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Andrianos Emmanouil Tsekrekos

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Anagnostopoulou, Seraina C. & Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2023. "Enhancement in a firm's information environment via options trading and the efficiency of corporate investment," Journal of Banking & Finance, Elsevier, vol. 149(C).

    Cited by:

    1. Fung, Scott & Loveland, Robert, 2024. "Option trading activity and capital reallocation efficiency: Evidence from corporate restructurings," Finance Research Letters, Elsevier, vol. 66(C).

  2. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E. & Voulgaris, Georgios, 2021. "Accounting conservatism and corporate social responsibility," The British Accounting Review, Elsevier, vol. 53(4).

    Cited by:

    1. Jun Xie & Yoshitaka Tanaka & Alexander Ryota Keeley & Hidemichi Fujii & Shunsuke Managi, 2023. "Do investors incorporate financial materiality? Remapping the environmental information in corporate sustainability reporting," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2924-2952, November.
    2. Guangrui Liu & Hao Qian & Yong Shi & Deli Yuan & Ming Zhou, 2024. "How do firms react to capital market liberalization? Evidence from ESG reporting greenwashing," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(5), pages 4329-4344, September.
    3. Shankar Shaw, Tara & Raithatha, Mehul & Krishnan, Gopal V. & Cordeiro, James J., 2021. "Did mandatory CSR compliance impact accounting Conservatism? Evidence from the Indian Companies Act 2013," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(3).
    4. Yi Shen & Qingsong Ruan, 2022. "Accounting Conservatism, R&D Manipulation, and Corporate Innovation: Evidence from China," Sustainability, MDPI, vol. 14(15), pages 1-25, July.
    5. Xingnan Xue & Liwen Wang & Nan Hu, 2024. "Economic policy uncertainty and corporate social responsibility disclosure similarity: Evidence from China," Post-Print hal-04699217, HAL.
    6. Cemil Kuzey & Habiba Al-Shaer & Ali Uyar & Abdullah S. Karaman, 2024. "Do board monitoring and audit committee quality help risky firms reduce CSR controversies?," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1007-1045, October.
    7. X. Xingnan Xue & L. Wang & N. Nan Hu, 2024. "Economic Policy Uncertainty and Corporate Social Responsibility Disclosure Similarity——Evidence from China," Post-Print hal-04699553, HAL.
    8. Reem Essam Bedeir, 2024. "The governing role of board gender diversity on conditional accounting conservatism and executive remuneration: performance-based versus equity-based remunerations," Future Business Journal, Springer, vol. 10(1), pages 1-17, December.
    9. Garanina, Tatiana & Kim, Oksana, 2023. "The relationship between CSR disclosure and accounting conservatism: The role of state ownership," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 50(C).
    10. Cao, Feng & Zhang, Xueyan & Yuan, Rongli, 2022. "Do geographically nearby major customers mitigate suppliers’ stock price crash risk?," The British Accounting Review, Elsevier, vol. 54(6).
    11. Wu, Junfeng & Liu, Baohua & Chang, Samuel & Chan, Kam C., 2022. "Effects of air pollution on accounting conservatism," International Review of Financial Analysis, Elsevier, vol. 84(C).

  3. Ioanna Kountouri & Eleftherios Manousakis & Andrianos E. Tsekrekos, 2019. "Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms)," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 16(1), pages 1-19, March.

    Cited by:

    1. Fedorova, E. & Afanasev, D. & Nersesyan, R. & Ledyaeva, S., 2020. "Impact of non-financial information on key financial indicators of Russian companies," Journal of the New Economic Association, New Economic Association, vol. 46(2), pages 73-96.
    2. Genevé Richard & Elza Odendaal, 2020. "Integrated reporting assurance practices—a study of South African firms," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(4), pages 245-266, December.

  4. Tailan Chi & Jing Li & Lenos G Trigeorgis & Andrianos E Tsekrekos, 2019. "Correction to: Real options theory in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(4), pages 554-554, June.

    Cited by:

