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Details about Andrianos Emmanouil Tsekrekos

Homepage:https://www.aueb.gr/en/faculty_page/tsekrekos-andrianos
Phone:+30-2108203928
Postal address:Department of Accounting & Finance, School of Business, Athens University of Economics & Business (AUEB), 76 Patision Str., 104 34, Athens, Greece
Workplace:Department of Accounting and Finance, Athens University of Economics and Business (AUEB), (more information at EDIRC)

Access statistics for papers by Andrianos Emmanouil Tsekrekos.

Last updated 2020-01-06. Update your information in the RePEc Author Service.

Short-id: pts65


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Journal Articles

2019

  1. Correction to: Real options theory in international business
    Journal of International Business Studies, 2019, 50, (4), 554-554 Downloads View citations (5)
  2. Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms)
    International Journal of Disclosure and Governance, 2019, 16, (1), 1-19 Downloads
  3. Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance
    Journal of Economics, 2019, 126, (3), 287-290 Downloads
  4. Real options theory in international business
    Journal of International Business Studies, 2019, 50, (4), 525-553 Downloads View citations (7)

2018

  1. Real Options in Operations Research: A Review
    European Journal of Operational Research, 2018, 270, (1), 1-24 Downloads View citations (8)
  2. The Options Market Reaction to Bank Loan Announcements
    Journal of Financial Services Research, 2018, 53, (1), 99-139 Downloads

2017

  1. Accounting quality, information risk and the term structure of implied volatility around earnings announcements
    Research in International Business and Finance, 2017, 41, (C), 445-460 Downloads
  2. Latent semantic analysis of the FOMC statements
    Review of Accounting and Finance, 2017, 16, (2), 179-217 Downloads View citations (2)
  3. The effect of financial leverage on real and accrual-based earnings management
    Accounting and Business Research, 2017, 47, (2), 191-236 Downloads View citations (1)

2016

  1. Optimal switching decisions under stochastic volatility with fast mean reversion
    European Journal of Operational Research, 2016, 251, (1), 148-157 Downloads View citations (4)

2015

  1. Accounting quality, information risk and implied volatility around earnings announcements
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 188-207 Downloads View citations (2)

2014

  1. Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain
    International Journal of Production Economics, 2014, 156, (C), 191-207 Downloads View citations (6)
  2. Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence
    Research in International Business and Finance, 2014, 30, (C), 148-172 Downloads View citations (5)
  3. Predictability in implied volatility surfaces: evidence from the Euro OTC FX market
    The European Journal of Finance, 2014, 20, (1), 33-58 Downloads View citations (2)

2013

  1. Do firms that wish to be acquired manage their earnings? Evidence from major European countries
    International Review of Financial Analysis, 2013, 30, (C), 57-68 Downloads View citations (2)
  2. Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options
    Computational Economics, 2013, 41, (3), 327-358 Downloads View citations (1)
  3. Irreversible exit decisions under mean-reverting uncertainty
    Journal of Economics, 2013, 110, (1), 5-23 Downloads View citations (3)
  4. Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market
    The Journal of Real Estate Finance and Economics, 2013, 47, (1), 152-168 Downloads View citations (1)

2012

  1. Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights
    European Financial Management, 2012, 18, (4), 543-575 Downloads View citations (6)

2011

  1. How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options
    Journal of International Money and Finance, 2011, 30, (4), 623-640 Downloads View citations (7)
  2. Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets
    Journal of Futures Markets, 2011, 31, (8), 703-726 Downloads View citations (3)

2010

  1. Predictable dynamics in implied volatility surfaces from OTC currency options
    Journal of Banking & Finance, 2010, 34, (6), 1175-1188 Downloads View citations (15)
  2. The correlation structure of FX option markets before and since the financial crisis
    Applied Financial Economics, 2010, 20, (1-2), 73-84 Downloads View citations (3)
  3. The effect of mean reversion on entry and exit decisions under uncertainty
    Journal of Economic Dynamics and Control, 2010, 34, (4), 725-742 Downloads View citations (18)

2009

  1. Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market
    The Journal of Economic Asymmetries, 2009, 6, (1), 49-74 Downloads

2004

  1. Strategic entry and market leadership in a two-player real options game
    Journal of Banking & Finance, 2004, 28, (1), 179-201 Downloads View citations (14)

Chapters

2011

  1. The Option to Change the Flag of a Vessel
    Chapter 3 in International Handbook of Maritime Economics, 2011 Downloads View citations (5)
 
Page updated 2020-07-02