8 Michalon str.
Chios
Greece
University of the Aegean
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Hedging effectiveness, minimum variance hedge ratio, hedging models, Standard & Poor's 500 stock index futures
Copper Futures Market, Market Efficiency, Unbiasedness Hypothesis, London Metal Exchange
Corporate restructuring, mergers and acquisitions, tramp shipping firms, stock returns, event study, bootstrap
Financial crises, stock market contagion, BRICs, multivariate regime-switching copula, AG-DCC model
Small-medium business equity markets, Gap financing, Cointegration, Policy actions
Experimental/primary research, Finance gap, Financing, Stock markets, Econometrics
GJR-GARCH Models, Liquidity, Volume, Dividend Yields, Earnings, Excess Returns
Stock returns, macroeconomic factors, present value model, Central-Eastern ("new") stock markets, "Old" European stock markets, USA
Day of the week effect, mean stock returns, volatility, GARCH
Day of the week effect, mean stock returns, volatility, GARCH, Athens Stock Exchange
Equity Markets Integration, Portfolio diversification, Balkans region, International stock markets
p2p lending, peer-to-peer, agent-based finance, machine learning
Capital controls, Greece, VBanking, banking regulation
Greek Debt crisis, Cypriot Financial crisis, contagion,DCC model, bail-in, bank distress
Information Symmetry, Discretionary disclosure, Relationship roadshows, Visibility
Coronavirus, USA, Tourism Development, China, Deep Learning, Long Short Term Memory
Terrorism, Tourism demand, Cointegration, Error correction models
Basel III, contagion, banking crises, VBanking
EGARCH, moving averages, bootstrap, Eurozone
Contagion, banking crises, VBanking, economic simulations
Brexit, Banking crises, Agent-based finance, Financial stability
happiness economics; banking crises; Brexit; machine learning; neural networks; Naive Bayes classifier; agent-based finance
Technical Analysis; Value at Risk; Regulation; Behavioral Finance
Coronavirus, bank regulation, crisis management, machine learning, agent-based finance
Financial regulation; Value at Risk; Procyclicality
Journal of Econometrics, Coauthorship, Social networks
social networks, banking research, small world
Alternative Investments, Connectedness, Timber Water Investments, Covid-19, Portfolio Diversification
Alternative investments; Fine wine; Connectedness; Portfolio diversification; COVID-19 pandemic
Sukuk market;Bond market; Connectedness; Portfolio diversification
Sovereign CDS; Investor behavior; Korean stock market
Capitalization-specific contagion, global financial crisis, Eurozone debt crisis, dynamic conditional correlation, FIAPARCH
Mathematical finance, Network analysis, Authors' collaboration, Structure of academic networks
Brexit, Contagion, Dependence dynamics, Copula, Regime-switching
Corporate social responsibility, Web reporting, Disclosure, Euronext, Financial institutions
Contagion, Stock and currency markets, Asymmetric dynamic conditional correlation, Asian financial crisis
accounting disclosure, Cyprus
Month of the year effect; Trading month effect; Logit/Probit; Garch family models; Athens Stock Exchange
Greek Crisis, Eurozone, Financial Contagion, Copula, A-DCC Model
The London 2012 Olympic Games, London Stock Exchange, GARCH and TARCH models, Event Study Analysis
Corporate Governance, Public Enterprises, Privatization
Stock returns, macroeconomic policy, present value model, Central-Eastern stock markets
Currency crises, Sunspots, Multivariate Markov Switching, Evaluating forecasts
Financial Crises, Contagion, Multivariate Regime-Switching Copula, AG-DCC Model
Corporate governance, Cumulative abnormal returns; Athens Stock Exchange, Event study analysis, Bootstrap methodology
Hedging effectiveness, Financial Crisis, Risk Management, Bunker Derivatives, Freight Forward Agreements, Vessel Value Derivatives, Shipping
Energy, Tobin’s Q, Hedging Effectiveness, Financial Crisis
Balkan stock markets, asymmetric mean reversion, overreaction, momentum strategy
Market efficiency, cointegration analysis, spot and forward exchange rates
Financial development, Economic growth, Transition economies, Cointegration, Poland
Markov switching, Volatility regimes, Equity market integration, Balkan stock markets
Mergers and Acquisitions, World Energy Market, Event Study Analysis
Emerging Balkan stock markets, Cointegration, Regime switching, Dynamic conditional correlations
Athens Olympic Games 2004, sponsoring firms, event study analysis, bootstrap methodology
European financial markets, Time-varying financial dependence, Structural breaks, Dynamic conditional correlations
Tourism, Financial results, Event study analysis
Small business capital markets, entrepreneurship, cointegration, causality