Andreas Milidonis

University of Cyprus - Department of Accounting and Finance

P.O. Box 20537

Nicosia CY-1678

Cyprus

http://www.ucy.ac.cy/~amilidon/

SCHOLARLY PAPERS

28

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Top 3,852

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440

CROSSREF CITATIONS

46

Scholarly Papers (28)

Risk Management, Firm Reputation, and the Impact of Successful Cyberattacks on Target Firms

Fisher College of Business Working Paper No. 2018-03-004, Charles A. Dice Working Paper No. 2018-03-04, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 78 Posted: 07 Mar 2018 Last Revised: 12 Aug 2019
Nanyang Business School, Nanyang Technological University, Nanyang Business School, Nanyang Technological University, Faculty of Business, The Hong Kong Polytechnic University, University of Cyprus - Department of Accounting and Finance and Ohio State University (OSU) - Department of Finance
Downloads 1,815 (18,161)
Citation 162

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Cyber risk, Cyberattack, Hacking, Risk management, Firm value, Leverage, Compensation policy

What is the Impact of Successful Cyberattacks on Target Firms?

NBER Working Paper No. w24409
Number of pages: 59 Posted: 20 Mar 2018 Last Revised: 13 Mar 2022
Nanyang Business School, Nanyang Technological University, Nanyang Business School, Nanyang Technological University, Faculty of Business, The Hong Kong Polytechnic University, University of Cyprus - Department of Accounting and Finance and Ohio State University (OSU) - Fisher College of Business
Downloads 151 (371,017)

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The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 17 Dec 2011 Last Revised: 16 Sep 2014
Imperial College Business School, University of Cyprus - Department of Accounting and Finance, University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance and University of Southampton - Department of Banking and Finance
Downloads 687 (72,830)
Citation 13

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sovereign ratings, event studies, institutional quality, information leakage, TRMI

Sovereign Debt Rating Changes and the Stock Market

CEPR Discussion Paper No. DP8743
Number of pages: 54 Posted: 20 Jan 2012
Imperial College Business School, University of Cyprus - Department of Accounting and Finance, University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance and University of Southampton - Department of Banking and Finance
Downloads 9 (1,140,842)
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event studies, institutional quality., international finance, sovereign ratings

3.

Managerial Incentives, Risk Aversion, and Debt

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 05 Jul 2011 Last Revised: 29 Oct 2012
Andreas Milidonis and Konstantinos Stathopoulos
University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 647 (79,655)
Citation 3

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Executive compensation, CEO incentives,Risk taking, Risky debt, Bankruptcy

4.

Mortality Regimes and Pricing

North American Actuarial Journal, Vol. 15, No. 2, pp. 266-289, 2011
Number of pages: 41 Posted: 09 Nov 2009 Last Revised: 05 Sep 2011
Andreas Milidonis, Yijia Lin and Samuel H. Cox
University of Cyprus - Department of Accounting and Finance, University of Nebraska at Lincoln - Department of Finance and University of Manitoba - Asper School of Business
Downloads 644 (80,088)
Citation 5

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Lee-Cater model, regime switching mortality model, mortality-linked securities

5.

Compensation Incentives of Credit Rating Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 26 Sep 2012 Last Revised: 03 May 2013
Andreas Milidonis
University of Cyprus - Department of Accounting and Finance
Downloads 544 (99,141)
Citation 2

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credit rating agencies, information dissemination, timeliness, predictability, insurance

6.

Private Information in Currency Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 25 Jan 2016 Last Revised: 20 Mar 2018
Alexander Michaelides, Andreas Milidonis and George Nishiotis
Imperial College Business School, University of Cyprus - Department of Accounting and Finance and University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance
Downloads 445 (126,168)
Citation 3

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sovereign debt ratings, foreign exchange, institutional quality, information leakage, TRMI

7.

Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida

Number of pages: 66 Posted: 24 Mar 2006
Andreas Milidonis and Martin F. Grace
University of Cyprus - Department of Accounting and Finance and University of Iowa - Department of Finance
Downloads 410 (138,787)
Citation 7

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Tax-Deferred Loss Reserves, Catastrophe Financing and Pricing, Extreme Value Theory, Mixture model, Insurance, Reinsurance

8.

Estimation of Distress Costs Associated with Downgrades Using Regime Switching Models

North American Actuarial Journal, Vol. 11, No. 4, pp. 42-60, 2007
Number of pages: 40 Posted: 04 Sep 2007 Last Revised: 20 Jan 2011
Andreas Milidonis and Shaun Wang
University of Cyprus - Department of Accounting and Finance and Georgia State University's Robinson College of Business
Downloads 350 (165,511)

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NRSRO Ratings, Markov Regime-Switching, CAPM

9.