    1. Stephanie Lu Wang & Qian Gu & Mary Ann Glinow & Paul Hirsch, 2020. "Cultural industries in international business research: Progress and prospect," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(4), pages 665-692, June.
    2. Jesper N Wulff & Anders R Villadsen, 2020. "Keeping it within bounds: Regression analysis of proportions in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(2), pages 244-262, March.
    3. Yue Zhao & Ronaldo Parente & Stav Fainshmidt & Steven Carnovale, 2021. "MNE host-country alliance network position and post-entry establishment mode choice," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(7), pages 1350-1364, September.
    4. Andrejs Čirjevskis, 2021. "Measuring Synergies of Banks’ Cross-Border Mergers by Real Options: Case Study of Luminor Group AB," JRFM, MDPI, vol. 14(9), pages 1-20, August.
    5. Zhao, Yue & Parente, Ronaldo & Song, Mohan & Wenger, Lucas, 2020. "Host country institutional diversity and MNE performance persistence," Journal of Business Research, Elsevier, vol. 113(C), pages 1-12.
    6. He, Canfei & Li, Jing & Wang, Wenyu & Zhang, Peng, 2024. "Regional resilience during a trade war: The role of global connections and local networks," Journal of World Business, Elsevier, vol. 59(5).
    7. Danchi Tan & Weichieh Su & Joseph T. Mahoney & Yasemin Kor, 2020. "A review of research on the growth of multinational enterprises: A Penrosean lens," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(4), pages 498-537, June.
    8. Hartwell, Christopher A. & Devinney, Timothy, 2021. "Populism, political risk, and pandemics: The challenges of political leadership for business in a post-COVID world," Journal of World Business, Elsevier, vol. 56(4).
    9. Daitian Li & Tony W Tong & Yangao Xiao & Feida Zhang, 2022. "Terrorism-induced uncertainty and firm R&D investment: A real options view," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(2), pages 255-267, March.
    10. Christofi, Michael & Pereira, Vijay & Vrontis, Demetris & Tarba, Shlomo & Thrassou, Alkis, 2021. "Agility and flexibility in international business research: A comprehensive review and future research directions," Journal of World Business, Elsevier, vol. 56(3).
    11. Lee, Hyoungjin & Chung, Chris Changwha, 2022. "Go small or go home: Operational exposure to violent conflicts and foreign subsidiary exit," Journal of World Business, Elsevier, vol. 57(6).
    12. Rene Belderbos & Tony W Tong & Shubin Wu, 2020. "Portfolio configuration and foreign entry decisions: A juxtaposition of real options and risk diversification theories," Working Papers of Department of Management, Strategy and Innovation, Leuven 648438, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
    13. Christian Asmussen & Tailan Chi & Rajneesh Narula, 2022. "Quasi-internalization, recombination advantages, and global value chains: Clarifying the role of ownership and control," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(8), pages 1747-1765, October.
    14. Richter, Nicole Franziska & Hauff, Sven, 2022. "Necessary conditions in international business research–Advancing the field with a new perspective on causality and data analysis," Journal of World Business, Elsevier, vol. 57(5).
    15. Luíza Neves Marques Fonseca & Angela Rocha, 2023. "Setbacks, interruptions and turnarounds in the internationalization process: a bibliometric and literature review of de-internationalization," Management Review Quarterly, Springer, vol. 73(3), pages 1351-1384, September.
    16. Ravi Kashyap, 2022. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, vol. 315(2), pages 1175-1215, August.
    17. Ipsmiller, Edith & Brouthers, Keith D. & Dikova, Desislava, 2021. "Which export channels provide real options to SMEs?," Journal of World Business, Elsevier, vol. 56(6).
    18. Natalia Morozko & Nina Morozko & Valentina Didenko, 2020. "The Use of Real Options in Assessing the Development of Small Energy in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 205-211.
    19. Mouzas, Stefanos & Bauer, Florian, 2022. "Rethinking business performance in global value chains," Journal of Business Research, Elsevier, vol. 144(C), pages 679-689.
    20. Schmid, David & Morschett, Dirk, 2023. "Retailers’ foreign market exits over time: A strategic management perspective," International Business Review, Elsevier, vol. 32(5).
    21. Michael A. Sartor & Paul W. Beamish, 2020. "Integration-oriented strategies, host market corruption and the likelihood of foreign subsidiary exit from emerging markets," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(3), pages 414-431, April.
    22. Gary Gereffi & Hyun-Chin Lim & Joonkoo Lee, 2021. "Trade policies, firm strategies, and adaptive reconfigurations of global value chains," Journal of International Business Policy, Palgrave Macmillan, vol. 4(4), pages 506-522, December.
    23. Hunt, Richard A. & Song, Yue & Townsend, David M. & Stallkamp, Maximilian, 2021. "Internationalization of entrepreneurial firms: Leveraging real options reasoning through affordable loss logics," Journal of Business Research, Elsevier, vol. 133(C), pages 194-207.
    24. Jan Hanousek & Anastasiya Shamshur & Jan Svejnar & Jiri Tresl, 2021. "Corruption level and uncertainty, FDI and domestic investment," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(9), pages 1750-1774, December.
    25. Hamid Beladi & May Hu & Tan (Charlene) Lee, 2022. "International joint ventures, technology licensing and ownership structure," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 423-439, December.
    26. Huang, Yuanyuan & Xie, En & Wu, Zhan, 2021. "Portfolio characteristics of outward foreign direct investment and dynamic performance of emerging economy firms: An option portfolio perspective," International Business Review, Elsevier, vol. 30(4).
    27. Lunnan, Randi & Meyer, Klaus & Mudambi, Ram & Yang, Qin, 2023. "The impact of knowledge and financial resource flows for MNE strategy: A typology of subsidiary roles," International Business Review, Elsevier, vol. 32(6).
    28. Jeong, Jaehoon & Yang, Jae-Suk, 2023. "Why do some firms stop exporting?," International Business Review, Elsevier, vol. 32(4).
    29. Xiaomin Han & François Goxe & Susan Freeman, 2024. "Internationalization through social networks: A systematic review and future research agenda," Post-Print hal-04626846, HAL.
    30. Renshaw, Phil St John & Dickmann, Michael & Parry, Emma, 2022. "The value of international assignments through the lens of real-options-reasoning," Journal of Business Research, Elsevier, vol. 151(C), pages 423-434.
    31. Lo, Fang-Yi & Bui, Quang-Tuan & Huarng, Kun-Huang, 2023. "The pace of international expansion for digital multinational enterprises," Technological Forecasting and Social Change, Elsevier, vol. 193(C).
    32. Sophocles P. Ioulianou & Michael J. Leiblein & Lenos Trigeorgis, 2021. "Multinationality, portfolio diversification, and asymmetric MNE performance: The moderating role of real options awareness," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(3), pages 388-408, April.
    33. Kafouros, Mario & Cavusgil, S. Tamer & Devinney, Timothy M. & Ganotakis, Panagiotis & Fainshmidt, Stav, 2022. "Cycles of de-internationalization and re-internationalization: Towards an integrative framework," Journal of World Business, Elsevier, vol. 57(1).
    34. Gorupec Natalia & Brehmer Nataliia & Tiberius Victor & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
    35. Duanmu, Jing-Lin & Norbäck, Pehr-Johan & Lu, Jane Wenzhen & Clegg, Jeremy, 2022. "Contraction under minimum wages? Operational and financial advantages of multinational subsidiaries in China," International Business Review, Elsevier, vol. 31(2).
    36. Zhen Yu & Yuankun Li & Jing Zhao, 2023. "Epidemic outbreak and foreign direct investment fluctuation," The World Economy, Wiley Blackwell, vol. 46(4), pages 1051-1081, April.
    37. Luiz, John M. & Barnard, Helena, 2022. "Home country (in)stability and the locational portfolio construction of emerging market multinational enterprises," Journal of Business Research, Elsevier, vol. 151(C), pages 17-32.
    38. Andrejs Čirjevskis, 2024. "Valuation of Patent-Based Collaborative Synergies under Strategic Settings with Multiple Uncertainties: Rainbow Real Options Approach," JRFM, MDPI, vol. 17(4), pages 1-21, April.
    39. Lee, Jeoung Yul & Jiménez, Alfredo & Yang, Young Soo & Irisboev, Ilkhom, 2022. "The evolution of emerging market firms and time until subsidiary exit: Competitive dynamics of domestic market followers and contingency factors," Journal of Business Research, Elsevier, vol. 145(C), pages 694-704.
    40. Sébastien Miroudot, 2020. "Reshaping the policy debate on the implications of COVID-19 for global supply chains," Journal of International Business Policy, Palgrave Macmillan, vol. 3(4), pages 430-442, December.

