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Details about Dr VASSILIOS BABALOS

Workplace:TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA,DEPARTMENT OF FINANCE & AUDITING
Department of Banking and Financial Management, University of Piraeus, (more information at EDIRC)

Access statistics for papers by Dr VASSILIOS BABALOS.

Last updated 2016-03-22. Update your information in the RePEc Author Service.

Short-id: pba785


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Working Papers

2015

  1. Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
    Working Papers, University of Pretoria, Department of Economics
  2. Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  3. Identifying Asymmetries between Socially Responsible and Conventional Investments
    Working Papers, University of Pretoria, Department of Economics Downloads
  4. Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics

2014

  1. A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads

    See also Journal Article in Applied Economics Letters (2015)
  3. Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test
    Working Papers, University of Pretoria, Department of Economics
  4. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  5. Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
    Working Papers, University of Pretoria, Department of Economics
  6. Revisiting Herding Behavior in REITs: A Regime-Switching Approach
    Working Papers, University of Pretoria, Department of Economics
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads

2013

  1. A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece
    GRI Working Papers, Grantham Research Institute on Climate Change and the Environment Downloads
    Also in DEOS Working Papers, Athens University of Economics and Business (2012) Downloads
  2. Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) Downloads
  4. Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive
    DEOS Working Papers, Athens University of Economics and Business Downloads

2012

  1. Efficiency evaluation of Greek equity funds
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Research in International Business and Finance (2012)

2011

  1. Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2009

  1. Evaluating Greek Equity Funds Using Data Envelopment Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads

Journal Articles

2016

  1. Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange
    Journal of International Financial Markets, Institutions and Money, 2016, 40, (C), 46-62 Downloads

2015

  1. Are there long-run diversification gains from the Dow Jones Islamic finance index?
    Applied Economics Letters, 2015, 22, (12), 945-950 Downloads
    See also Working Paper (2014)
  2. Do commodity investors herd? Evidence from a time-varying stochastic volatility model
    Resources Policy, 2015, 46, (P2), 281-287 Downloads View citations (1)
  3. Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach
    Applied Economics, 2015, 47, (13), 1273-1285 Downloads
  4. Gender, style diversity, and their effect on fund performance
    Research in International Business and Finance, 2015, 35, (C), 57-74 Downloads
  5. Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach
    Applied Economics, 2015, 47, (46), 4952-4966 Downloads View citations (1)
  6. Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis
    Economics Letters, 2015, 127, (C), 58-60 Downloads View citations (2)
  7. On the time varying nature of herding behaviour: evidence from major European indices
    Global Business and Economics Review, 2015, 17, (3), 298-309 Downloads View citations (1)
  8. The performance of US equity mutual funds
    Journal of Banking & Finance, 2015, 52, (C), 217-229 Downloads View citations (1)
  9. Towards a Holistic Approach for Mutual Fund Performance Appraisal
    Computational Economics, 2015, 46, (1), 35-53 Downloads

2013

  1. Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
    Applied Financial Economics, 2013, 23, (8), 629-647 Downloads
  2. Herding behavior in REITs: Novel tests and the role of financial crisis
    International Review of Financial Analysis, 2013, 29, (C), 166-174 Downloads View citations (15)

2012

  1. Efficiency evaluation of Greek equity funds
    Research in International Business and Finance, 2012, 26, (2), 317-333 Downloads View citations (5)
    See also Working Paper (2012)

2009

  1. Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry
    Journal of Multinational Financial Management, 2009, 19, (4), 256-272 Downloads View citations (8)

2008

  1. Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market
    The European Journal of Finance, 2008, 14, (8), 735-753 Downloads View citations (9)

2007

  1. Spurious results in testing mutual fund performance persistence: evidence from the Greek market
    Applied Financial Economics Letters, 2007, 3, (2), 103-108 Downloads View citations (5)
 
Page updated 2016-09-24