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Details about Vasilios Sogiakas

E-mail: This e-mail address is bad, please ask Vasilios Sogiakas to update the entry in the RePEc Author Service or the correct address.
Phone:0044(0)141 330 5065
Postal address:University of Glasgow Adam Smith Business School (South) Department of Economics Gilbert Scott Building, room 678c Glasgow, G12 8QQ, UK
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)

Access statistics for papers by Vasilios Sogiakas.

Last updated 2018-05-31. Update your information in the RePEc Author Service.

Short-id: pso179

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Working Papers


  1. The role of convenience yield in going-private transactions
    CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University Downloads


  1. Survival Characteristics and Adjustment of MNE Affiliates in the European Integrated Market
    Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research Downloads


  1. Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles


  1. Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form?
    Journal of Economic Integration, 2019, 34, (1), 86-108 Downloads
  2. Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs
    Annals of Operations Research, 2019, 282, (1), 179-216 Downloads


  1. The informational content of unconventional monetary policy on precious metal markets
    Journal of Forecasting, 2018, 37, (1), 16-36 Downloads View citations (8)
  2. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 17-36 Downloads View citations (26)


  1. Basel III impact on the Italian banking sector
    Bulletin of Applied Economics, 2017, 4, (2), 51-55 Downloads
  2. Efficiency of the UK Stock Exchange
    Journal of Risk & Control, 2017, 4, (1), 51-69 Downloads
  3. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets
    Journal of Forecasting, 2017, 36, (8), 867-897 Downloads View citations (3)
  4. On the implementation of asymmetric VaR models for managing and forecasting market risk
    Journal of Applied Finance & Banking, 2017, 7, (6), 2 Downloads
  5. Option trading for optimizing volatility forecasting
    Journal of Statistical and Econometric Methods, 2017, 6, (3), 3 Downloads


  1. An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
    Economic Modelling, 2015, 48, (C), 52-69 Downloads View citations (7)
  2. Informational efficiency and spurious spillover effects between spot and derivatives markets
    Global Finance Journal, 2015, 27, (C), 46-72 Downloads View citations (5)


  1. Derivatives listing strategy
    Journal of Financial Regulation and Compliance, 2012, 20, (3), 307-321 Downloads


  1. The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    Journal of Economic Integration, 2011, 26, 433-462


  1. Spill over effects of futures contracts initiation on the cash market: a regime shift approach
    Review of Quantitative Finance and Accounting, 2010, 34, (1), 95-143 Downloads View citations (2)
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