  5. Tailan Chi & Jing Li & Lenos G Trigeorgis & Andrianos E Tsekrekos, 2019. "Real options theory in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(4), pages 525-553, June.

    Cited by:

    1. Andrejs Čirjevskis, 2020. "Valuing Reciprocal Synergies in Merger and Acquisition Deals Using the Real Option Analysis," Administrative Sciences, MDPI, vol. 10(2), pages 1-25, April.
    2. Stephanie Lu Wang & Qian Gu & Mary Ann Glinow & Paul Hirsch, 2020. "Cultural industries in international business research: Progress and prospect," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(4), pages 665-692, June.
    3. Jesper N Wulff & Anders R Villadsen, 2020. "Keeping it within bounds: Regression analysis of proportions in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(2), pages 244-262, March.
    4. Yue Zhao & Ronaldo Parente & Stav Fainshmidt & Steven Carnovale, 2021. "MNE host-country alliance network position and post-entry establishment mode choice," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(7), pages 1350-1364, September.
    5. Andrejs Čirjevskis, 2021. "Measuring Synergies of Banks’ Cross-Border Mergers by Real Options: Case Study of Luminor Group AB," JRFM, MDPI, vol. 14(9), pages 1-20, August.
    6. Zhao, Yue & Parente, Ronaldo & Song, Mohan & Wenger, Lucas, 2020. "Host country institutional diversity and MNE performance persistence," Journal of Business Research, Elsevier, vol. 113(C), pages 1-12.
    7. He, Canfei & Li, Jing & Wang, Wenyu & Zhang, Peng, 2024. "Regional resilience during a trade war: The role of global connections and local networks," Journal of World Business, Elsevier, vol. 59(5).
    8. Danchi Tan & Weichieh Su & Joseph T. Mahoney & Yasemin Kor, 2020. "A review of research on the growth of multinational enterprises: A Penrosean lens," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(4), pages 498-537, June.
    9. Hartwell, Christopher A. & Devinney, Timothy, 2021. "Populism, political risk, and pandemics: The challenges of political leadership for business in a post-COVID world," Journal of World Business, Elsevier, vol. 56(4).
    10. Daitian Li & Tony W Tong & Yangao Xiao & Feida Zhang, 2022. "Terrorism-induced uncertainty and firm R&D investment: A real options view," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(2), pages 255-267, March.
    11. Christofi, Michael & Pereira, Vijay & Vrontis, Demetris & Tarba, Shlomo & Thrassou, Alkis, 2021. "Agility and flexibility in international business research: A comprehensive review and future research directions," Journal of World Business, Elsevier, vol. 56(3).
    12. Lee, Hyoungjin & Chung, Chris Changwha, 2022. "Go small or go home: Operational exposure to violent conflicts and foreign subsidiary exit," Journal of World Business, Elsevier, vol. 57(6).
    13. Rene Belderbos & Tony W Tong & Shubin Wu, 2020. "Portfolio configuration and foreign entry decisions: A juxtaposition of real options and risk diversification theories," Working Papers of Department of Management, Strategy and Innovation, Leuven 648438, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
    14. Christian Asmussen & Tailan Chi & Rajneesh Narula, 2022. "Quasi-internalization, recombination advantages, and global value chains: Clarifying the role of ownership and control," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(8), pages 1747-1765, October.
    15. Richter, Nicole Franziska & Hauff, Sven, 2022. "Necessary conditions in international business research–Advancing the field with a new perspective on causality and data analysis," Journal of World Business, Elsevier, vol. 57(5).
    16. Luíza Neves Marques Fonseca & Angela Rocha, 2023. "Setbacks, interruptions and turnarounds in the internationalization process: a bibliometric and literature review of de-internationalization," Management Review Quarterly, Springer, vol. 73(3), pages 1351-1384, September.
    17. Ravi Kashyap, 2022. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, vol. 315(2), pages 1175-1215, August.
    18. Ipsmiller, Edith & Brouthers, Keith D. & Dikova, Desislava, 2021. "Which export channels provide real options to SMEs?," Journal of World Business, Elsevier, vol. 56(6).
    19. Natalia Morozko & Nina Morozko & Valentina Didenko, 2020. "The Use of Real Options in Assessing the Development of Small Energy in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 205-211.
    20. Mouzas, Stefanos & Bauer, Florian, 2022. "Rethinking business performance in global value chains," Journal of Business Research, Elsevier, vol. 144(C), pages 679-689.
    21. Schmid, David & Morschett, Dirk, 2023. "Retailers’ foreign market exits over time: A strategic management perspective," International Business Review, Elsevier, vol. 32(5).
