Dr Vasilios Sogiakas

  • Affiliate (Adam Smith Business School)

Publications

List by: Type | Date

Jump to: 2020 | 2019 | 2018 | 2017 | 2015 | 2012 | 2011 | 2010
Number of items: 11.

2020

Guidi, M. , Sogiakas, V., Vagenas-Nanos, E. and Verwijmeren, P. (2020) Spreading the sin: an empirical assessment from corporate takeovers. International Review of Financial Analysis, 71, 101535. (doi: 10.1016/j.irfa.2020.101535)

2019

Konstantaras, K. and Sogiakas, V. (2019) Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs. Annals of Operations Research, 282(1-2), pp. 179-216. (doi: 10.1007/s10479-018-2870-7)

2018

MacDonald, R. , Sogiakas, V. and Tsopanakis, A. (2018) 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, 52, pp. 17-36. (doi: 10.1016/j.intfin.2017.09.003)

Papadamou, S. and Sogiakas, V. (2018) The informational content of unconventional monetary policy on precious metal markets. Journal of Forecasting, 37(1), pp. 16-36. (doi: 10.1002/for.2461)

Georgopoulos, A., Sogiakas, V. and Salavrakos, I.-D. (2018) Foreign divestment in the integration development path of Greece. Global Business and Economics Review, 20(1), pp. 1-17. (doi: 10.1504/GBER.2018.10009019)

2017

Neslihanoglu, S., Sogiakas, V., McColl, J. and Lee, D. (2017) Nonlinearities in the CAPM: evidence from developed and emerging markets. Journal of Forecasting, 36(8), pp. 867-897. (doi: 10.1002/for.2389)

2015

MacDonald, R. , Sogiakas, V. and Tsopanakis, A. (2015) An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries. Economic Modelling, 48, pp. 52-69. (doi: 10.1016/j.econmod.2014.10.023)

Sogiakas, V. and Karathanassis, G. (2015) Informational efficiency and spurious spillover effects between spot and derivatives markets. Global Finance Journal, 27, pp. 46-72. (doi: 10.1016/j.gfj.2015.04.004)

2012

Karathanassis, G., Sogiakas, V. and Toudas, K. (2012) Derivatives listing strategy. Journal of Financial Regulation and Compliance, 20(3), pp. 307-321. (doi: 10.1108/13581981211237990)

2011

Karathanassis, G., Sogiakas, V. and Spilioti, S. (2011) The EMU integration structure and the spillover dynamics towards the IAS harmonization. Journal of Economic Integration, 26(3), pp. 433-462.

2010

Karathanassis, G.A. and Sogiakas, V.I. (2010) Spill over effects of futures contracts initiation on the cash market: a regime shift approach. Review of Quantitative Finance and Accounting, 34(1), pp. 95-143. (doi: 10.1007/s11156-009-0149-4)

This list was generated on Mon Sep 27 20:36:54 2021 BST.
Jump to: Articles
Number of items: 11.

Articles

Guidi, M. , Sogiakas, V., Vagenas-Nanos, E. and Verwijmeren, P. (2020) Spreading the sin: an empirical assessment from corporate takeovers. International Review of Financial Analysis, 71, 101535. (doi: 10.1016/j.irfa.2020.101535)

Konstantaras, K. and Sogiakas, V. (2019) Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs. Annals of Operations Research, 282(1-2), pp. 179-216. (doi: 10.1007/s10479-018-2870-7)

MacDonald, R. , Sogiakas, V. and Tsopanakis, A. (2018) 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, 52, pp. 17-36. (doi: 10.1016/j.intfin.2017.09.003)

Papadamou, S. and Sogiakas, V. (2018) The informational content of unconventional monetary policy on precious metal markets. Journal of Forecasting, 37(1), pp. 16-36. (doi: 10.1002/for.2461)

Georgopoulos, A., Sogiakas, V. and Salavrakos, I.-D. (2018) Foreign divestment in the integration development path of Greece. Global Business and Economics Review, 20(1), pp. 1-17. (doi: 10.1504/GBER.2018.10009019)

Neslihanoglu, S., Sogiakas, V., McColl, J. and Lee, D. (2017) Nonlinearities in the CAPM: evidence from developed and emerging markets. Journal of Forecasting, 36(8), pp. 867-897. (doi: 10.1002/for.2389)

MacDonald, R. , Sogiakas, V. and Tsopanakis, A. (2015) An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries. Economic Modelling, 48, pp. 52-69. (doi: 10.1016/j.econmod.2014.10.023)

Sogiakas, V. and Karathanassis, G. (2015) Informational efficiency and spurious spillover effects between spot and derivatives markets. Global Finance Journal, 27, pp. 46-72. (doi: 10.1016/j.gfj.2015.04.004)

Karathanassis, G., Sogiakas, V. and Toudas, K. (2012) Derivatives listing strategy. Journal of Financial Regulation and Compliance, 20(3), pp. 307-321. (doi: 10.1108/13581981211237990)

Karathanassis, G., Sogiakas, V. and Spilioti, S. (2011) The EMU integration structure and the spillover dynamics towards the IAS harmonization. Journal of Economic Integration, 26(3), pp. 433-462.

Karathanassis, G.A. and Sogiakas, V.I. (2010) Spill over effects of futures contracts initiation on the cash market: a regime shift approach. Review of Quantitative Finance and Accounting, 34(1), pp. 95-143. (doi: 10.1007/s11156-009-0149-4)

This list was generated on Mon Sep 27 20:36:54 2021 BST.