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
Jump to Journal Articles
Working Papers
2015
- 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)
- Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model
Working Papers, University of Pretoria, Department of Economics View citations (13)
- Identifying Asymmetries between Socially Responsible and Conventional Investments
Working Papers, University of Pretoria, Department of Economics View citations (2)
- 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
- 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)
- Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (7)
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)
- 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
- Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
Working Papers, University of Pretoria, Department of Economics View citations (15)
- Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
Working Papers, University of Pretoria, Department of Economics View citations (6)
- 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
- 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)
- Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes
MPRA Paper, University Library of Munich, Germany
- Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
CESifo Working Paper Series, CESifo 
Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013)
- 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
- 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
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
MPRA Paper, University Library of Munich, Germany View citations (6)
2009
- Evaluating Greek Equity Funds Using Data Envelopment Analysis
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
Journal Articles
2016
- 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
- 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 (2) (2014)
- Do commodity investors herd? Evidence from a time-varying stochastic volatility model
Resources Policy, 2015, 46, (P2), 281-287 View citations (17)
- Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach
Applied Economics, 2015, 47, (13), 1273-1285 View citations (15)
- Gender, style diversity, and their effect on fund performance
Research in International Business and Finance, 2015, 35, (C), 57-74 View citations (13)
- Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach
Applied Economics, 2015, 47, (46), 4952-4966 View citations (26)
- 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)
- 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)
- The performance of US equity mutual funds
Journal of Banking & Finance, 2015, 52, (C), 217-229 View citations (9)
- Towards a Holistic Approach for Mutual Fund Performance Appraisal
Computational Economics, 2015, 46, (1), 35-53 View citations (2)
2013
- Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
Applied Financial Economics, 2013, 23, (8), 629-647 View citations (1)
- 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
- 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
- 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
- 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|