    22. Michael A. Sartor & Paul W. Beamish, 2020. "Integration-oriented strategies, host market corruption and the likelihood of foreign subsidiary exit from emerging markets," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(3), pages 414-431, April.
    23. Gary Gereffi & Hyun-Chin Lim & Joonkoo Lee, 2021. "Trade policies, firm strategies, and adaptive reconfigurations of global value chains," Journal of International Business Policy, Palgrave Macmillan, vol. 4(4), pages 506-522, December.
    24. Hunt, Richard A. & Song, Yue & Townsend, David M. & Stallkamp, Maximilian, 2021. "Internationalization of entrepreneurial firms: Leveraging real options reasoning through affordable loss logics," Journal of Business Research, Elsevier, vol. 133(C), pages 194-207.
    25. Jan Hanousek & Anastasiya Shamshur & Jan Svejnar & Jiri Tresl, 2021. "Corruption level and uncertainty, FDI and domestic investment," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(9), pages 1750-1774, December.
    26. Hamid Beladi & May Hu & Tan (Charlene) Lee, 2022. "International joint ventures, technology licensing and ownership structure," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 423-439, December.
    27. Huang, Yuanyuan & Xie, En & Wu, Zhan, 2021. "Portfolio characteristics of outward foreign direct investment and dynamic performance of emerging economy firms: An option portfolio perspective," International Business Review, Elsevier, vol. 30(4).
    28. Lunnan, Randi & Meyer, Klaus & Mudambi, Ram & Yang, Qin, 2023. "The impact of knowledge and financial resource flows for MNE strategy: A typology of subsidiary roles," International Business Review, Elsevier, vol. 32(6).
    29. Jeong, Jaehoon & Yang, Jae-Suk, 2023. "Why do some firms stop exporting?," International Business Review, Elsevier, vol. 32(4).
    30. Xiaomin Han & François Goxe & Susan Freeman, 2024. "Internationalization through social networks: A systematic review and future research agenda," Post-Print hal-04626846, HAL.
    31. Renshaw, Phil St John & Dickmann, Michael & Parry, Emma, 2022. "The value of international assignments through the lens of real-options-reasoning," Journal of Business Research, Elsevier, vol. 151(C), pages 423-434.
    32. Lo, Fang-Yi & Bui, Quang-Tuan & Huarng, Kun-Huang, 2023. "The pace of international expansion for digital multinational enterprises," Technological Forecasting and Social Change, Elsevier, vol. 193(C).
    33. Sophocles P. Ioulianou & Michael J. Leiblein & Lenos Trigeorgis, 2021. "Multinationality, portfolio diversification, and asymmetric MNE performance: The moderating role of real options awareness," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(3), pages 388-408, April.
    34. Kafouros, Mario & Cavusgil, S. Tamer & Devinney, Timothy M. & Ganotakis, Panagiotis & Fainshmidt, Stav, 2022. "Cycles of de-internationalization and re-internationalization: Towards an integrative framework," Journal of World Business, Elsevier, vol. 57(1).
    35. Gorupec Natalia & Brehmer Nataliia & Tiberius Victor & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
    36. Duanmu, Jing-Lin & Norbäck, Pehr-Johan & Lu, Jane Wenzhen & Clegg, Jeremy, 2022. "Contraction under minimum wages? Operational and financial advantages of multinational subsidiaries in China," International Business Review, Elsevier, vol. 31(2).
    37. Zhen Yu & Yuankun Li & Jing Zhao, 2023. "Epidemic outbreak and foreign direct investment fluctuation," The World Economy, Wiley Blackwell, vol. 46(4), pages 1051-1081, April.
    38. Luiz, John M. & Barnard, Helena, 2022. "Home country (in)stability and the locational portfolio construction of emerging market multinational enterprises," Journal of Business Research, Elsevier, vol. 151(C), pages 17-32.
    39. Andrejs Čirjevskis, 2024. "Valuation of Patent-Based Collaborative Synergies under Strategic Settings with Multiple Uncertainties: Rainbow Real Options Approach," JRFM, MDPI, vol. 17(4), pages 1-21, April.
    40. Andrejs Čirjevskis, 2023. "Predicting Explicit and Valuing Tacit Synergies of High-Tech Based Transactions: Amazon.com’s Acquisition of Dubai-Based Souq.com," JRFM, MDPI, vol. 16(2), pages 1-11, February.
    41. Lee, Jeoung Yul & Jiménez, Alfredo & Yang, Young Soo & Irisboev, Ilkhom, 2022. "The evolution of emerging market firms and time until subsidiary exit: Competitive dynamics of domestic market followers and contingency factors," Journal of Business Research, Elsevier, vol. 145(C), pages 694-704.
    42. Sébastien Miroudot, 2020. "Reshaping the policy debate on the implications of COVID-19 for global supply chains," Journal of International Business Policy, Palgrave Macmillan, vol. 3(4), pages 430-442, December.

