Vassilios Babalos

Department of Accounting & Finance, Technological Educational Institute of Peloponnese

ADJUNCT LECTURER

Antikalamos

Kalamata, KALAMATA 24100

Greece

http://www.teikal.gr

University of Piraeus - Department of Banking and Financial Management

80 Karaoli & Dimitriou Str.

18534 Piraeus, 185 34 -GR

Greece

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 35,283

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2

CROSSREF CITATIONS

14

Scholarly Papers (14)

1.

Dynamic Properties of the Bitcoin and the US Market

Number of pages: 11 Posted: 13 May 2017
Stavros Stavroyiannis and Vassilios Babalos
University of Peloponnese - Department of Accounting and Finance and Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Downloads 399 (72,949)
Citation 3

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Bitcoin; Asymmetric GARCH Model; Full BEKK Model; Hedge; Safe-Haven

2.

Testing for Persistence in Mutual Fund Performance and the Ex Post Verification Problem: Evidence From the Greek Market

European Journal of Finance, Vol. 14, pp. 735-753, 2008
Number of pages: 41 Posted: 30 May 2007 Last Revised: 15 Mar 2011
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance, University of Liverpool Management School and University of Piraeus - Department of Business Administration
Downloads 338 (88,364)

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Mutual funds, Performance persistence, Market efficiency,Emerging markets

3.

An Examination of Herding Behavior in REITS

Number of pages: 25 Posted: 07 Dec 2011
University of Piraeus - Department of Business Administration, University of Liverpool Management School, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and Independent
Downloads 224 (136,291)

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herd behavior, REITs, investors’ sentiment

4.

Managing Mutual Funds or Managing Expense Ratios? Evidence from the Greek Fund Industry

Journal of Multinational Financial Management, Vol. 19, pp. 256-272, 2009
Number of pages: 34 Posted: 26 Sep 2007 Last Revised: 15 Mar 2011
Vassilios Babalos, Alexandros Kostakis and Nikolaos Philippas
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, University of Liverpool Management School and University of Piraeus - Department of Business Administration
Downloads 210 (144,928)
Citation 1

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Mutual funds, Expense ratio, Emerging markets, Performance attributes

Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis

DIW Berlin Discussion Paper No. 1583
Number of pages: 18 Posted: 30 May 2016
Vassilios Babalos, Guglielmo Maria Caporale and Nicola Spagnolo
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
Downloads 117 (238,471)

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Equity Fund Flows, Stock Market Returns, VAR-GARCH-in-mean model, Volatility

Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-in-mean Analysis

CESifo Working Paper Series No. 5932
Number of pages: 17 Posted: 06 Jul 2016
Vassilios Babalos, Guglielmo Maria Caporale and Nicola Spagnolo
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
Downloads 25 (508,121)

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equity fund flows, stock market returns, VAR-GARCH-in-mean model, volatility

Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?

DIW Berlin Discussion Paper No. 1300
Number of pages: 50 Posted: 24 May 2013
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance and University of Piraeus - Department of Business Administration
Downloads 78 (312,573)

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Mutual funds, performance, timing, gender difference, quantile regression

Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?

CESifo Working Paper Series No. 4275
Number of pages: 46 Posted: 18 Jun 2013
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance and University of Piraeus - Department of Business Administration
Downloads 54 (381,010)

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mutual funds, performance, timing, gender difference, quantile regression

7.

Rating Mutual Funds Through an Integrated DEA-Based Multicriteria Performance Model: Design and Information Content

Technical University of Crete, Financial Engineering Laboratory, Working Paper 2012.06
Number of pages: 41 Posted: 04 Oct 2012
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Piraeus - Department of Business Administration and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 113 (243,403)
Citation 1

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Mutual funds, Performance appraisal, Multicriteria analysis, Data envelopment analysis, Efficiency

8.

Time Varying Herding and Anti-Herding Behavior and Dynamic Conditional Correlations in European Market Indices

Number of pages: 25 Posted: 26 Jul 2013
Stavros Stavroyiannis, Vassilios Babalos and Leonidas Zarangas
University of Peloponnese - Department of Accounting and Finance, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and Higher Technological Educational Institute of Kalamata
Downloads 105 (256,336)

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Behavioral Finance, Herding and anti-herding behavior, Cross sectional absolute dispersion, Rolling window regression, Dynamic conditional correlations

9.

Evaluating Greek Equity Funds Using Data Envelopment Analysis

DIW Berlin Discussion Paper No. 906
Number of pages: 22 Posted: 19 Oct 2009
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance and University of Piraeus - Department of Business Administration
Downloads 92 (279,641)

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Data envelopment analysis, portfolio efficiency, performance evaluation

10.

How Euro-Area Sovereign Spreads Respond to Shocks? A TVP-FAVAR Model

Number of pages: 38 Posted: 15 Sep 2013
Vassilios Babalos and Emmanuel C. Mamatzakis
Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Sussex - School of Business, Management and Economics
Downloads 76 (314,349)

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credit risk, TVP-FAVAR, sovereign debt crisis, spreads, CDS

11.

On the Time Varying Nature of Herding Behavior: Evidence from Major European Indices

Number of pages: 10 Posted: 19 Jun 2013
Stavros Stavroyiannis and Vassilios Babalos
University of Peloponnese - Department of Accounting and Finance and Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Downloads 76 (314,349)
Citation 1

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Financial time series, Herding behavior, Cross sectional absolute dispersion, International Financial Markets, Rolling window regression

12.

Estimating Performance Aspects of Greek Equity Funds with a Liquidity-Augmented Factor Model

Number of pages: 37 Posted: 03 Dec 2011
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, University of Piraeus - Department of Business Administration and University of Sussex - School of Business, Management and Economics
Downloads 47 (398,454)

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Mutual funds, multi-factor models, liquidity, incentive effect, quantile regression

13.

BRICH Dynamic Conditional Correlations, Contagion, and Portfolio Diversification Under the Devolatized Returns Concept

Number of pages: 42 Posted: 22 Nov 2013 Last Revised: 23 Nov 2013
Stavros Stavroyiannis, Vassilios Babalos and Leonidas Zarangas
University of Peloponnese - Department of Accounting and Finance, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and Higher Technological Educational Institute of Kalamata
Downloads 38 (432,480)

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Financial crises; contagion; BRICH emerging markets; t-DCC model; devolatized returns

14.

Day-of-the-Week Effect and Spread Determinants: Some International Evidence From Equity Markets

Number of pages: 30 Posted: 13 Aug 2019
University of Patras - Business Administration, University of Lincoln, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Nebraska at Omaha
Downloads 15 (551,276)

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Day-of-the-week, Bid ask spread, Panel error correction, Equity markets