Details about Spyros Papathanasiou

Access statistics for papers by Spyros Papathanasiou.

Last updated 2023-02-14. Update your information in the RePEc Author Service.

Short-id: ppa1413

Working Papers

2005

1. Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription
   Finance, University Library of Munich, Germany 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 View citations (7)

Journal Articles

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) View citations (5)
2. Bubble in Carbon Credits during COVID-19: Financial Instability or Positive Impact (“Minsky” or “Social”)?
   JRFM, 2022, 15, (8), 1-16 View citations (3)
3. Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads
   Sustainability, 2022, 14, (21), 1-10
4. Deconstruction of the Green Bubble during COVID-19 International Evidence
   Sustainability, 2022, 14, (6), 1-18
5. Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19?
   Economic Notes, 2022, 51, (3)
6. Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach
   Finance Research Letters, 2022, 44, (C) View citations (1)
7. Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs
   Finance Research Letters, 2022, 47, (PA) View citations (1)
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
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) View citations (2)
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 View citations (4)

2021

11. Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT
    Mathematics, 2021, 9, (9), 1-14 View citations (1)

2020

12. The static and dynamic connectedness of environmental, social, and governance investments: International evidence
    Economic Modelling, 2020, 93, (C), 112-124 View citations (32)

2019

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

2014

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

2006

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

Chapters

2022

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