Details about Evangelos Vasileiou

Access statistics for papers by Evangelos Vasileiou.

Last updated 2025-09-25. Update your information in the RePEc Author Service.

Short-id: pva1084

Journal Articles

2024

1. Benefits and drawbacks of the cost average plan as an alternative investment strategy in EMU countries
   Cogent Economics & Finance, 2024, 12, (1), 2426539
2. Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach
   Finance Research Letters, 2024, 70, (C) View citations (1)
3. The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case
   Journal of Behavioral Finance, 2024, 25, (1), 111-119 View citations (1)
4. Turn-of-the-month effect, FX influence, and efficient market hypothesis: new perspectives from the Johannesburg stock exchange
   Macroeconomics and Finance in Emerging Market Economies, 2024, 17, (1), 42-58
5. What drives the real estate market? Could behavioral indicators be useful in house pricing models?
   EconomiA, 2024, 25, (1), 157-174

2023

6. Is the turn of the month an anomaly on which an investment strategy could be based? Evidence from Bitcoin and Ethereum
   International Journal of Banking, Accounting and Finance, 2023, 13, (3), 388-402

2022

7. Abnormal returns and anti-leverage effect in the time of Russo-Ukrainian War 2022: evidence from oil, wheat and natural gas markets
   Journal of Economic Studies, 2022, 50, (5), 1063-1072 View citations (1)
8. Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
   Computational Economics, 2022, 59, (3), 1155-1171
   Also in Computational Economics, 2022, 59, (3), 1173-1173 (2022)

2021

9. Are Markets Efficient? A Quantum Mechanics View
   Journal of Behavioral Finance, 2021, 22, (2), 214-220 View citations (1)
10. Behavioral finance and market efficiency in the time of the COVID-19 pandemic: does fear drive the market?
    International Review of Applied Economics, 2021, 35, (2), 224-241 View citations (13)
11. Does the short squeeze lead to market abnormality and antileverage effect? Evidence from the Gamestop case
    Journal of Economic Studies, 2021, 49, (8), 1360-1373
12. Efficient Markets Hypothesis in the time of COVID-19
    Review of Economic Analysis, 2021, 13, (1), 45-63
13. Explaining stock markets' performance during the COVID‐19 crisis: Could Google searches be a significant behavioral indicator?
    Intelligent Systems in Accounting, Finance and Management, 2021, 28, (3), 173-181 View citations (1)
14. Health risk and the efficient market hypothesis in the time of COVID-19
    International Review of Applied Economics, 2021, 35, (2), 210-223 View citations (11)

2020

15. Value at Risk, Legislative Framework, Crises, and Procyclicality: what goes wrong?
    Review of Economic Analysis, 2020, 12, (3), 345-369 View citations (1)
16. What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality
    European Journal of Economics and Economic Policies: Intervention, 2020, 17, (1), 39-60 View citations (1)

2019

17. ACCURACY VERSUS COMPLEXITY TRADE-OFF IN VaR MODELING: COULD TECHNICAL ANALYSIS BE A SOLUTION?
    Journal of Financial Management, Markets and Institutions (JFMMI), 2019, 07, (02), 1-22 View citations (1)

2018

18. Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and…hidden signs(?)
    Research in International Business and Finance, 2018, 44, (C), 153-175 View citations (1)

2017

19. Revising the turn-of-the-month effect study: why does it fade and reappear? Practical policy implications and thoughts for further research
    International Journal of Banking, Accounting and Finance, 2017, 8, (2), 146-173
20. Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry
    Operational Research, 2017, 17, (1), 99-114 View citations (1)

2016

21. Overview of the Greek value at risk (VaR) legislation framework
    Journal of Financial Regulation and Compliance, 2016, 24, (2), 213-226

2015

22. Does the financial crisis influence the month and the trading month effects?
    Studies in Economics and Finance, 2015, 32, (2), 181-203 View citations (1)
23. Re-examination of the banking window dressing theory
    Journal of Financial Regulation and Compliance, 2015, 23, (3), 252-270 View citations (2)

2014

24. Political Stability and Fianancial Crisis: What the data say for the European Union’s countries
    International Journal of Research in Business and Social Science (2147-4478), 2014, 3, (1), 143-169 View citations (4)
25. The New Bail-in Regime and the Need for Stronger Market Discipline:What Can We Learn From the Greek Case?
    International Journal of Finance & Banking Studies, 2014, 3, (1), 85-113
26. Turn Of the Month Effect and Financial Crisis: A new explanation from the Greek Stock Market (2002-2012)
    Theoretical and Applied Economics, 2014, XXI, (10(599)), 33-58 View citations (3)

Chapters

2024

1. Is It Worth Applying Intraday Value-at-Risk Models in the Financial Industry? Evidence from the EURTRY FX Market
   Springer

2017

2. Calendar Anomalies in Stock Markets During Financial Crisis: The S&P 500 Case
   Springer View citations (1)