Panayiotis C. Andreou

Cyprus University of Technology

Lecturer in Finance

School Of Management and Economics

P.O. Box 50329

Lemesos, 3036

Cyprus

http://www.pandreou.com

SCHOLARLY PAPERS

20

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in Total Papers Downloads

4,548

CITATIONS

0

Scholarly Papers (20)

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 81 Posted: 17 Jan 2014 Last Revised: 18 Sep 2018
Panayiotis C. Andreou, Anastasios Kagkadis, Paulo F. Maio and Dennis Philip
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 966 (21,423)

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Dispersion in beliefs; Predictability of stock returns; Equity premium; Trading volume dispersion; Out-of-sample predictability; Economic signi cance

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 81 Posted: 06 Oct 2014 Last Revised: 18 Sep 2018
Panayiotis C. Andreou, Anastasios Kagkadis, Paulo F. Maio and Dennis Philip
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 102 (254,189)

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Dispersion in beliefs; Predictability of stock returns; Equity premium; Trading volume dispersion; Out-of-sample predictability; Economic significance

Corporate Governance and Firm-Specific Stock Price Crashes

Forthcoming to European Financial Management, 2016
Number of pages: 62 Posted: 28 Mar 2012 Last Revised: 02 Apr 2016
Cyprus University of Technology, University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Cyprus University of Technology
Downloads 805 (27,882)

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Crash Risk, Corporate Governance

Corporate Governance and Firm‐Specific Stock Price Crashes

European Financial Management, Vol. 22, Issue 5, pp. 916-956, 2016
Number of pages: 41 Posted: 22 Nov 2016
Cyprus University of Technology, University of Warwick - Warwick Business School, University of Exeter and Cyprus University of Technology
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crash risk, corporate governance, agency risk, information environment

3.

The Impact of Managerial Ability on Crisis-Period Corporate Investment

Journal of Business Research, Forthcoming
Number of pages: 50 Posted: 21 Jul 2015 Last Revised: 31 May 2017
Cyprus University of Technology, University of Central Lancashire, Cyprus University of Technology and Tel Aviv University
Downloads 423 (65,409)

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Managerial Ability, Firm Performance, Corporate Investment, Financing, Underinvestment Problems, Financial Crisis

4.

Bank Loan Loss Accounting Treatments, Credit Cycles and Crash Risk

London Business School Accounting Research Paper Series
Number of pages: 54 Posted: 03 Aug 2015 Last Revised: 22 Feb 2017
Panayiotis C. Andreou, Ian A. Cooper, Christodoulos Louca and Dennis Philip
Cyprus University of Technology, London Business School, Cyprus University of Technology and Durham University - Department of Economics and Finance
Downloads 407 (68,526)

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Accounting conservatism, loan loss accounting, bank lending, crash risk

5.

Differences in Options Investors' Expectations and the Cross-Section of Stock Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 82 Posted: 17 Apr 2015 Last Revised: 02 Sep 2018
Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip and Ruslan Tuneshev
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University - Department of Economics and Finance and Durham University Business School
Downloads 370 (76,604)

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Dispersion of Beliefs; Disagreement in Options Market; Cross-Section of Stock Returns; Equity Options; Option Trading Volume

6.

CEO Duality, Agency Costs, and Internal Capital Allocation Efficiency

Forthcoming, British Journal of Management
Number of pages: 38 Posted: 07 Nov 2016 Last Revised: 28 Nov 2017
Nihat Aktas, Panayiotis C. Andreou, Isabella Karasamani and Dennis Philip
WHU - Otto Beisheim School of Management, Cyprus University of Technology, University of Central Lancashire and Durham University - Department of Economics and Finance
Downloads 346 (82,841)

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CEO duality; Internal capital allocation; Investment efficiency; Agency costs; Board structure; Equity-based compensation

7.

Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

Number of pages: 25 Posted: 16 Jun 2008
Panayiotis C. Andreou, Christakis Charalambous and Spiros Martzoukos
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Downloads 300 (97,127)

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Option pricing, implied volatilities, implied parameters, deterministic volatility functions, support vector machines, neural networks

8.

Effects of Market Default Risk on Index Options Risk-Neutral Moments

Number of pages: 45 Posted: 24 Jun 2009 Last Revised: 11 Aug 2013
Panayiotis C. Andreou
Cyprus University of Technology
Downloads 243 (121,194)

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default risk, implied volatility smirk, deterministic volatility functions, determinants, trading volume

Valuation Effects of Overconfident CEOs on Corporate Diversification and Refocusing Decisions

Journal of Banking and Finance, Forthcoming
Number of pages: 62 Posted: 14 Jan 2017 Last Revised: 16 Jan 2019
Cyprus University of Technology, Old Dominion University - Strome College of Business, Cyprus University of Technology - Department of Commerce and Cyprus University of Technology
Downloads 180 (161,145)

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CEO Overconfidence, Diversification, Refocusing, Diversification Discount, Firm Performance

Valuation Effects of Overconfident CEOs on Corporate Diversification and Refocusing Decisions

Journal of Banking and Finance, 2019
Number of pages: 71 Posted: 07 Mar 2019
Cyprus University of Technology, Old Dominion University - Strome College of Business, Cyprus University of Technology - Department of Commerce and Cyprus University of Technology
Downloads 11 (577,371)

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CEO Overconfidence, Diversification, Refocusing, Diversification Discount, Firm Performance

10.