  6. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.

    Cited by:

    1. Bier, Vicki & Gutfraind, Alexander, 2019. "Risk analysis beyond vulnerability and resilience – characterizing the defensibility of critical systems," European Journal of Operational Research, Elsevier, vol. 276(2), pages 626-636.
    2. Ebina, Takeshi & Kumakura, Yuya & Nishide, Katsumasa, 2022. "Hostile takeovers or friendly mergers? Real options analysis," Journal of Corporate Finance, Elsevier, vol. 77(C).
    3. Myung-Jin Kim & Robert J. Nicholls & John M. Preston & Gustavo A. Almeida, 2022. "Evaluation of flexibility in adaptation projects for climate change," Climatic Change, Springer, vol. 171(1), pages 1-17, March.
    4. Agaton, Casper Boongaling & Guno, Charmaine Samala & Villanueva, Resy Ordona & Villanueva, Riza Ordona, 2020. "Economic analysis of waste-to-energy investment in the Philippines: A real options approach," Applied Energy, Elsevier, vol. 275(C).
    5. Nishihara, Michi, 2023. "Target-initiated takeover with search frictions," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1480-1497.
    6. Jerôme Detemple & Souleymane Laminou Abdou & Franck Moraux, 2020. "American Step Options," Post-Print halshs-02283374, HAL.
    7. Alibeiki, Hedayat & Lotfaliei, Babak, 2022. "To expand and to abandon: Real options under asset variance risk premium," European Journal of Operational Research, Elsevier, vol. 300(2), pages 771-787.
    8. Michi Nishihara, 2022. "Corporate sustainability, investment, and capital structure," Discussion Papers in Economics and Business 22-05, Osaka University, Graduate School of Economics.
    9. Sebastian Maier, 2021. "Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches," Annals of Operations Research, Springer, vol. 299(1), pages 907-937, April.
    10. Takeshi Ebina & Noriaki Matsushima & Katsumasa Nishide, 2017. "Demand uncertainty, product differentiation, and entry timing under spatial competition," ISER Discussion Paper 1007r, Institute of Social and Economic Research, Osaka University, revised Jul 2018.
    11. Michi Nishihara & Takashi Shibata, 2019. "The effects of asset liquidity on dynamic bankruptcy decisions," Discussion Papers in Economics and Business 19-12, Osaka University, Graduate School of Economics.
    12. Silaghi, Florina & Sarkar, Sudipto, 2021. "Agency problems in public-private partnerships investment projects," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1174-1191.
    13. Lukas, Elmar & Thiergart, Sascha, 2019. "The interaction of debt financing, cash grants and the optimal investment policy under uncertainty," European Journal of Operational Research, Elsevier, vol. 276(1), pages 284-299.
    14. Silaghi, Florina & Moraux, Franck, 2022. "Trade credit contracts: Design and regulation," European Journal of Operational Research, Elsevier, vol. 296(3), pages 980-992.
    15. Weersink, Alfons & von Massow, Mike & Bannon, Nicholas & Ifft, Jennifer & Maples, Josh & McEwan, Ken & McKendree, Melissa G.S. & Nicholson, Charles & Novakovic, Andrew & Rangarajan, Anusuya & Richards, 2021. "COVID-19 and the agri-food system in the United States and Canada," Agricultural Systems, Elsevier, vol. 188(C).
    16. Jenny Jing Wang & Jianfu Shen & Frederik Pretorius, 2023. "Valuing options to renew at future market value: the case of commercial property leases," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-35, December.
    17. Maryke C. Rademeyer, 2021. "Investigating the outcome for South African coal supply to the domestic market when faced with declining demand for exported coal," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 34(3), pages 441-453, October.
    18. Eisenack, Klaus & Paschen, Marius, 2022. "Adapting long-lived investments under climate change uncertainty," Journal of Environmental Economics and Management, Elsevier, vol. 116(C).
    19. Ludovic Mathys, 2019. "Valuing Tradeability in Exponential L\'evy Models," Papers 1912.00469, arXiv.org, revised Feb 2020.
    20. Jeon, Haejun & Nishihara, Michi, 2018. "Optimal patent policy in the presence of vertical separation," European Journal of Operational Research, Elsevier, vol. 270(2), pages 682-697.
    21. Deeney, Peter & Cummins, Mark & Heintz, Katharina & Pryce, Mary T., 2021. "A real options based decision support tool for R&D investment: Application to CO2 recycling technology," European Journal of Operational Research, Elsevier, vol. 289(2), pages 696-711.
    22. Ravi Kashyap, 2022. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, vol. 315(2), pages 1175-1215, August.
    23. Mariia Kozlova & Alena Lohrmann, 2021. "Steering Renewable Energy Investments in Favor of Energy System Reliability: A Call for a Hybrid Model," Sustainability, MDPI, vol. 13(24), pages 1-18, December.
    24. Andrejs Čirjevskis, 2021. "Exploring the Link of Real Options Theory with Dynamic Capabilities Framework in Open Innovation-Type Merger and Acquisition Deals," JRFM, MDPI, vol. 14(4), pages 1-16, April.
    25. Boachie Danquah, 2022. "Determinants of Choice of Appraisal Methods for Investment Appraisal by Firms in Ghana: A Study of Selected Firms, In Kumasi," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 6(1), pages 699-703, January.
    26. Seiji Harikae & James S. Dyer & Tianyang Wang, 2021. "Valuing Real Options in the Volatile Real World," Production and Operations Management, Production and Operations Management Society, vol. 30(1), pages 171-189, January.
    27. Lauren Chenarides & Mark Manfredo & Timothy J. Richards, 2021. "COVID‐19 and Food Supply Chains," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(1), pages 270-279, March.
    28. Zheng, Shiyuan & Jiang, Changmin & Fu, Xiaowen & Ge, Ying-En & Shu, Jia, 2022. "Subsidies for green technology adoption under uncertain demand and incomplete information," Omega, Elsevier, vol. 112(C).
    29. Chang, Shuhua & Li, Jiajing & Sethi, Suresh P. & Wang, Xinyu, 2024. "Risk hedging for VaR-constrained newsvendors," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 181(C).
    30. Michi NISHIHARA, 2021. "How should a startup respond to acquirers? A real options analysis," Discussion Papers in Economics and Business 20-24, Osaka University, Graduate School of Economics.