News and Intraday Retail Investor Order Flow in Foreign Exchange Markets

Number of pages: 45 Posted: 04 Mar 2021 Last Revised: 11 Apr 2024
University of Cyprus - Department of Accounting and Finance, University of Cyprus - Department of Accounting and Finance, University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance and University of Cyprus - Department of Accounting and Finance
Downloads 303 (193,105)

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Foreign Exchange, Behavioral Finance, Retail Investors, Order Flow, TRMI, News

10.

Analyst Coverage, Executive Compensation and Corporate Risk-Taking: Evidence From Property-Casualty Insurance Firms

Nanyang Business School Research Paper No. 21-09
Number of pages: 94 Posted: 11 Feb 2021 Last Revised: 12 Jan 2024
Tao Chen, Shinichi Kamiya, Pingyi Lou and Andreas Milidonis
Nanyang Business School, Nanyang Technological University, Nanyang Business School, Nanyang Technological University, Fudan University - School of Economics and University of Cyprus - Department of Accounting and Finance
Downloads 292 (200,691)
Citation 1

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Analyst coverage, Risk-taking, Compensation incentives, Insurance

11.

Proposal to Address the Current Crisis in Cyprus

Number of pages: 3 Posted: 25 Mar 2013
University of Cyprus, University of Cyprus - Department of Social and Political Sciences, University of Cyprus - Department of Public and Business Administration, Imperial College Business School, University of Cyprus - Department of Accounting and Finance, University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance, BI Norwegian Business School and Durham University Business School
Downloads 270 (217,492)
Citation 1

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Cyprus crisis, Cyprus bailout, insured deposits, deposit insurance

12.

National Culture and Bank Risk-Taking

Journal of Financial Stability, Forthcoming
Number of pages: 43 Posted: 23 Dec 2016 Last Revised: 26 Aug 2017
The University of Manchester - Alliance Manchester Business SchoolBank of Cyprus, University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 252 (232,948)
Citation 15

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Bank Risk-Taking, National Culture, Financial Crisis, Domestic vs. Global Banks

13.

Financial Education and Spillover Effects

Number of pages: 34 Posted: 03 May 2022 Last Revised: 16 Feb 2024
University of Cyprus-School of Economics and Management- Department of Accounting and Finance, University of Cyprus - Department of Accounting and Finance, University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance and Durham University Business School
Downloads 240 (244,392)

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Financial Education, Financial Literacy, Spillover, University course

14.

An Empirical Analysis of Changes in the Relative Timeliness of Issuer‐Paid vs. Investor‐Paid Ratings

Number of pages: 61 Posted: 23 May 2014 Last Revised: 13 Aug 2016
Erik Berwart, Massimo Guidolin and Andreas Milidonis
Superintendence of Banks and Financial Institutions of Chile (SBIF), Bocconi University, Dept. of Finance and University of Cyprus - Department of Accounting and Finance
Downloads 228 (256,826)
Citation 7

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credit rating agencies, timeliness, issuer‐paid agencies, investor‐paid agencies, NRSRO

15.

The Regime-Switching Structural Default Risk Model

Number of pages: 54 Posted: 19 Sep 2011 Last Revised: 15 Jan 2024
Andreas Milidonis and Kevin Chisholm
University of Cyprus - Department of Accounting and Finance and Independent
Downloads 228 (256,826)

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Default Risk, Regime Switching, Bond Ratings, MLE

16.

Do U.S. Insurance Firms Offer the 'Wrong' Incentives to Their Executives?

Number of pages: 46 Posted: 13 Feb 2011 Last Revised: 12 Apr 2011
Andreas Milidonis and Konstantinos Stathopoulos
University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 216 (270,061)
Citation 1

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Executive Compensation, Default Risk, Risk Management, Insurance

17.

The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry

University of St.Gallen, School of Finance Research Paper No. 2015/16
Number of pages: 64 Posted: 31 Jul 2015 Last Revised: 26 Jun 2018
Semir Ben Ammar, Martin Eling and Andreas Milidonis
University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance
Downloads 206 (282,259)
Citation 1

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Asset Pricing; Insurance; Multifactor Models; APT; Risk Factors

Pension Underfunding and the Expected Return on Pension Assets: The Impact of the 2008 Financial Crisis

Number of pages: 71 Posted: 04 Mar 2019 Last Revised: 15 Jul 2022
Imperial College Business School, University of Cyprus - Department of Accounting and Finance and University of Southampton - Department of Banking and Finance
Downloads 140 (394,603)
Citation 1

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Defined benefit pension plans, pension assumptions, EROA, PPROR, underfunded.

