SSRN logo
Public User
Advanced Search

Vasilios I. Sogiakas

University of Glasgow

Lecturer

Glasgow

United Kingdom

http://www.gla.ac.uk/departments/economics/ourstaff/drvasiliossogiakas/

  • University of Glasgow

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 33,497

SSRN RANKINGS

Top 33,497

in Total Papers Downloads

1,043

CITATIONS

0

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

Stock Index Futures Trading and Spot Market Volatility

Number of pages: 21 Posted: 24 Mar 2006
George Karathanassis and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration and University of Glasgow
Downloads 885 (18,918)

Abstract:

Index Futures Contracts, AP-GARCH-M, SWARCH-L

2.

Informational Efficiency and Spurious Spillover Effects between Spot and Derivatives Markets

Number of pages: 37 Posted: 17 Jul 2009 Last Revised: 03 Dec 2014
Vasilios I. Sogiakas and George Karathanassis
University of Glasgow and Athens University of Economics and Business - Department of Business Administration
Downloads 76 (246,767)

Abstract:

Spurious Spillover Effects, Markov Switching

3.

Can Stock Liquidity be Transferred and Upgraded in Acquisitions? Option-Adjusted Evidence from Liquidity Synergies in US Freeze-Outs

Number of pages: 45 Posted: 18 Apr 2016 Last Revised: 07 Oct 2016
Konstantinos Konstantaras and Vasilios I. Sogiakas
Heriot-Watt University - School of Management and Languages and University of Glasgow
Downloads 0 (441,594)

Abstract:

liquidity; going private; squeeze out; freeze out

4.

Volatility Co-Movements and Spillover Effects within the Eurozone Economies: A Multivariate GARCH Approach Using the Financial Stress Index

Posted: 18 Jan 2015
Andreas Tsopanakis, Ronald MacDonald and Vasilios I. Sogiakas
University of Salford, University of Glasgow - Adam Smith Business School and University of Glasgow

Abstract:

Financial Stress Index, Financial Crisis, Spillover Effects, Systemic Risk, GARGH-BEKK model

5.

An Investigation of Systemic Stress and Interdependencies within the Eurozone and Euro Area Countries

Economic Modelling, Vol. 48, 2015
Number of pages: 19 Posted: 04 Dec 2014 Last Revised: 14 May 2016
Ronald MacDonald, Vasilios I. Sogiakas and Andreas Tsopanakis
University of Glasgow - Adam Smith Business School, University of Glasgow and University of Salford
Downloads 0 (502,791)

Abstract:

Financial Crisis, Systemic Risk, Financial Stress Index, VAR

6.

Diversification Intensive of Risk Premia

Posted: 10 Mar 2014 Last Revised: 22 Jun 2015
Vasilios I. Sogiakas, Konstantinos Konstantaras and Evangelos Vagenas-Nanos
University of Glasgow, Heriot-Watt University - School of Management and Languages and University of Glasgow

Abstract:

diversification risk premium, multifactor model, risk factors

7.

Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Regime Shift Approach

Review of Quantitative Finance and Accounting, Vol. 34, No. 1, 2010
Posted: 04 Apr 2010 Last Revised: 07 Apr 2010
George Karathanassis and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration and University of Glasgow

Abstract:

Stock Index Futures Contract, Structural Break, Regime Shift, APARCH, Rolling Sample, SWARCH-L

8.

The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization

Journal of Economic Integration, Vol. 26, No. 03, 2011
Posted: 13 Sep 2009 Last Revised: 05 Dec 2014
George Karathanassis, Vasilios I. Sogiakas and Stella N. Spilioti
Athens University of Economics and Business - Department of Business Administration, University of Glasgow and University of Piraeus - Department of Economics

Abstract:

Cointegration, Spillover Effects, Regime Shift

9.

Derivative Listing Strategy: The Case of the Athens Exchange

Journal of Financial Regulation and Compliance, 2012, vol. 20, No. 3, pp. 307-321.
Posted: 22 Sep 2008 Last Revised: 06 Dec 2014
George Karathanassis, Kanellos Toudas and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration, National and Kapodistrian University of Athens and University of Glasgow

Abstract:

Derivatives Listing, Corporate Governance, Default Probability, EMH

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.313 seconds

Relx Group logo