    31. Ambrosius, Mirjam & Egerer, Jonas & Grimm, Veronika & van der Weijde, Adriaan H., 2022. "Risk aversion in multilevel electricity market models with different congestion pricing regimes," Energy Economics, Elsevier, vol. 105(C).
    32. Noorizadeh, Abdollah & Kuosmanen, Timo & Peltokorpi, Antti, 2021. "Effective purchasing reallocation to suppliers: insights from productivity dynamics and real options theory," International Journal of Production Economics, Elsevier, vol. 233(C).
    33. Zhi, Bangdong & Wang, Xiaojun & Xu, Fangming, 2022. "Managing inventory financing in a volatile market: A novel data-driven copula model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 165(C).
    34. Patrice Bouvet & Flora Sfez, 2023. "The transfers of football players: an optional analysis [Le transfert des joueurs de football : une analyse optionnelle]," Post-Print hal-04603890, HAL.
    35. Nishihara, Michi & Shibata, Takashi, 2021. "The effects of asset liquidity on dynamic sell-out and bankruptcy decisions," European Journal of Operational Research, Elsevier, vol. 288(3), pages 1017-1035.
    36. Koussis, Nicos & Silaghi, Florina, 2023. "Revenue-sharing and volume flexibility in the supply chain," International Journal of Production Economics, Elsevier, vol. 261(C).
    37. Magni, Carlo Alberto & Marchioni, Andrea & Baschieri, Davide, 2023. "The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement," European Journal of Operational Research, Elsevier, vol. 306(2), pages 872-892.
    38. Tan, Zhizhou & Huang, Hui & Lin, Boqiang, 2024. "Impact assessment of the residual lifespan of coal-fired power plants on the investment risk of carbon capture and storage retrofit," Energy, Elsevier, vol. 307(C).
    39. Tian Zhao & Zhixin Liu, 2023. "Investment Timing Analysis of Hydrogen-Refueling Stations and the Case of China: Independent or Co-Operative Investment?," Energies, MDPI, vol. 16(13), pages 1-17, June.
    40. Andrejs Čirjevskis, 2021. "Value Maximizing Decisions in the Real Estate Market: Real Options Valuation Approach," JRFM, MDPI, vol. 14(6), pages 1-19, June.
    41. Vidal Nunes, João Pedro & Ruas, João Pedro & Dias, José Carlos, 2020. "Early exercise boundaries for American-style knock-out options," European Journal of Operational Research, Elsevier, vol. 285(2), pages 753-766.
    42. Bensoussan, Alain & Chevalier-Roignant, Benoît & Rivera, Alejandro, 2021. "Does performance-sensitive debt mitigate debt overhang?," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    43. Suresh P. Sethi & Sushil Gupta & Vipin K. Agrawal & Vijay K. Agrawal, 2022. "Nobel laureates’ contributions to and impacts on operations management," Production and Operations Management, Production and Operations Management Society, vol. 31(12), pages 4283-4303, December.
    44. Chevalier-Roignant, Benoît & Flath, Christoph M. & Kort, Peter M. & Trigeorgis, Lenos, 2021. "Capacity investment choices under cost heterogeneity and output flexibility in oligopoly," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1154-1173.
    45. Gorupec Natalia & Brehmer Nataliia & Tiberius Victor & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
    46. Alain Bensoussan & Benoit Chevalier-Roignant & Alejandro Rivera, 2021. "Does Performance-Sensitive Debt mitigate Debt Overhang?," Post-Print hal-03364891, HAL.
    47. Zheng, Shiyuan & Fu, Xiaowen & Jiang, Changmin & Ge, Ying-En, 2020. "Airline investments in exclusive airport facilities: Timing decisions under demand ambiguity," Transportation Research Part B: Methodological, Elsevier, vol. 139(C), pages 343-363.
    48. Davison, Matt & Merener, Nicolas, 2023. "Equilibrium and real options in the ethanol industry: Modeling and empirical evidence," Journal of Commodity Markets, Elsevier, vol. 31(C).
    49. Weeratunge, Hansani & Aditya, Gregorius Riyan & Dunstall, Simon & de Hoog, Julian & Narsilio, Guillermo & Halgamuge, Saman, 2021. "Feasibility and performance analysis of hybrid ground source heat pump systems in fourteen cities," Energy, Elsevier, vol. 234(C).
    50. Qing He & Yaqin Liu & Qian Yu & Chao Wei, 2022. "Risk Dominance Analysis of R&D Investment Cooperation in Dynamic Option Game," Sustainability, MDPI, vol. 15(1), pages 1-21, December.
    51. Schosser, Josef, 2019. "Consistency between principal and agent with differing time horizons: Computing incentives under risk," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1113-1123.
    52. Briest, Gordon & Lauven, Lars-Peter & Kupfer, Stefan & Lukas, Elmar, 2022. "Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation," European Journal of Operational Research, Elsevier, vol. 300(3), pages 1162-1176.
    53. Ferreira, Ricardo M. & Pereira, Paulo J., 2021. "A dynamic model for venture capitalists’ entry–exit investment decisions," European Journal of Operational Research, Elsevier, vol. 290(2), pages 779-789.
    54. Driouchi, Tarik & Trigeorgis, Lenos & So, Raymond H.Y., 2020. "Individual antecedents of real options appraisal: The role of national culture and ambiguity," European Journal of Operational Research, Elsevier, vol. 286(3), pages 1018-1032.
    55. Huberts, Nick F.D. & Thijssen, Jacco J.J., 2023. "Optimal timing of non-pharmaceutical interventions during an epidemic," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1366-1389.
    56. Cortazar, Gonzalo & Naranjo, Lorenzo & Sainz, Felipe, 2021. "Optimal decision policy for real options under general Markovian dynamics," European Journal of Operational Research, Elsevier, vol. 288(2), pages 634-647.
    57. Spiegel, Alisa & Severini, Simone & Britz, Wolfgang & Coletta, Attilio, 2020. "Step-by-step development of a model simulating returns on farm from investments: the example of hazelnut plantation in Italy: The example of hazelnut plantation in Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 9(1), April.
    58. Andrejs Čirjevskis, 2024. "Valuation of Patent-Based Collaborative Synergies under Strategic Settings with Multiple Uncertainties: Rainbow Real Options Approach," JRFM, MDPI, vol. 17(4), pages 1-21, April.

