Details about Andrianos Emmanouil Tsekrekos

Access statistics for papers by Andrianos Emmanouil Tsekrekos.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pts65

Journal Articles

2025

1. Accounting comparability between M&A bidders and targets and deal outcome
   Journal of International Financial Markets, Institutions and Money, 2025, 99, (C)

2024

2. The Pay‐for‐Success Contract: A Valuation Note
   Journal of Futures Markets, 2024, 44, (9), 1465-1473

2023

3. Enhancement in a firm's information environment via options trading and the efficiency of corporate investment
   Journal of Banking & Finance, 2023, 149, (C) View citations (3)

2022

4. Freight rate volatility and flag-switching decisions
   Maritime Economics & Logistics, 2022, 24, (2), 395-414

2021

5. Accounting conservatism and corporate social responsibility
   The British Accounting Review, 2021, 53, (4) View citations (12)

2019

6. Correction to: Real options theory in international business
   Journal of International Business Studies, 2019, 50, (4), 554-554 View citations (42)
7. Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms)
   International Journal of Disclosure and Governance, 2019, 16, (1), 1-19 View citations (2)
8. Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance
   Journal of Economics, 2019, 126, (3), 287-290
9. Real options theory in international business
   Journal of International Business Studies, 2019, 50, (4), 525-553 View citations (45)

2018

10. Real Options in Operations Research: A Review
    European Journal of Operational Research, 2018, 270, (1), 1-24 View citations (61)
11. The Options Market Reaction to Bank Loan Announcements
    Journal of Financial Services Research, 2018, 53, (1), 99-139

2017

12. Accounting quality, information risk and the term structure of implied volatility around earnings announcements
    Research in International Business and Finance, 2017, 41, (C), 445-460
13. Latent semantic analysis of the FOMC statements
    Review of Accounting and Finance, 2017, 16, (2), 179-217 View citations (4)
14. The effect of financial leverage on real and accrual-based earnings management
    Accounting and Business Research, 2017, 47, (2), 191-236 View citations (25)

2016

15. Optimal switching decisions under stochastic volatility with fast mean reversion
    European Journal of Operational Research, 2016, 251, (1), 148-157 View citations (13)

2015

16. Accounting quality, information risk and implied volatility around earnings announcements
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 188-207 View citations (2)
17. Earnings management in firms seeking to be acquired
    The British Accounting Review, 2015, 47, (4), 351-375 View citations (11)

2014

18. Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain
    International Journal of Production Economics, 2014, 156, (C), 191-207 View citations (8)
19. Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence
    Research in International Business and Finance, 2014, 30, (C), 148-172 View citations (6)
20. Predictability in implied volatility surfaces: evidence from the Euro OTC FX market
    The European Journal of Finance, 2014, 20, (1), 33-58 View citations (6)

2013

21. Do firms that wish to be acquired manage their earnings? Evidence from major European countries
    International Review of Financial Analysis, 2013, 30, (C), 57-68 View citations (5)
22. Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options
    Computational Economics, 2013, 41, (3), 327-358 View citations (2)
23. Irreversible exit decisions under mean-reverting uncertainty
    Journal of Economics, 2013, 110, (1), 5-23 View citations (3)
24. Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market
    The Journal of Real Estate Finance and Economics, 2013, 47, (1), 152-168 View citations (2)

2012

25. Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights
    European Financial Management, 2012, 18, (4), 543-575 View citations (10)

2011

26. How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options
    Journal of International Money and Finance, 2011, 30, (4), 623-640 View citations (19)
27. Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets
    Journal of Futures Markets, 2011, 31, (8), 703-726 View citations (8)

2010

28. Predictable dynamics in implied volatility surfaces from OTC currency options
    Journal of Banking & Finance, 2010, 34, (6), 1175-1188 View citations (23)
29. The correlation structure of FX option markets before and since the financial crisis
    Applied Financial Economics, 2010, 20, (1-2), 73-84 View citations (3)
30. The effect of mean reversion on entry and exit decisions under uncertainty
    Journal of Economic Dynamics and Control, 2010, 34, (4), 725-742 View citations (22)

2009

31. Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market
    The Journal of Economic Asymmetries, 2009, 6, (1), 49-74 View citations (2)

2004

32. Strategic entry and market leadership in a two-player real options game
    Journal of Banking & Finance, 2004, 28, (1), 179-201 View citations (21)

Undated

33. Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries
    Journal of Energy Markets

Chapters

2011

1. The Option to Change the Flag of a Vessel
   Chapter 3 in International Handbook of Maritime Economics, 2011 View citations (6)