Details about Vasilios Sogiakas

Access statistics for papers by Vasilios Sogiakas.

Last updated 2023-05-06. Update your information in the RePEc Author Service.

Short-id: pso179

Working Papers

2014

1. The role of convenience yield in going-private transactions
   CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University

2013

2. Survival Characteristics and Adjustment of MNE Affiliates in the European Integrated Market
   Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research

2007

3. Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form?
   Journal of Economic Integration, 2019, 34, (1), 86-108
2. Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs
   Annals of Operations Research, 2019, 282, (1), 179-216

2018

3. The informational content of unconventional monetary policy on precious metal markets
   Journal of Forecasting, 2018, 37, (1), 16-36 View citations (8)
4. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index
   Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 17-36 View citations (40)

2017

5. Basel III impact on the Italian banking sector
   Bulletin of Applied Economics, 2017, 4, (2), 51-55
6. Efficiency of the UK Stock Exchange
   Journal of Risk & Control, 2017, 4, (1), 51-69
7. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets
   Journal of Forecasting, 2017, 36, (8), 867-897 View citations (4)
8. On the implementation of asymmetric VaR models for managing and forecasting market risk
   Journal of Applied Finance & Banking, 2017, 7, (6), 2
9. Option trading for optimizing volatility forecasting
   Journal of Statistical and Econometric Methods, 2017, 6, (3), 3

2015

10. An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
    Economic Modelling, 2015, 48, (C), 52-69 View citations (9)
11. Informational efficiency and spurious spillover effects between spot and derivatives markets
    Global Finance Journal, 2015, 27, (C), 46-72 View citations (7)

2012

12. Derivatives listing strategy
    Journal of Financial Regulation and Compliance, 2012, 20, (3), 307-321

2011

13. The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    Journal of Economic Integration, 2011, 26, 433-462

2010

14. Spill over effects of futures contracts initiation on the cash market: a regime shift approach
    Review of Quantitative Finance and Accounting, 2010, 34, (1), 95-143 View citations (2)