimension

13.

A Tangent Linear Approach in Technical Trading Strategy: The Use of Convexity Path in Stock Market Indices

Operational Research, Forthcoming
Number of pages: 18 Posted: 05 Apr 2011 Last Revised: 19 Jan 2013
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business
Downloads 92 (282,108)

Abstract:

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Convexity, Tangent, Linear Combination, Trading Rule, Forecast

14.

Is the Progress of Financial Innovation a Continuous Spiral Process?

Investment Management and Financial Innovations, Forthcoming
Number of pages: 22 Posted: 10 Apr 2011 Last Revised: 14 Feb 2013
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business
Downloads 81 (305,381)

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financial innovation, diffusion, survey

15.

An Analysis of the Covered Warrants Listed on the Athens Exchange

Siriopoulos, C. and Fassas, A. (2014) An Analysis of the Covered Warrants listed on the Athens Exchange. Journal of Risk & Control, 1(1), pp. 13-30.
Number of pages: 18 Posted: 23 Mar 2015 Last Revised: 24 Mar 2015
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and Hellenic Open University
Downloads 51 (388,160)

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Warrants, Cox-Ross-Rubinstein model, Greek banks, Implied volatility, Delta hedging

16.

Brexit and Financial Stability: An Agent-Based Simulation

Economic Modelling, Vol. 69, 2018
Number of pages: 35 Posted: 13 Feb 2018
Aristeidis Samitas, Stathis Polyzos and Costas Siriopoulos
University of the Aegean, Zayed University and Zayed University, College of Business
Downloads 42 (420,155)
Citation 2

Abstract:

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Brexit, Banking crises, Agent-based finance, Financial stability

17.

Influence of Financial Innovation to the Validation of Operational Risk

Managerial Finance, Vol. 35, Issue 11, pp. 940-947, 2009
Number of pages: 11 Posted: 27 May 2011 Last Revised: 21 Feb 2013
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business
Downloads 29 (476,106)

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18.

Nonlinear Noise Estimation in International Capital Markets

Multinational Finance Journal, Vol. 6, No. 1, p. 43-63, 2002
Number of pages: 21 Posted: 08 Jul 2015
Costas Siriopoulos and Alexandros Leontitsis
Zayed University, College of Business and University of Ioannina - Department of Education
Downloads 11 (580,820)

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chaos theory; local principal components analysis; noise estimation; nonlinear dynamics

19.

Identification of Greek Takeover Targets and Coherent Policy Implications

Review of Development Economics, Vol. 12, Issue 1, pp. 180-192, February 2008
Number of pages: 13 Posted: 13 Jan 2008
University of Patras - Business Administration, affiliation not provided to SSRN, Zayed University, College of Business and affiliation not provided to SSRN
Downloads 8 (600,196)
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20.

Assessing Variations in Foreign Direct Investments under IFRS Adoption, Macro-Socioeconomic Developments and Credit Ratings

Investment Management and Financial Innovations, Issue #3 (cont. 2), p. 328-341, 2016
Posted: 07 Nov 2016
Central Bank of Ireland, Independent, University of Patras - Business Administration and Zayed University, College of Business

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Credit Ratings, IFRS, FDI Determinants

21.

An Explanation of Spread's Ability to Predict Economic Activity: A Regime Switching Model

Journal of Economic Studies, Forthcoming
Posted: 04 Feb 2016
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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Yield Spread, Business Cycles, GARCH Models, Regime Switching Models

22.

Examining the Forecasting Performance of a Modified Affine Model with Macroeconomic and Latent Factors

The Journal of Prediction Markets, (2015), Vol.9, Is. 1, pp. 33-52
Posted: 04 Feb 2016
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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Affine models, Yield curve, Kalman filter, Out of sample forecasting

23.

Cognitive Biases in Investors' Behaviour under Stress: Evidence from the London Stock Exchange

International Review of Financial Analysis, Forthcoming
Posted: 30 Dec 2015 Last Revised: 16 Sep 2017
Dionisis Philippas, Costas Siriopoulos and Spyridon Kariofyllas
ESSCA School of Management, Zayed University, College of Business and Independent

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Behaviour, Representativeness, Conservatism

24.

A Robust Pricing of Specific Structured Bonds with Coupons

The Journal of Risk Finance, (2014), Vol.15, Is.(3), 234-247
Posted: 07 Aug 2015
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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Bond pricing, CIR model, Euler–Maruyama Monte Carlo, Structured bonds

25.

Does the Yield Spread Retain its Forecasting Ability During the 2007 Recession? A Comparative Analysis

Applied Economics Letters, Vol. 21, No. 12, 2014
Posted: 07 Aug 2015
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

Abstract:

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C35, E43, E52

26.

Money Factors and EMU Government Bond Markets’ Convergence

Studies in Economics and Finance, Vol. 31 Iss: 2, pp.156-167, 2014
Posted: 23 Jan 2013 Last Revised: 11 Oct 2016
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business

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government bond yields, ARDL model, Economic Monetary Union, convergence, Euribor interest rates, euro exchange rate

27.

Putting the 'C' into Crisis: Contagion, Correlations and Copulas on EMU Bond Markets

Journal of International Financial Markets, Institutions and Money, Volume 27, December 2013, Pages 161–176
Posted: 29 Dec 2012 Last Revised: 19 Aug 2015
Dionisis Philippas and Costas Siriopoulos
ESSCA School of Management and Zayed University, College of Business

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government bond markets, contagion appetite, correlation, copula, volatility-spillover effects

28.

The Efficiency of VIX Futures Market – A Panel Data Approach

Journal of Alternative Investments, Vol. 14, No. 3, 2012
Posted: 27 Feb 2012
Athanasios Fassas and Costas Siriopoulos
Hellenic Open University and Zayed University, College of Business

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VIX futures, market efficiency, panel data

29.

Selecting Strategies to Foster Economists’ Critical Thinking Skills: A Quantile Regression Approach

International Review of Economics Education, Vol. 8, No. 1, pp. 106-131, 2009
Posted: 12 Sep 2009
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration

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Teaching Strategies, Critical Thinking Skills, Quantile Regression

30.

Firm Survival and Time Aggregation Bias

Applied Financial Economics, Forthcoming
Posted: 15 Nov 2007
Costas Siriopoulos and Dionysis Antonios Lalountas
Zayed University, College of Business and University of Patras

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firm survival, time aggregation

31.

Exploring the Impact of Calendar Effects on the Dynamic Structure and Forecasts of Financial Time Series

International Journal of Theoretical and Applied Finance, Vol. 9, No. 1, 2006
Posted: 24 Jul 2007
Catherine Kyrtsou, Alexandros Leontitsis and Costas Siriopoulos
University of Macedonia - Department of Economics, University of Ioannina - Department of Education and Zayed University, College of Business

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Mackey-Glass-GARCH, Calendar Effects, Forecasting

32.

Learning Style Changes and Their Relationship to Critical Thinking Skills

Journal of College Teaching & Learning, Vol. 4, No. 1, pp. 45-60, January 2007
Posted: 18 Jun 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration

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learning styles and types, balanced learning, critical thinking skills, interrelationship