Items where Author, Editor or other role is "Voukelatos, Nikolaos"

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Number of items: 39.

A

Alexandridis, Antonios, Apergis, Iraklis, Panopoulou, Ekaterini, Voukelatos, Nikolaos (2022) Equity premium prediction: The role of information from the options market. Journal of Financial Markets, 64 . Article Number 100801. ISSN 1386-4181. (doi:10.1016/j.finmar.2022.100801) (KAR id:99299)

Apergis, Iraklis (2022) Essays on the Predictive Content of Option Prices and Tail Uncertainty of Asset Returns. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.97261) (KAR id:97261)

Argyropoulos, Christos, Panopoulou, Ekaterini, Voukelatos, Nikolaos, Zheng, Teng (2022) Hedge Fund Return Predictability in the Presence of Model Risk. European Journal of Finance, . ISSN 1351-847X. (doi:10.1080/1351847X.2021.2020146) (KAR id:92303)

Argyropoulos, Christos, Panopoulou, Ekaterini, Voukelatos, Nikolaos, Zheng, Teng (2019) Hedge Fund Return Predictability in the Presence of Model Risk. In: 13th International Conference on Computational and Financial Econometrics, 14-16 December 2019, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:79323)

B

Bersimi, Eirini (2023) Volatility Forecasting and Asset Allocation In Portfolio Management. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.101079) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:101079)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos, Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22066) (KAR id:76823)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2016) Do Investors Follow the Herd in Option Markets? Journal of Banking and Finance, . ISSN 0378-4266. E-ISSN 1872-6372. (doi:10.1016/j.jbankfin.2016.02.002) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:54000)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2015) Do investors follow the herd in option markets? In: Do investors follow the herd in option markets? The Future of Financial Institutions and Markets: Navigating the Challenges Ahead. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50209)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2015) Do investors follow the herd in option markets? In: Do investors follow the herd in option markets? 32nd International Conference of the French Finance Association. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50207)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2014) Do Investors Follow the Herd? Evidence from the Options Market. In: 4th International Conference of the Financial Engineering and Banking Society, June 2014, Surrey. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41458)

C

Cantia, Catalin (2016) Lévy Factor Models for Financial Applications. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.54734) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:54734)

H

Hosseini, Seyedmehdi (2021) Stock Market and Its Determinants: Three Empirical Studies. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.88049) (KAR id:88049)

P

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2021) Should hedge funds deviate from the benchmark? Financial Management, . ISSN 0046-3892. E-ISSN 1755-053X. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:91134)

Papachristopoulou, Andromachi (2019) Policy Uncertainty: Implications for Financial Sector Stability. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:80277)

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2017) The Role of Strategy Distinctiveness in Hedge Fund Performance. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:62170)

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2016) The Role of Strategy Distinctiveness in Hedge Fund Performance. In: 8th Conference of the International Finance and Banking Society, 1-3 June 2016, Barcelona. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:56930)

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2015) The Role of Strategy Distinctiveness in Hedge Fund Performance. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:53408)

Pavlidis, Efthymios, Shackleton, Mark B., Voukelatos, Nikolaos (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: 9th Applied Financial Economics (AFE) Conference, June 2012, Samos. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30041)

Pavlidis, Efthymios, Shackleton, Mark B., Voukelatos, Nikolaos (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: 2nd International Conference of the Financial Engineering and Banking Society (FEBS), June 2012, London. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30040)

Pavlidis, Efthymios, Shackleton, Mark B., Voukelatos, Nikolaos (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: Time-Varying Correlation and Volatility Symposium, May 2012, Wolverhampton. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30039)

Q

Quaye, Enoch, Tunaru, Radu, Voukelatos, Nikolaos (2024) MIDAS and Dividend Growth Predictability: Revisiting the Excess Volatility Puzzle. Journal of Financial Research, . ISSN 0270-2592. E-ISSN 1475-6803. (doi:10.1111/jfir.12403) (KAR id:105702)

Quaye, Enoch Nii Boi (2021) Volatility Relations in Stocks, Dividends and Lifetime Income. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.87942) (KAR id:87942)