Investor Sentiments, Rational Beliefs and Option Prices

Number of pages: 48 Posted: 23 Jul 2014
Panayiotis C. Andreou, Anastasios Kagkadis and Dennis Philip
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance and Durham University - Department of Economics and Finance
Downloads 103 (250,871)

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Risk-neutral skewness; Implied volatility smirk; Investor sentiment; Macroeconomy; Index options

11.

Forward Moments and Risk Premia Predictability

Number of pages: 59 Posted: 06 Mar 2017 Last Revised: 14 Feb 2019
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University - Department of Economics and Finance and Durham University
Downloads 89 (275,955)

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Forward Moments; Implied Volatility Surface; Partial Least Squares; Predictability of Stock Returns; Equity Premium; Variance Premium

12.

Organizational Learning and Corporate Diversification Performance

Journal of Business Research, 2016
Number of pages: 59 Posted: 04 Oct 2010 Last Revised: 02 Apr 2016
Panayiotis C. Andreou, Christodoulos Louca and Andreas Petrou
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology
Downloads 68 (322,972)

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organizational learning, absorptive capacity, diversification, repetitive experience, accumulative experience, diversification discount, firm performance

13.

Short-Horizon Event Study Estimation with a STAR Model and Real Contaminated Events

Number of pages: 44 Posted: 30 Oct 2014 Last Revised: 24 Apr 2015
Panayiotis C. Andreou, Christodoulos Louca and Christos S. Savva
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 44 (395,107)

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Event studies, parametric test statistics, unrelated events, Markov switching regression model, Smooth Transition Auto Regressive (STAR) model

14.

The Effect of Institutional Ownership on Firms’ Thrust to Compete

Number of pages: 45 Posted: 12 Feb 2018 Last Revised: 01 Oct 2018
Panayiotis C. Andreou, Franco Fiordelisi, Terry Harris and Dennis Philip
Cyprus University of Technology, University of Rome III - Department of Business Studies, Durham University Business School and Durham University - Department of Economics and Finance
Downloads 41 (405,870)

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Thrust to compete; Institutional ownership; Transient investors; Crash risk; Firm value

15.

Bank Opaqueness and Intermediation

Number of pages: 48 Posted: 20 Jan 2017 Last Revised: 02 Feb 2017
Cyprus University of Technology, Cyprus University of Technology - Department of Commerce, Durham University - Department of Economics and Finance and PwC Strategy&
Downloads 33 (437,664)

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Financial Institutions, Liquidity Creation, Regulation, Opacity

16.

Financial Knowledge Among University Students and Implications for Personal Debt and Fraudulent Investments

Cyprus Economic Policy Review, Forthcoming
Number of pages: 29 Posted: 09 Oct 2018 Last Revised: 11 Dec 2018
Panayiotis C. Andreou and Dennis Philip
Cyprus University of Technology and Durham University - Department of Economics and Finance
Downloads 17 (520,230)

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Financial Knowledge, Financial Literacy, University Students, Credit Card Debt, Ponzi Schemes

17.

CEO Age and Stock Price Crash Risk

Forthcoming in Review of Finance
Posted: 12 Sep 2016 Last Revised: 07 Nov 2016
Panayiotis C. Andreou, Christodoulos Louca and Andreas Petrou
Cyprus University of Technology, Cyprus University of Technology and Cyprus University of Technology

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CEO Age, Crash Risk, Agency Theory, Managerial Discretion

18.

Bank Liquidity Creation and Risk‐Taking: Does Managerial Ability Matter?

Journal of Business Finance & Accounting, Vol. 43, Issue 1-2, pp. 226-259, 2016
Number of pages: 34 Posted: 21 Mar 2016
Panayiotis C. Andreou, Dennis Philip and Peter Paul Robejsek
Cyprus University of Technology, Durham University - Department of Economics and Finance and PwC Strategy&
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financial institutions, managerial ability, liquidity creation, risk‐taking, financial crisis

19.

Assessing the Performance of Symmetric and Asymmetric Implied Volatility Functions

Posted: 09 Jul 2008 Last Revised: 16 Jan 2011
Panayiotis C. Andreou, Christakis Charalambous and Spiros Martzoukos
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration

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Option pricing, implied volatilities, deterministic volatility functions, implied volatility functions

20.

Generalized Parameter Functions for Option Pricing

Journal of Banking & Finance, Volume 34, Issue 3, March 2010, Pages 633-646
Posted: 17 Mar 2008 Last Revised: 19 Jul 2015
Christakis Charalambous, Panayiotis C. Andreou and Spiros Martzoukos
University of Cyprus - Department of Public and Business Administration, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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implied parameters, deterministic volatility functions, hedging, semi-parametric approach

Other Papers (1)

Total Downloads: 49    Citations: 0
1.

Measuring Firms’ Market Orientation Using Textual Analysis of 10-K Filings

Number of pages: 79 Posted: 12 Dec 2017 Last Revised: 06 Nov 2018
Panayiotis C. Andreou, Terry Harris and Dennis Philip
Cyprus University of Technology, Durham University Business School and Durham University - Department of Economics and Finance
Downloads 49 (620,151)

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Market Orientation, Customer Orientation, Competitor Orientation, MKTOR, Firm Performance, Textual Analysis