Details about Spyros Papathanasiou

Access statistics for papers by Spyros Papathanasiou.

Last updated 2025-01-08. 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 (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
2. Do ESG fund managers pump and dump the stocks in their portfolios? European evidence
   Journal of Asset Management, 2024, 25, (3), 245-260 View citations (1)
3. Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds
   Finance Research Letters, 2024, 62, (PA) 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

2023

5. 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 View citations (6)
6. Estimation of value at risk for copper
   Journal of Commodity Markets, 2023, 32, (C)

2022

7. 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 (21)
8. Bubble in Carbon Credits during COVID-19: Financial Instability or Positive Impact (“Minsky” or “Social”)?
   JRFM, 2022, 15, (8), 1-16 View citations (3)
9. Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads
   Sustainability, 2022, 14, (21), 1-10
10. Deconstruction of the Green Bubble during COVID-19 International Evidence
    Sustainability, 2022, 14, (6), 1-18 View citations (3)
11. Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19?
    Economic Notes, 2022, 51, (3) View citations (3)
12. Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach
    Finance Research Letters, 2022, 44, (C) View citations (9)
13. Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs
    Finance Research Letters, 2022, 47, (PA) View citations (9)
14. 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
15. 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 (19)
16. 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 (24)

2021

17. Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT
    Mathematics, 2021, 9, (9), 1-14 View citations (1)
18. 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 View citations (8)

2020

19. 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 View citations (2)
20. The static and dynamic connectedness of environmental, social, and governance investments: International evidence
    Economic Modelling, 2020, 93, (C), 112-124 View citations (75)

2019

21. Adjusting for risk factors in mutual fund performance and performance persistence
    Journal of Risk Finance, 2019, 20, (4), 352-369 View citations (2)
22. 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

23. 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

24. 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