S

Sun, Xiaohang (2023) Essays on the Informational Content of Implied Correlation and Observation-Driven Models. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.103371) (KAR id:103371)

Shackleton, Mark B., Voukelatos, Nikolaos (2013) Hedging efficiency in the Greek options market before and after the financial crisis of 2008. Journal of Multinational Financial Management, 23 (1-2). pp. 1-18. ISSN 1042-444X. (doi:10.1016/j.mulfin.2012.10.005) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33502)

Shackleton, Mark B., Voukelatos, Nikolaos (2009) An Examination of the Efficiency of Emerging. Options Markets: The Case of the Athens Derivatives Exchange. In: 18th annual meeting of the European Financial Management Association (EFMA), June 2009, Milan. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30038)

T

Tunaru, Radu, Voukelatos, Nikolaos (2017) Insurance Against Volatility Risk or Negative Skewness as Reflected by Option Returns in Emerging European Markets. In: 2017 Annual Meetings of the European Financial Management Association, June 28- July 1, 2017, Athens. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:62171)

V

Verousis, Thanos, Voukelatos, Nikolaos (2019) Option-implied information and stock herding. International Journal of Finance & Economics, 24 (4). pp. 1429-1442. ISSN 1076-9307. E-ISSN 1099-1158. (doi:10.1002/ijfe.1741) (KAR id:74111)

Verousis, Thanos, Voukelatos, Nikolaos (2018) Cross-Sectional Dispersion and Expected Returns. Quantitative Finance, 18 (5). pp. 813-826. ISSN 1469-7688. (doi:10.1080/14697688.2017.1414515) (KAR id:65041)

Verousis, Thanos, Voukelatos, Nikolaos (2016) Cross-Sectional Dispersion and Expected Returns. In: 2016 Financial Management Association Annual Meeting, 19-22 October 2016, Las Vegas. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:58300)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2016) Commonality in equity options liquidity: Evidence from NYSE LIFFE. European Journal of Finance, 22 (12). pp. 1204-1223. ISSN 1351-847X. E-ISSN 1466-4364. (doi:10.1080/1351847X.2016.1188836) (KAR id:54804)

Format: XML Word Processing Document (DOCX)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2015) The Impact of a Premium-Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.21734) (KAR id:52141)

Verousis, Thanos, Voukelatos, Nikolaos (2015) Cross-sectional dispersion and expected returns. In: 5th International Conference of the Financial Engineering and Banking Society - Banking, Financial markets, risk and financial vulnerability. . (doi:10.2139/ssrn.2734192) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50208)

Verousis, Thanos, Voukelatos, Nikolaos (2015) Cross-sectional dispersion and expected returns. In: 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50206)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size Change on Equity Option Liquidity. In: 2014 FMA European Conference, 11-13 June, 2014, Maastricht. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41642)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size on Equity Option Liquidity. In: 31st Spring International Conference of the French Finance Association, May 2014, Aix-en-Provence. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41457)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) Equity option liquidity after the introduction of the Premium Based Tick Size on NYSE LIFFE Amsterdam. In: 7th Financial Risks International Forum – Big Data in Finance and Insurance, March 2014, Paris. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41456)

Voukelatos, Nikolaos (2013) The Performance of Option Trading Strategies in the EU Periphery. In: 3rd International Conference of the Financial Engineering and Banking Society (FEBS), 6th to 8th June 2013, Paris. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34459)

Voukelatos, Nikolaos (2013) The Performance of Option Trading Strategies in the EU Periphery. In: 5th International Finance and Banking (IFABS) Conference, 26th to 28th June 2013, Nottingham. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34458)

Voukelatos, Nikolaos (2010) The Asymmetric Impact Of Firm-specific And Of Index. Returns On The Volatility Processes Of Individual Stocks. Applied Financial Economics, 20 (21). pp. 1627-1638. ISSN 0960-3107. (doi:10.1080/09603107.2010.515202) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:28642)

This list was generated on Fri Nov 22 20:25:14 2024 GMT.