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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Top 31,036

in Total Papers Downloads

3,131

SSRN CITATIONS
Rank 40,550

SSRN RANKINGS

Top 40,550

in Total Papers Citations

10

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 the Peloponnese - Department of Accounting and Finance and Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Downloads 812 (58,340)
Citation 14

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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 (ULMS) and University of Piraeus - Department of Business Administration
Downloads 463 (118,565)
Citation 1

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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 (ULMS), Department of Accounting & Finance, Technological Educational Institute of Peloponnese and Independent
Downloads 288 (200,475)

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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 (ULMS) and University of Piraeus - Department of Business Administration
Downloads 272 (212,577)
Citation 1

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Mutual funds, Expense ratio, Emerging markets, Performance attributes

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 124 (427,006)

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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 83 (566,279)

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

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 146 (375,134)
Citation 1

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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 51 (735,363)

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

7.

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 the Peloponnese - Department of Accounting and Finance, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and Higher Technological Educational Institute of Kalamata
Downloads 157 (353,173)

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

8.

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 150 (366,579)
Citation 1

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

9.

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 the Peloponnese - Department of Accounting and Finance and Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Downloads 138 (391,776)
Citation 2

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

10.

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 126 (420,311)

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Data envelopment analysis, portfolio efficiency, performance evaluation

11.

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 104 (484,455)

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

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 82 (563,940)
Citation 1

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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 the Peloponnese - Department of Accounting and Finance, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and Higher Technological Educational Institute of Kalamata
Downloads 70 (616,579)

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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 - Department of Management Science and Technology, University of Lincoln, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Nebraska at Omaha
Downloads 65 (641,008)
Citation 1

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