  7. Panagiotis Mazis & Andrianos Tsekrekos, 2017. "Latent semantic analysis of the FOMC statements," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 179-217, May.

    Cited by:

    1. Ioanna Kountouri & Eleftherios Manousakis & Andrianos E. Tsekrekos, 2019. "Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms)," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 16(1), pages 1-19, March.
    2. Ancil Crayton, 2018. "Central Bank Communication and the Yield Curve: A Semi-Automatic Approach using Non-Negative Matrix Factorization," Papers 1809.08718, arXiv.org.
    3. Amrendra Pandey & Jagadish Shettigar & Amarnath Bose, 2021. "Evaluation of the Inflation Forecasting Process of the Reserve Bank of India: A Text Analysis Approach," SAGE Open, , vol. 11(3), pages 21582440211, July.
    4. Ewelina Osowska & Piotr Wójcik, 2020. "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers 2020-33, Faculty of Economic Sciences, University of Warsaw.

  8. Seraina C. Anagnostopoulou & Andrianos E. Tsekrekos, 2017. "The effect of financial leverage on real and accrual-based earnings management," Accounting and Business Research, Taylor & Francis Journals, vol. 47(2), pages 191-236, February.

    Cited by:

    1. Saoussen Boujelben & Hela Khemakhem-Feki & Ahmad Alqatan, 2020. "Real earnings management and the relevance of operating cash flows: A study of french listed firms," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(4), pages 218-229, December.
    2. Mubashar Tanveer & Mohsin Altaf & Zahid Ali Akbar & Uzma Nisar, 2022. "Influence of Advertising Intensity on Real Earnings Management: Evidence from Four Sectors of Pakistan," Journal of Economic Impact, Science Impact Publishers, vol. 4(1), pages 158-164.
    3. Catalin Mos, 2024. "Uncertainty, Financial Reporting Quality and Accounting Enforcement: Evidence from The European Union," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 23(3), pages 616-642, September.
    4. Ammar Hussain & Minhas Akbar & Muhammad Kaleem Khan & Ahsan Akbar & Mirela Panait & Marian Catalin Voica, 2020. "When Does Earnings Management Matter? Evidence across the Corporate Life Cycle for Non-Financial Chinese Listed Companies," JRFM, MDPI, vol. 13(12), pages 1-19, December.
    5. Ruqia Shaikh & Guo Fei & Muhammad Shaique & Muhammad Rizwan Nazir, 2019. "Control-Enhancing Mechanisms and Earnings Management: Empirical Evidence from Pakistan," JRFM, MDPI, vol. 12(3), pages 1-23, August.
    6. Catalin MOS, 2024. "Economic Policy Uncertainty, Financial Reporting Quality, and Audit Fees: Examining the Role of Industry Characteristics and International Accounting Standards," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 22(176), pages 791-802, October.
    7. Ahsan Habib & Dinithi Ranasinghe & Julia Yonghua Wu & Pallab Kumar Biswas & Fawad Ahmad, 2022. "Real earnings management: A review of the international literature," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(4), pages 4279-4344, December.
    8. Ana Belén Tulcanaza-Prieto & Younghwan Lee, 2022. "Real Earnings Management, Firm Value, and Corporate Governance: Evidence from the Korean Market," IJFS, MDPI, vol. 10(1), pages 1-23, March.
    9. Giovanna Gavana & Pietro Gottardo & Anna Maria Moisello, 2022. "Related Party Transactions and Earnings Management: The Moderating Effect of ESG Performance," Sustainability, MDPI, vol. 14(10), pages 1-21, May.
    10. Wil Martens & Prem Yapa & Maryam Safari, 2021. "Earnings Management in Frontier Market: Do Institutional Settings Matter?," Economies, MDPI, vol. 9(1), pages 1-19, February.
    11. Muhammd Istan, 2024. "Analysis of the Influence of Assets Structure, Earning Volatility, and Financial Flexibility on Capital Structure and Corporate Performance in Manufacturing Sector Companies on the IDX," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 49-65.
    12. Ana Belen Tulcanaza-Prieto & Younghwan Lee & Jeong-Ho Koo, 2020. "Effect of Leverage on Real Earnings Management: Evidence from Korea," Sustainability, MDPI, vol. 12(6), pages 1-20, March.
    13. Bilal Kimouche, 2022. "Accrual-based and cash-based earnings management in Algeria: substitution or complementary," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(1), pages 1-17, June.
    14. Hoang Thi Mai Khanh & Nguyen Vinh Khuong, 2018. "Audit Quality, Firm Characteristics and Real Earnings Management: The Case of Listed Vietnamese Firms," International Journal of Economics and Financial Issues, Econjournals, vol. 8(4), pages 243-249.
    15. Xin Yao Li & Pei-Wen Chen, 2020. "Meeting Dividend Thresholds Through Earnings Management of Listed Companies in South Africa," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(6), pages 1-5.
    16. Zhi Wang & Geert Braam & Daniel Reimsbach & Jiaxin Wang, 2020. "Political embeddedness and firms’ choices of earnings management strategies in China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(5), pages 4723-4755, December.
    17. Manh Dung Tran & Ngoc Hung Dang, 2021. "The Impact of Ownership Structure on Earnings Management: The Case of Vietnam," SAGE Open, , vol. 11(3), pages 21582440211, September.
    18. Ioannis Dokas & Christos Leontidis & Nicolaos Eriotis & Konstantinos Hazakis, 2021. "Earnings Management. An overview of the relative literature," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 25-55.
    19. Yang, Jingwen & Hemmings, Danial & Jaafar, Aziz & Jackson, Richard H.G., 2022. "The real earnings management gap between private and public firms: Evidence from Europe," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 49(C).
    20. Sri Murni & Rahmawati Rahmawati & Ari Kuncara Widagdo & Eko Arief Sudaryono & Doddy Setiawan, 2023. "Effect of Family Control on Earnings Management: The Role of Leverage," Risks, MDPI, vol. 11(2), pages 1-15, January.
    21. Mohamad Ezrien Bin Mohamad Kamal & Siti Sarah Binti Khazalle, 2021. "Concealing Financial Distress With Earnings Management: A Perspective on Malaysian Public Listed Companies," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(2), pages 341-356, April.
    22. Isaac Selasi Awuye & François Aubert, 2022. "The impact of leverage on earnings management and the trade-off between discretionary accruals and real earnings management," Post-Print hal-03824383, HAL.
    23. Hsu, Yu-Lin & Yang, Ya-Chih, 2022. "Corporate governance and financial reporting quality during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 47(PB).

