2017

The Impact of Conventional and Unconventional Monetary Policy on Expectations and Sentiment (2017) Journal of Banking and Finance, 86, 1–20 (E. Galariotis,  P. Makryxwriti, S. Spyrou).

Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets during the European Financial Crisis (2017) Energy Economics, 66, 217-227, (K. Andriotsopoulos, E. Galariotis, S. Spyrou).

Bank-sovereign contagion in the Eurozone: A panel VAR approach (2017) Journal of International Financial Markets, Institutions and Money, 48, 146-159 (D. Georgoutsos, G. Moratis).

The Valuation Implications of Strategy in R&D-intensive Industries, (2017), Journal of Applied Accounting Research (A. Ballas, Demirakos E).

Accounting quality, information risk and the term structure of implied volatility around earnings announcements (2017) Research in International Business and Finance, vol. 41, pp. 445-460, (Anagnostopoulou, S.  C.  and A.  E.  Tsekrekos).

Latent semantic analysis of the FOMC statements” (2017) Review of Accounting and Finance, vol. 16, no. 2, pp. 179-217. (Mazis, P.  G.  and A.  E.  Tsekrekos)

The options market reaction to bank loan announcements (2017) Journal of Financial Services Research, forthcoming (Anagnostopoulou, S.  C., A.  C.  Ferentinou, P.  A.  Tsaousis and A.  E.  Tsekrekos

Pricing and hedging contingent claims using variance and higher-order moment swaps (2017) Quantitative Finance 17 (2017), p. 531-550 (L. Rompolis, E. Tzavalis)

Retrieving risk neutral moments and expected quadratic variation from option Prices, Review of Quantitative Finance and Accounting 48 (2017), p. 955-1002(L. Rompolis, E. Tzavalis)

2016

Herd behavior and equity market liquidity: Evidence from major markets (2016) International Review of Financial Analysis, 48, 140-149 (S. Krokida, E. Galariotis, S. Spyrou).

Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach (2016) Journal of Financial Stability, 26, 62-77, (E. Galariotis, P. Makryxwriti, S. Spyrou).

Herding in Bond Markets: Evidence from the European Crisis (2016) International Review of Financial Analysis, 367-375 (S. Krokida, E. Galariotis, S. Spyrou).

The Equity Premium Puzzle: New Evidence on the Optimal Holding Period and Optimal Asset Allocation (2016) Review of Behavioral Finance, 8, 39-57, (E. Zervoudi, S. Spyrou).

Bank Loan Terms and Conditions:  Is There a Macro Effect? (2016) Research   in   International   Business   and   Finance (S. Anagnostopoulou, Drakos, K)

Optimal switching decisions under stochastic volatility with fast mean reversion (2016), European Journal of Operational Research, vol. 251, no. 1, pp. 148-157 (Tsekrekos, A.  E.  and A.  N.  Yannacopoulos)

Accounting quality, information risk and implied volatility around earnings announcements (2016) Journal of International Financial Markets, Institutions and Money, vol. 34, pp. 188-207 (Anagnostopoulou, S.  C.  and A.  E.  Tsekrekos).

Risk-free rates and  variance  futures  prices, Journal  of  Futures  Markets 36 (2016), p. 943-967 (L. Rompolis) . 

2015

Herding on fundamental information: A comparative study (2015) Journal of Banking and Finance, 50, 589-598 (E. Galariotis, W. Rong, S. Spyrou).

A   note   on   the   effect   of   terrorism   on   economic   sent iment, (2015) Defence and Peace Economics, 26(6), 600-608, (C. Kallandranis, Drakos, K)

2014

Terrorism Shocks and Public Spending: Panel VAR Evidence from Europe (2014) Defence and Peace Economics 25(4), 349-361, (P.  Konstantinou, K. Drakos)

The determinants of credit spread changes in global shipping bonds, (2014) Transportation Research Part E, Vol. 70. pp. 55-75 (Kavussanos, M.G.  and Tsouknidis, D).

Economic Spillovers between related derivatives markets:  The case of commodity and freight markets (2014), Transportation Research Part E, Vol. 68, pp. 79-102 (Kavussanos, M.G., Visvikis, I.D., and Dimitrakopoulos, D.)

An Investigation of Greek Firms' Compliance to IFRS Mandatory Disclosure Requirements, (2014) International Journal of Corporate Finance and Accounting 1(1): 2239, Ballas, A., Sykianakis, N., C. Tzovas, and C. Vasilacopoulos).

Conference   Calls   Around   Merger   and   Acquisition Announcements:   Do   They   Reduce   Information   Asymmetry?   UK   Evidence, (2014) Research   in International Business and Finance, vol. 30(C), pages 148-172 (Siougle   G.,   Spyrou   S., and   Tsekrekos A.).  

The Price Impact of the Disposition Effect on the Ex-dividend Day of NYSE and AMEX Common Stocks, (2014), Quantitative Finance, 14(4), 711-724 (V. Efthymiou, G. Leledakis).

2013

Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? (2013) Journal of Banking and Finance, 37, 4650-4664 (D. Georgoutsos, P. Migiakis).

Herding in Financial Markets: A Review of the Literature (2013) Review of Behavioral Finance, 5, 175-194 (S. Spyrou)

On the determinants of terrorism risk concern in Europe, (2013) Defence and Peace Economics, 25(3), 291-310, (K. Drakos, C.  Muller)