Gikas A. Hardouvelis

University of Piraeus

Professor

80 Karaoli & Dimitriou Str.

18534 Piraeus, 185 34 -GR

Greece

http://www.eurobank.gr

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

  • University of Piraeus

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    • Tel: +32010 4142323
    • Fax: +3210 6724848

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

19

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5,753

SSRN CITATIONS
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Top 8,721

in Total Papers Citations

67

CROSSREF CITATIONS

111

Scholarly Papers (19)

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1.

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

Downloads 999 (39,721)
Citation 1

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

Number of pages: 27 Posted: 16 Sep 2007 Last Revised: 22 Jun 2010
Gikas A. Hardouvelis, Georgios A. Papanastasopoulos, Dimitrios D. Thomakos and Tao Wang
University of Piraeus, University of Piraeus - Department of Business Administration, University of Athens, Department of Business Administration and City University of New York (CUNY) - Department of Economics
Downloads 649 (70,102)

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accrual anomaly, value/growth anomaly, earnings management

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

EFA 2008 Athens Meetings Paper
Number of pages: 27 Posted: 09 Mar 2008 Last Revised: 24 Jun 2010
Gikas A. Hardouvelis, Georgios A. Papanastasopoulos, Tao Wang and Dimitrios D. Thomakos
University of Piraeus, University of Piraeus - Department of Business Administration, City University of New York (CUNY) - Department of Economics and University of Athens, Department of Business Administration
Downloads 350 (147,168)
Citation 1

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accrual anomaly, value/growth anomaly, earnings management

2.

Emu and European Stock Market Integration

Downloads 891 (46,576)
Citation 44

Emu and European Stock Market Integration

Number of pages: 30 Posted: 04 Oct 2001
Gikas A. Hardouvelis, Richard Priestley, Dimitrios Malliaropulos and Dimitrios Malliaropulos
University of Piraeus, Norwegian Business School and National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management
Downloads 891 (45,919)
Citation 44

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Keywords: CAPM, Integration of Stock Markets, European Monetary Union.

EMU and European Stock Market Integration

Journal of Business, 2006, vol. 79, No. 1, pp. 365-392. https://doi.org/10.1086/497414
Posted: 11 Oct 2022
Gikas A. Hardouvelis, Dimitrios Malliaropulos and Richard Priestley
University of Piraeus, Bank of Greece and Norwegian Business School

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3.

Economic Policy Uncertainty, Political Uncertainty and the Greek Economic Crisis

Number of pages: 130 Posted: 19 Apr 2018
Gikas A. Hardouvelis, Georgios Karalas, Dimitrios Karanastasis and Panagiotis Samartzis
University of Piraeus, University Carlos III of Madrid, University of Piraeus - Department of Banking and Financial Management and University of Macedonia - Department of Economics
Downloads 815 (52,796)
Citation 36

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Economic Policy Uncertainty, Political Uncertainty, Economic Uncertainty, Macro-Economy, Greece, Grexit, Debt Crisis, Banking Crisis, Pension Crisis, Tax Uncertainty, Fiscal Crisis, Currency Crisis, Bond Spreads, Economic Depression

4.

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Downloads 639 (72,593)
Citation 15

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Number of pages: 50 Posted: 13 Mar 2001
Gikas A. Hardouvelis and Panayiotis Theodossiou
University of Piraeus and Ball State University
Downloads 453 (109,383)
Citation 8

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Initial margin requirement, regulatory restriction, stock market volatility, exponential

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Centre for Economic Policy Research Discussion Paper Series No. 1746
Number of pages: 49 Posted: 01 Mar 1998
Gikas A. Hardouvelis and Panayiotis Theodossiou
University of Piraeus and Ball State University
Downloads 186 (276,295)
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5.

The Impact of Globalization on the Equity Cost of Capital

Downloads 517 (94,255)
Citation 10

The Impact of Globalization on the Equity Cost of Capital

Number of pages: 42 Posted: 23 Feb 2003
Gikas A. Hardouvelis, Richard Priestley, Dimitrios Malliaropulos and Dimitrios Malliaropulos
University of Piraeus, Norwegian Business School and National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management
Downloads 497 (97,917)
Citation 10

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Globalization, Cost of Equity, Convergence, Integration

The Impact of Globalization on the Equity Cost of Capital

Number of pages: 47 Posted: 06 May 2004
Gikas A. Hardouvelis, Richard Priestley, Dimitrios Malliaropulos and Dimitrios Malliaropulos
University of Piraeus, Norwegian Business School and National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management
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Globalization, cost of equity, convergence, integration

6.

