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Details about Spyros Papathanasiou

Workplace:Department of Economics, National and Kapodistrian University of Athens, (more information at EDIRC)
Center of Financial Studies, Department of Economics, National and Kapodistrian University of Athens, (more information at EDIRC)

Access statistics for papers by Spyros Papathanasiou.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: ppa1413


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Working Papers

2005

  1. Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription
    Finance, University Library of Munich, Germany Downloads View citations (1)
  2. The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
    Finance, University Library of Munich, Germany Downloads View citations (8)

Journal Articles

2024

  1. A trade-off between sustainability ratings and volatility in portfolio hedging strategies
    International Journal of Banking, Accounting and Finance, 2024, 14, (3), 370-406 Downloads
  2. Do ESG fund managers pump and dump the stocks in their portfolios? European evidence
    Journal of Asset Management, 2024, 25, (3), 245-260 Downloads View citations (1)
  3. Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds
    Finance Research Letters, 2024, 62, (PA) Downloads View citations (4)
  4. The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors
    Empirical Economics, 2024, 67, (3), 1063-1089 Downloads

2023

  1. Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19
    Journal of Asset Management, 2023, 24, (3), 198-211 Downloads View citations (6)
  2. Estimation of value at risk for copper
    Journal of Commodity Markets, 2023, 32, (C) Downloads

2022

  1. Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors
    Finance Research Letters, 2022, 47, (PA) Downloads View citations (20)
  2. Bubble in Carbon Credits during COVID-19: Financial Instability or Positive Impact (“Minsky” or “Social”)?
    JRFM, 2022, 15, (8), 1-16 Downloads View citations (3)
  3. Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads
    Sustainability, 2022, 14, (21), 1-10 Downloads
  4. Deconstruction of the Green Bubble during COVID-19 International Evidence
    Sustainability, 2022, 14, (6), 1-18 Downloads View citations (3)
  5. Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19?
    Economic Notes, 2022, 51, (3) Downloads View citations (2)
  6. Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach
    Finance Research Letters, 2022, 44, (C) Downloads View citations (9)
  7. Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs
    Finance Research Letters, 2022, 47, (PA) Downloads View citations (9)
  8. On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market
    Operational Research, 2022, 22, (4), 3747-3766 Downloads
  9. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors
    The North American Journal of Economics and Finance, 2022, 62, (C) Downloads View citations (18)
  10. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors
    International Review of Economics & Finance, 2022, 78, (C), 629-642 Downloads View citations (23)

2021

  1. Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT
    Mathematics, 2021, 9, (9), 1-14 Downloads View citations (1)
  2. The connectedness between Sukuk and conventional bond markets and the implications for investors
    International Journal of Islamic and Middle Eastern Finance and Management, 2021, 14, (5), 928-949 Downloads View citations (8)

2020

  1. Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market
    International Journal of Bonds and Derivatives, 2020, 4, (2), 89-103 Downloads View citations (2)
  2. The static and dynamic connectedness of environmental, social, and governance investments: International evidence
    Economic Modelling, 2020, 93, (C), 112-124 Downloads View citations (73)

2019

  1. Adjusting for risk factors in mutual fund performance and performance persistence
    Journal of Risk Finance, 2019, 20, (4), 352-369 Downloads View citations (2)
  2. Winemaking Sector in Greece: An Accounting-Based Approach
    International Journal of Corporate Finance and Accounting (IJCFA), 2019, 6, (2), 1-17 Downloads View citations (2)

2014

  1. An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets
    European Research Studies Journal, 2014, XVII, (2), 109-123 Downloads View citations (2)

2006

  1. Testing Technical Anomalies in Athens Stock Exchange (ASE)
    European Research Studies Journal, 2006, IX, (3-4), 75-90 Downloads View citations (2)

Chapters

2022

  1. Are Policy Stances Consistent with the Global GHG Emission Persistence?
    Springer
 
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