Spyros Spyrou : Citation Profile

Athens University of Economics and Business (AUEB)

14

H index

17

i10 index

617

Citations

RESEARCH PRODUCTION:

37

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 28
   Journals where Spyros Spyrou has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 8 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp77
   Updated: 2025-04-26    RAS profile: 2023-04-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Spyros Spyrou.

Is cited by:

Gebka, Bartosz (12)

Gabauer, David (10)

HASAN, IFTEKHAR (8)

Chatziantoniou, Ioannis (7)

Anastasiou, Dimitris (7)

GUPTA, RANGAN (6)

Verousis, Thanos (6)

Stefanescu, Razvan (5)

Hudson, Robert (5)

Gil-Alana, Luis (5)

Caporale, Guglielmo Maria (5)

Cites to:

Shleifer, Andrei (20)

Fratzscher, Marcel (16)

French, Kenneth (12)

Fama, Eugene (11)

Lo Duca, Marco (10)

welch, ivo (9)

Reinhart, Carmen (9)

Baker, Malcolm (9)

Stein, Jeremy (8)

Giannoni, Marc (8)

Hwang, Soosung (8)

Main data

Where Spyros Spyrou has published?

Journals with more than one article published# docs
Review of Behavioral Finance5
Applied Financial Economics4
International Review of Financial Analysis4
Journal of Economic Studies3
Applied Economics Letters3
Journal of Economic Behavior & Organization2
Applied Economics2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17

Recent works citing Spyros Spyrou (2025 and 2024)

YearTitle of citing document
2024.

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2024.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024FDI and import competition and domestic firms capital structure: Evidence from Chinese firm-level data. (2024). Hong, Tongtong ; Pyun, Ju Hyun. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000566.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Sun, Shuanglin ; Cheng, Tingting ; Xing, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508.

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2024Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning. (2024). Vacca, Gianmarco ; Riso, Luigi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002083.

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2024Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

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2024Cross-Border spillover of imported sovereign risk to China: Key factors identification based on XGBoost-SHAP explainable machine learning algorithm. (2024). Wei, Zijun ; Luo, Weichen ; Chen, Zhizhen ; Shi, Guifen. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013369.

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2024Institutional herding and investor sentiment. (2024). Li, Shenru ; Zhang, Chengping ; Gu, Chen ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

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2024Simple model of market share dynamics based on clients’ firm-switching decisions. (2024). Hickey, Joseph. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:635:y:2024:i:c:s0378437123010440.

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2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

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2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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2024Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis. (2024). Monge, Manuel ; Infante, Juan ; Lazcano, Ana. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000450.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024Are markets sentiment driving the price bubbles in the virtual?. (2024). Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam ; Naoui, Kamel ; Hamdi, Haykel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024Herding states and stock market returns. (2024). Lobo, Julio ; Fortuna, Natercia ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024The impact of FinTech innovation on digital financial literacy in Europe: Insights from the banking industry. (2024). Stefanelli, Valeria ; Miani, Stefano ; Palmieri, Egidio ; Ferilli, Greta Benedetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000102.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2024Assessing Machine Learning Techniques for Predicting Banking Crises in India. (2024). A. C. V. Subrahmanyam, ; Thota, Nagaraju ; Puli, Sreenivasulu. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:141-:d:1367659.

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2025Impact of Geopolitical Risks on Herding Behavior in Some MENA Stock Markets. (2025). Medhioub, Imed. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:85-:d:1583881.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2024Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7.

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2024Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?. (2024). Sarpong-Kumankoma, Emmanuel ; Ofori-Sasu, Daniel ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Kuttu, Saint. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-023-00137-x.

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2024Business cycle and herding behavior in stock returns: theory and evidence. (2024). Jang, Hanwool ; Cong, Linxiao ; Ahn, Kwangwon ; Kim, Daniel Sungyeon. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00540-z.

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2024Tokenomics in the Metaverse: understanding the lead–lag effect among emerging crypto tokens. (2024). Guan, Chong ; Ding, Ding ; Yu, Yinghui ; Liu, Wenting. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00594-z.

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2024An Exploration of the Dynamics Between Social Media and Box Office Performance. (2024). Li, Dahui ; Shi, Yanan ; Feng, Nan ; Zhang, Jie. In: Information Systems Frontiers. RePEc:spr:infosf:v:26:y:2024:i:2:d:10.1007_s10796-023-10389-3.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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Works by Spyros Spyrou:

YearTitleTypeCited
2010Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model In: Accounting and Finance.
[Full Text][Citation analysis]		article5
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article34
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
1999Common Stochastic Trends in Emerging Equity Markets In: Manchester School.
[Full Text][Citation analysis]		article7
2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis In: Energy Economics.
[Full Text][Citation analysis]		article14
2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2008Short-term patterns in government bond returns following market shocks: International evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2008Short-term patterns in government bond returns following market shocks: International evidence.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2011Are broad market shocks anticipated by investors? Evidence from major equity and index options markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2016Herd behavior and equity market liquidity: Evidence from major markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article34
2016Herd behavior and equity market liquidity: Evidence from major markets.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2016Bond market investor herding: Evidence from the European financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2016Bond market investor herding: Evidence from the European financial crisis.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach In: Journal of Financial Stability.
[Full Text][Citation analysis]		article52
2016Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2015Herding on fundamental information: A comparative study In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article96
2015Herding on fundamental information: A comparative study.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2018The impact of conventional and unconventional monetary policy on expectations and sentiment In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
2018The impact of conventional and unconventional monetary policy on expectations and sentiment.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2020Monetary policy and herd behavior: International evidence In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article13
2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article19
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article19
2014Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2004Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange In: Ekonomia.
[Citation analysis]		article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article8
2021The impact of monetary policy on income inequality: evidence from Eurozone markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article8
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article19
2020Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article67
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article4
2011Informed trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
[Citation analysis]		paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
[Citation analysis]		paper0
2012Trading before stock price shocks: An empirical analysis using stock option trading volume.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange In: Post-Print.
[Citation analysis]		paper17
2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange.(2007) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2006Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? In: Post-Print.
[Citation analysis]		paper5
2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach In: Post-Print.
[Citation analysis]		paper2
2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach.(2006) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2003Profits From Buying Losers And Selling Winners In The London Stock Exchange In: Post-Print.
[Citation analysis]		paper2
2014Trading in option contracts before large price changes: A comparative study of US and UK markets In: Post-Print.
[Citation analysis]		paper1
2019Could Market Making be Profitable in The European Carbon Market? In: Post-Print.
[Citation analysis]		paper2
2009Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios In: International Journal of Decision Sciences, Risk and Management.
[Full Text][Citation analysis]		article0
2005Index Futures Trading and Spot Price Volatility In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article9
2016Sovereign CDS Spread Determinants and Spill-Over Effects In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]		paper28
2003Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2007Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2001Stock returns and inflation: evidence from an emerging market In: Applied Economics Letters.
[Full Text][Citation analysis]		article12
2009Time-variation in the value premium and the CAPM: evidence from European markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2012Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks In: Applied Financial Economics.
[Full Text][Citation analysis]		article9
2001Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis In: Applied Economics.
[Full Text][Citation analysis]		article11
2004Are stocks a good hedge against inflation? evidence from emerging markets In: Applied Economics.
[Full Text][Citation analysis]		article25
1999Financial liberalization or financial repression? The case of the Greek equity market In: Journal of Balkan and Near Eastern Studies.
[Full Text][Citation analysis]		article0
2011Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2020The Impact of Unconventional Monetary Policy Shocks on Energy Prices In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1

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