The Yield Spread as a Symmetric Predictor of Output and Inflation

Downloads 308 (169,702)
Citation 3

The Yield Spread as a Symmetric Predictor of Output and Inflation

Number of pages: 47 Posted: 10 Feb 2004
Gikas A. Hardouvelis, Dimitrios Malliaropulos and Dimitrios Malliaropulos
University of Piraeus and National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management
Downloads 293 (177,919)
Citation 4

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General equilibrium, term structure of interest rates, Consumption-CAPM, asset pricing, output, inflation

The Yield Spread as a Symmetric Predictor of Output and Inflation

Number of pages: 52 Posted: 21 Apr 2004
Gikas A. Hardouvelis, Dimitrios Malliaropulos and Dimitrios Malliaropulos
University of Piraeus and National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management
Downloads 15 (960,617)
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General equilibrium, term structure of interest rates

7.

Hedge Funds and the US Real Estate Bubble: Evidence from NYSE Real Estate Firms

Number of pages: 31 Posted: 20 Jun 2011
Gikas A. Hardouvelis and Theodoros G. Stamatiou
University of Piraeus and Eurobank Ergasias SA - Division of Research and Forecasting
Downloads 281 (186,603)
Citation 1

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Hedge Funds, 13F filing, Rational Investors, Bubble, Real Estate, REITS

8.

Style Concentration in Ownership and Expected Stock Returns

Number of pages: 75 Posted: 07 Nov 2017
Gikas A. Hardouvelis and Georgios Karalas
University of Piraeus and University Carlos III of Madrid
Downloads 228 (229,466)
Citation 1

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Asset pricing, Style Investing, Stock Ownership Concentration, Institutional Investors, Multi-period Expected Stock Returns, Size Effect

9.

Testing Long-Run PPP in the Presence of Sticky Prices

Number of pages: 32 Posted: 23 Oct 2000
Gikas A. Hardouvelis, Dimitrios Malliaropulos and Dimitrios Malliaropulos
University of Piraeus and National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management
Downloads 223 (234,250)

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PPP, unit roots

10.

Consumer Confidence and Elections

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Consumer Confidence and Elections

Number of pages: 63 Posted: 09 Feb 2007
Dimitrios D. Thomakos and Gikas A. Hardouvelis
University of Athens, Department of Business Administration and University of Piraeus
Downloads 198 (261,161)

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consumer confidence, national elections, incumbent party, elections fatigue, macro-economy, fiscal conditions, political business cycle, EU-15, USA

Consumer Confidence and Elections

CEPR Discussion Paper No. DP6701
Number of pages: 61 Posted: 10 Jun 2008
Gikas A. Hardouvelis and Dimitrios D. Thomakos
University of Piraeus and University of Athens, Department of Business Administration
Downloads 3 (1,074,510)
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consumer confidence, EU-15, fiscal conditions, incumbent party, macro-economy, national elections, political business cycle, USA

11.

The Impact of Emu on the Equity Cost of Capital

Downloads 184 (278,977)

The Impact of Emu on the Equity Cost of Capital

Journal of International Money and Finance, Forthcoming
Number of pages: 40 Posted: 15 Dec 2006
Richard Priestley, Dimitrios Malliaropulos, Dimitrios Malliaropulos and Gikas A. Hardouvelis
Norwegian Business School, National Bank of GreeceUniversity of Piraeus - Department of Banking and Financial Management and University of Piraeus
Downloads 184 (278,953)

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Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration

The Impact of EMU on the Equity Cost of Capital

Journal of International Money and Finance, Vol. 46, No. 1, 2007 https://doi.org/10.1016/j.jimonfin.2006.12.002
Posted: 20 Sep 2022
Dimitrios Malliaropulos, Gikas A. Hardouvelis and Richard Priestley
Bank of Greece, University of Piraeus and Norwegian Business School

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Asset allocation, Convergence, Cost of equity, EMU, Industrial Sectors, Integration

12.

Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area

Number of pages: 33 Posted: 29 Dec 2017
Panayotis Alexakis, Gikas A. Hardouvelis, Dean A. Paxson, Gordon Sick and Lenos Trigeorgis
Independent, University of Piraeus, Manchester Business School, University of Calgary - Haskayne School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 150 (332,145)
Citation 1

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Greek sovereign debt, Grexit, debt sustainability, real options, growth-indexed bonds, fiscal balance, structural reforms

13.

The Distribution of Investor Beliefs, Stock Ownership and Stock Returns

Downloads 146 (341,363)
Citation 1

The Distribution of Investor Beliefs, Stock Ownership and Stock Returns

Number of pages: 42 Posted: 12 Apr 2021
Gikas A. Hardouvelis, Georgios Karalas and Dimitri Vayanos
University of Piraeus, University Carlos III of Madrid and London School of Economics
Downloads 139 (354,013)

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Differences of opinion, polarization, stock ownership, return predictability

The Distribution of Investor Beliefs, Stock Ownership and Stock Returns

NBER Working Paper No. w28697
Number of pages: 43 Posted: 19 Apr 2021 Last Revised: 31 May 2023
Gikas A. Hardouvelis, Georgios Karalas and Dimitri Vayanos
University of Piraeus, University Carlos III of Madrid and London School of Economics
Downloads 7 (1,042,341)

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The Distribution of Investor Beliefs, Stock Ownership and Stock Returns

CEPR Discussion Paper No. DP16029
Number of pages: 45 Posted: 14 May 2021
Gikas A. Hardouvelis, Georgios Karalas and Dimitri Vayanos
University of Piraeus, University Carlos III of Madrid and London School of Economics
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14.

What Moves the Discount on Country Equity Funds?

NBER Working Paper No. w4571
Number of pages: 78 Posted: 12 Jun 2000 Last Revised: 30 Dec 2022
Gikas A. Hardouvelis, Rafael La Porta and Thierry A. Wizman
University of Piraeus, Dartmouth College - Tuck School of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 107 (428,691)

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15.

Commodity Prices, Overshooting, Money Surprises, and Fed Credibility

NBER Working Paper No. w1121
Number of pages: 27 Posted: 06 Apr 2004 Last Revised: 27 Jul 2022
Jeffrey A. Frankel and Gikas A. Hardouvelis
Harvard University - Harvard Kennedy School (HKS) and University of Piraeus
Downloads 64 (584,275)
Citation 5

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16.

Asset pricing models with and without consumption data: An empirical evaluation

Journal of Empirical Finance, Vol. 3, 1996, pp.267-301
Posted: 12 Nov 2018
Gikas A. Hardouvelis, Dongcheol Kim and Thierry A. Wizman
University of Piraeus, Korea University Business School and Federal Reserve Banks - Federal Reserve Bank of New York

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G12

17.

Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures

Journal of Money, Credit, and Banking, Vol. 27, No. 3, 1995, pp.659-671
Posted: 12 Nov 2018
Gikas A. Hardouvelis and Dongcheol Kim
University of Piraeus and Korea University Business School

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Margin Requirements, Futures Markets, Volatility, Causal Effect

18.

External Financing, Growth and Stock Returns

European Financial Management, vol. 18, pp. 790-815, 2012
Posted: 17 Jul 2008 Last Revised: 31 May 2017
Gikas A. Hardouvelis, Georgios A. Papanastasopoulos, Dimitrios D. Thomakos and Tao Wang
University of Piraeus, University of Piraeus - Department of Business Administration, University of Athens, Department of Business Administration and City University of New York (CUNY) - Department of Economics

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Corporate financing activities, value/growth, earnings quality, stock returns

19.

Greek Closed-End Fund Premia: Differences and Similarities with Us Premia and Their Implications

CEPR Discussion Paper Series #1406
Posted: 15 Jan 1997
Gikas A. Hardouvelis and Emmanuel D. Tsiritakis
University of Piraeus and University of Piraeus

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