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Details about Nikos C. Papapostolou

E-mail:
Phone:0044 (0) 7040 8620
Postal address:Faculty of Finance Cass Business School, City University London 106 Bunhill Row, EC1Y 8TZ London, United Kingdom
Workplace:Cass Business School, City University, (more information at EDIRC)

Access statistics for papers by Nikos C. Papapostolou.

Last updated 2019-01-26. Update your information in the RePEc Author Service.

Short-id: ppa674


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Journal Articles

2018

  1. Income uncertainty and the decision to invest in bulk shipping
    European Financial Management, 2018, 24, (3), 387-417 Downloads View citations (1)
  2. Shipping equity risk behavior and portfolio management
    Transportation Research Part A: Policy and Practice, 2018, 116, (C), 178-200 Downloads
  3. Volatility and correlation timing: The role of commodities
    Journal of Futures Markets, 2018, 38, (11), 1407-1439 Downloads

2017

  1. Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity
    Transportation Research Part E: Logistics and Transportation Review, 2017, 104, (C), 36-51 Downloads View citations (5)
  2. On equity risk prediction and tail spillovers
    International Journal of Finance & Economics, 2017, 22, (4), 379-393 Downloads View citations (1)

2016

  1. Affine†Structure Models and the Pricing of Energy Commodity Derivatives
    European Financial Management, 2016, 22, (5), 853-881 Downloads View citations (1)
  2. Jumps and stochastic volatility in crude oil prices and advances in average option pricing
    Quantitative Finance, 2016, 16, (12), 1859-1873 Downloads View citations (1)
  3. Shipping investor sentiment and international stock return predictability
    Transportation Research Part E: Logistics and Transportation Review, 2016, 96, (C), 81-94 Downloads View citations (2)

2014

  1. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
    Review of Finance, 2014, 18, (4), 1507-1539 Downloads View citations (12)

2013

  1. Freight options: Price modelling and empirical analysis
    Transportation Research Part E: Logistics and Transportation Review, 2013, 51, (C), 82-94 Downloads View citations (10)
  2. Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
    Transportation Research Part E: Logistics and Transportation Review, 2013, 52, (C), 16-34 Downloads View citations (4)

2012

  1. US shipping initial public offerings: Do prospectus and market information matter?
    Transportation Research Part E: Logistics and Transportation Review, 2012, 48, (1), 276-295 Downloads View citations (12)

2008

  1. Estimating the probability of default for shipping high yield bond issues
    Transportation Research Part E: Logistics and Transportation Review, 2008, 44, (6), 1123-1138 Downloads View citations (15)

2007

  1. Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds
    Transportation Research Part E: Logistics and Transportation Review, 2007, 43, (5), 549-564 Downloads View citations (7)

2002

  1. The assessment of market efficiency in the shipping sector: a new approach
    Maritime Policy & Management, 2002, 29, (2), 179-181 Downloads
 
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