Panagiotou, N., A. Episcopos, G.N. Leledakis, and E. Pyrgiotakis (2023). Using 10-K Filing Sentiment in Mergers & Acquisitions: Evidence from the Financial Sector in the U.S. Working Paper, Athens University of Economics and Business.

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Panagiotou, N., A. Episcopos, G.N. Leledakis, and E. Pyrgiotakis (2022). Predictability in the Cross Section of Bank Stock Returns Using the Content of Annual Reports. Working Paper, Athens University of Economics and Business.

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Bougias, A., Episcopos, A. (2021). Sovereign debt dynamics with serial defaults, Working Paper, Athens University of Economics and Business. http://dx.doi.org/10.2139/ssrn.3860762

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Bougias, A., and A. Episcopos (2021). A structural model of guarantor and liquidity risk, Working Paper, Athens University of Economics and Business. http://dx.doi.org/10.2139/ssrn.3713794

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Gaganis, C., Leledakis, G. N., Pasiouras, F., & Pyrgiotakis, E. G. (2024). Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989911

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Katsafados, A. G., Leledakis, G. N., Pyrgiotakis, E. G., & Panagiotou, N. (2024). Can central bankers' talk predict bank stock returns? A machine learning approach. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5022604

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Gaganis, C., Leledakis, G. N., Pasiouras, F., and Pyrgiotakis, E. G. (2024). Social Capital and Stock Price Crash Risk: Cross-Country Evidence. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4633243

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Agapitos, O., Papantonis I., Rompolis, L., and Tzavalis, E. (2024). Leverage effect, volatility feedback and the influence of jumps: New evidence from structural VAR with sign restrictions.

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Papantonis I., Rompolis, L., and Tzavalis, E. (2024). Decomposing the Realized-EGARCH: long-run and short-run volatility dynamics for realized variance and VIX forecasting.

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Rompolis, L. (2024). Unconventional monetary policy surprises, uncertainty and risk aversion. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2980255

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Alexiou, L., Goyal, A., Kostakis, A., and Rompolis, L. (2024). Pricing event risk around earnings announcements: Evidence from concave implied volatility curves. https://papers.ssrn.com/sol3/Papers.cfm?abstract_id=3840081 

 

BeFinLab Aueb Working Paper Series

(to obtain a copy of the WP please email the Lab)

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BeFinLab/ WP 09-23

The relationship between Climate Risk, Climate Policy Uncertainty, and CO2 emissions: Empirical Evidence from the US

Khaled Guesmi, Paris School of Business, France

Panagiota Makrychoriti, Birkbeck, University of London, UK

Spyros Spyrou, Athens University of Economics & Business, Greece

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BeFinLab/WP 08-20

Momentum Crashes European Equity Markets

Emilios C. Galariotis, Anastasia Slabchenko, Spyros I. Spyrou

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BeFinLab/WP 07-20

The Impact of Monetary Policy on Income Inequality: Evidence from Eurozone Markets 

Konstantina Liosi,  Spyros I. Spyrou

*A revised version of this paper is published at the Journal of Economic Studies

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BeFinLab/WP 06-19

Are Momentum Strategies Profitable? Recent Evidence from European Markets

Anastasia Slabchenko

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BeFinLab/WP 05-19

Momentum Returns, Uncertainty, and Energy Prices: Evidence from Major Equity Markets

Spyros Spyrou

* A revised version of this paper is published at the Review of Behavioral Finance 12 (4), 411-433

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BeFinLab/WP 04-18

Valuation Ratio Style Investing and Economic Sentiment in Eurozone Markets

Spyros Spyrou

* A revised version of this paper is published at the Review of Quantitative Finance and Accounting 55, (2020), 827–856.

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BeFinLab/WP 03-18An Early Warning System for Predicting Systemic Banking Crises in the Eurozone: A Logit Regression ApproachChryssanthi Filippopoulou, Spyros Spyrou, and E. Galariotis *A revised version of this paper is published at The Journal of Economic Behavior and Organisation 172, (2020), 344–363.

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BeFinLab/WP 02-17 

The impact of unconventional monetary policy shocks on energy prices

Panagiota Makrichoriti, Georgios Moratis, Spyros Spyrou

​*This paper is published as a book chapter in “Handbook of Energy Finance Theories, Practices and Simulations” (2019) ed. Stéphane Goutte and Duc Khuong Nguyen. 

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BeFinLab/WP 01-17

The effect of Monetary Policy on Herd Behavior during Financial Crises

Stylia-Iris Krokida, Panagiota Makrichoriti, Spyros Spyrou

*A revised version of this paper is published at The Journal of Economic Behavior and Organisation 170, (2020), 386–417.