Details about Vasilios Sogiakas
Access statistics for papers by Vasilios Sogiakas.
Last updated 2018-05-31. Update your information in the RePEc Author Service.
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- The role of convenience yield in going-private transactions
CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University
- 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
- Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
MPRA Paper, University Library of Munich, Germany
- Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form?
Journal of Economic Integration, 2019, 34, (1), 86-108
- 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
- The informational content of unconventional monetary policy on precious metal markets
Journal of Forecasting, 2018, 37, (1), 16-36 View citations (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 View citations (3)
- Basel III impact on the Italian banking sector
Bulletin of Applied Economics, 2017, 4, (2), 51-55
- Efficiency of the UK Stock Exchange
Journal of Risk & Control, 2017, 4, (1), 51-69
- Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets
Journal of Forecasting, 2017, 36, (8), 867-897
- On the implementation of asymmetric VaR models for managing and forecasting market risk
Journal of Applied Finance & Banking, 2017, 7, (6), 2
- Option trading for optimizing volatility forecasting
Journal of Statistical and Econometric Methods, 2017, 6, (3), 3
- An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
Economic Modelling, 2015, 48, (C), 52-69 View citations (4)
- Informational efficiency and spurious spillover effects between spot and derivatives markets
Global Finance Journal, 2015, 27, (C), 46-72 View citations (2)
- Derivatives listing strategy
Journal of Financial Regulation and Compliance, 2012, 20, (3), 307-321
- The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
Journal of Economic Integration, 2011, 26, 433-462
- 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 View citations (2)
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