Details about Dr VASSILIOS BABALOS

Access statistics for papers by Dr VASSILIOS BABALOS.

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

Short-id: pba785

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 View citations (1)
2. Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model
   Working Papers, University of Pretoria, Department of Economics View citations (13)
3. Identifying Asymmetries between Socially Responsible and Conventional Investments
   Working Papers, University of Pretoria, Department of Economics View citations (2)
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 View citations (4)

2014

5. 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)
6. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
   Working Papers, University of Pretoria, Department of Economics View citations (7)
   Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
   See also Journal Article Are there long-run diversification gains from the Dow Jones Islamic finance index?, Applied Economics Letters, Taylor & Francis Journals (2015) View citations (7) (2015)
7. 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
8. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
   Working Papers, University of Pretoria, Department of Economics View citations (15)
9. Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
   Working Papers, University of Pretoria, Department of Economics View citations (6)
10. Revisiting Herding Behavior in REITs: A Regime-Switching Approach
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014)

2013

11. 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
    Also in DEOS Working Papers, Athens University of Economics and Business (2012)
12. Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes
    MPRA Paper, University Library of Munich, Germany
13. Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
    Also in CESifo Working Paper Series, CESifo (2013)
14. 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

2012

15. Efficiency evaluation of Greek equity funds
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article Efficiency evaluation of Greek equity funds, Research in International Business and Finance, Elsevier (2012) View citations (11) (2012)

2011

16. Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
    MPRA Paper, University Library of Munich, Germany View citations (6)

2009

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

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 View citations (1)

2015

2. Are there long-run diversification gains from the Dow Jones Islamic finance index?
   Applied Economics Letters, 2015, 22, (12), 945-950 View citations (7)
   See also Working Paper Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?, Working Papers (2014) View citations (7) (2014)
3. Do commodity investors herd? Evidence from a time-varying stochastic volatility model
   Resources Policy, 2015, 46, (P2), 281-287 View citations (17)
4. Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach
   Applied Economics, 2015, 47, (13), 1273-1285 View citations (15)
5. Gender, style diversity, and their effect on fund performance
   Research in International Business and Finance, 2015, 35, (C), 57-74 View citations (13)
6. Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach
   Applied Economics, 2015, 47, (46), 4952-4966 View citations (26)
7. Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis
   Economics Letters, 2015, 127, (C), 58-60 View citations (9)
8. On the time varying nature of herding behaviour: evidence from major European indices
   Global Business and Economics Review, 2015, 17, (3), 298-309 View citations (5)
9. The performance of US equity mutual funds
   Journal of Banking & Finance, 2015, 52, (C), 217-229 View citations (9)
10. Towards a Holistic Approach for Mutual Fund Performance Appraisal
    Computational Economics, 2015, 46, (1), 35-53 View citations (2)

2013

11. Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
    Applied Financial Economics, 2013, 23, (8), 629-647 View citations (1)
12. Herding behavior in REITs: Novel tests and the role of financial crisis
    International Review of Financial Analysis, 2013, 29, (C), 166-174 View citations (70)

2012

13. Efficiency evaluation of Greek equity funds
    Research in International Business and Finance, 2012, 26, (2), 317-333 View citations (11)
    See also Working Paper Efficiency evaluation of Greek equity funds, MPRA Paper (2012) View citations (9) (2012)

2009

14. Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry
    Journal of Multinational Financial Management, 2009, 19, (4), 256-272 View citations (18)

2008

15. 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 View citations (12)