Pension Underfunding and the Expected Return on Pension Assets: The Impact of the 2008 Financial Crisis

Number of pages: 71 Posted: 19 Jul 2022
Imperial College Business School, University of Cyprus - Department of Accounting and Finance and University of Southampton - Department of Banking and Finance
Downloads 36 (857,811)

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G11, G23, G32

19.

National Culture and Bank Deposits

Review of Corporate Finance, Forthcoming
Number of pages: 53 Posted: 16 Jul 2019 Last Revised: 21 Dec 2020
The University of Manchester - Alliance Manchester Business SchoolBank of Cyprus, University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 170 (335,508)
Citation 6

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deposits, national culture, trust, individualism, hierarchy, risk

20.

Actuarial Independence and Managerial Discretion

Number of pages: 46 Posted: 30 Sep 2014 Last Revised: 12 Oct 2016
Shinichi Kamiya and Andreas Milidonis
Nanyang Business School, Nanyang Technological University and University of Cyprus - Department of Accounting and Finance
Downloads 152 (368,589)
Citation 1

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appointed actuary, officer, managerial discretion, insurance, reserve error

21.

Uninformative News, Limited Attention and Institutional Investors

Number of pages: 58 Posted: 28 Aug 2020 Last Revised: 06 Apr 2022
Maria Efthymiou and Andreas Milidonis
University of Cyprus and University of Cyprus - Department of Accounting and Finance
Downloads 142 (389,314)

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: Limited Attention, Uninformative News, Institutional Investors, News Analytics.

22.

An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model

North American Actuarial Journal, Forthcoming
Number of pages: 41 Posted: 13 Jun 2015 Last Revised: 05 Nov 2015
Andreas Milidonis
University of Cyprus - Department of Accounting and Finance
Downloads 116 (454,771)

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Default Risk, Regime Switching, Credit Warning Signal, CDS.

23.

Mortality Leads and Lags

Number of pages: 44 Posted: 14 Feb 2015 Last Revised: 08 Oct 2016
Andreas Milidonis and Maria Efthymiou
University of Cyprus - Department of Accounting and Finance and University of Cyprus
Downloads 99 (509,563)
Citation 2

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Mortality, longevity risk management, Granger-causality, economic development

24.

Mispricing of debt expansion in the eurozone sovereign credit market

Number of pages: 84 Posted: 13 Feb 2020 Last Revised: 24 Feb 2023
Somayyeh Lotfi, Andreas Milidonis and Stavros A. Zenios
University of Cyprus - Department of Accounting and Finance, University of Cyprus - Department of Accounting and Finance and Durham University Business School
Downloads 90 (541,924)
Citation 1

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CDS spreads, risk premia, debt expansion, sovereign debt, Quantitative easing.

25.

The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing

Journal of Risk and Insurance, Vol. 84, pp. 515-532, 2017
Number of pages: 31 Posted: 02 Apr 2016 Last Revised: 29 Jul 2022
Enrico Biffis, Yijia Lin and Andreas Milidonis
Imperial College Business School, University of Nebraska at Lincoln - Department of Finance and University of Cyprus - Department of Accounting and Finance
Downloads 83 (569,435)
Citation 3

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k-forward, longevity risk, risk sharing, emerging economies, Asia-Pacific

26.

Multi-Population Mortality Risk in Asia-Pacific

Number of pages: 64 Posted: 15 Sep 2015
Andreas Milidonis
University of Cyprus - Department of Accounting and Finance
Downloads 65 (651,342)

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longevity, mortality, Asia-Pacific

27.

Trade Secret Impairments

Number of pages: 51 Posted: 25 Jun 2024
Imperial College Business School, University of Cyprus - Department of Accounting and Finance, Imperial College Business School and National University of Singapore - Department of Finance
Downloads 48 (748,543)

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Trade Secret Impairment, Intangible Capital JEL Classification: G14

28.

Desert Dust Storms: Insurability and Financial Solutions

Number of pages: 79
University of Cyprus - Department of Accounting and Finance, affiliation not provided to SSRN, University of Cyprus - Medical School, University of Cyprus and Government of the Republic of Cyprus
Downloads 11

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Desert Dust Storms, Air Pollution, Insurance, Weather Derivatives JEL Classification: G22