  9. Tsekrekos, Andrianos E. & Yannacopoulos, Athanasios N., 2016. "Optimal switching decisions under stochastic volatility with fast mean reversion," European Journal of Operational Research, Elsevier, vol. 251(1), pages 148-157.

    Cited by:

    1. Gaïgi, M’hamed & Ly Vath, Vathana & Scotti, Simone, 2022. "Optimal harvesting under marine reserves and uncertain environment," European Journal of Operational Research, Elsevier, vol. 301(3), pages 1181-1194.
    2. Alibeiki, Hedayat & Lotfaliei, Babak, 2022. "To expand and to abandon: Real options under asset variance risk premium," European Journal of Operational Research, Elsevier, vol. 300(2), pages 771-787.
    3. Panayiotis Alexakis & Gikas Hardouvelis & Dean Paxson & Gordon Sick & Lenos Trigeorgis, 2018. "Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area," Multinational Finance Journal, Multinational Finance Journal, vol. 22(1-2), pages 1-33, March - J.
    4. Sha Lin & Xin-Jiang He, 2022. "Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1069-1085, March.
    5. Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh, 2018. "Valuation of power plants," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1153-1174.
    6. Støre, Kristian & Fleten, Stein-Erik & Hagspiel, Verena & Nunes, Cláudia, 2018. "Switching from oil to gas production in a depleting field," European Journal of Operational Research, Elsevier, vol. 271(2), pages 710-719.
    7. Mihail Zervos & Carlos Oliveira & Kate Duckworth, 2018. "An investment model with switching costs and the option to abandon," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(3), pages 417-443, December.
    8. Juri Hinz & Tanya Tarnopolskaya & Jeremy Yee, 2020. "Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations," Annals of Operations Research, Springer, vol. 286(1), pages 583-615, March.
    9. Jostein Tvedt, 2022. "Optimal Entry and Exit Decisions Under Uncertainty and the Impact of Mean Reversion," SN Operations Research Forum, Springer, vol. 3(4), pages 1-21, December.
    10. Briest, Gordon & Lauven, Lars-Peter & Kupfer, Stefan & Lukas, Elmar, 2022. "Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation," European Journal of Operational Research, Elsevier, vol. 300(3), pages 1162-1176.
    11. Huberts, Nick F.D. & Thijssen, Jacco J.J., 2023. "Optimal timing of non-pharmaceutical interventions during an epidemic," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1366-1389.
    12. Cortazar, Gonzalo & Naranjo, Lorenzo & Sainz, Felipe, 2021. "Optimal decision policy for real options under general Markovian dynamics," European Journal of Operational Research, Elsevier, vol. 288(2), pages 634-647.

  10. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Earnings management in firms seeking to be acquired," The British Accounting Review, Elsevier, vol. 47(4), pages 351-375.

    Cited by:

    1. Singh, Harjinder & Sultana, Nigar & Islam, Ariful & Singh, Abhijeet, 2022. "Busy auditors, financial reporting timeliness and quality," The British Accounting Review, Elsevier, vol. 54(3).
    2. Davis, Frederick & Khadivar, Hamed, 2024. "Accrual and real earnings management by rumored takeover targets," International Review of Financial Analysis, Elsevier, vol. 92(C).
    3. Perafán-Peña, Héctor Fabio & Gill-de-Albornoz, Belén & Giner, Begoña, 2022. "Earnings management of target firms and deal premiums: The role of industry relatedness," The British Accounting Review, Elsevier, vol. 54(2).
    4. Doukas, John A. & Zhang, Rongyao, 2020. "Corporate managerial ability, earnings smoothing, and acquisitions," Journal of Corporate Finance, Elsevier, vol. 65(C).
    5. Mughal, Azhar & Tao, Qizhi & Sun, Yicheng & Xiang, Xueman, 2021. "Earnings management at target firms and the acquirers’ performance," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 384-404.
    6. Ioannis Dokas & Christos Leontidis & Nicolaos Eriotis & Konstantinos Hazakis, 2021. "Earnings Management. An overview of the relative literature," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 25-55.
    7. Chung, Chune Young & Kim, Incheol & Rabarison, Monika K. & To, Thomas Y. & Wu, Eliza, 2020. "Shareholder litigation rights and corporate acquisitions," Journal of Corporate Finance, Elsevier, vol. 62(C).
    8. Juan Bu & Yinuo Tang & Yadong Luo & Chengguang Li, 2023. "Learning from inbound foreign acquisitions for outbound expansion by emerging market MNEs," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 54(5), pages 852-886, July.
    9. Perafán-Peña, Héctor Fabio & Gill-de-Albornoz Noguer, Belén & Giner, Begoña, 2024. "Targets’ earnings management and ownership decisions in M&A: Can less be more ?," Finance Research Letters, Elsevier, vol. 62(PA).
    10. Zhuo Chen & Prashant Kale & Robert E. Hoskisson, 2018. "Geographic overlap and acquisition pairing," Strategic Management Journal, Wiley Blackwell, vol. 39(2), pages 329-355, February.
    11. Franck Missonier‐Piera & Cédric Spadetti, 2023. "The consequences of earnings management for the acquisition premium in friendly takeovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 308-334, January.

  11. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Accounting quality, information risk and implied volatility around earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 188-207.

    Cited by:

    1. Huang, Wei, 2016. "The use of management forecasts to dampen analysts' expectations by Chinese listed firms," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 263-272.
    2. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2017. "Accounting quality, information risk and the term structure of implied volatility around earnings announcements," Research in International Business and Finance, Elsevier, vol. 41(C), pages 445-460.

  12. Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014. "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, vol. 30(C), pages 148-172.

    Cited by:

    1. Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
    2. Roncagliolo, Elisa & Avallone, Francesco, 2022. "Recognition of provisional goodwill: Real need or communication strategy?," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 49(C).
    3. Chronopoulos, Panagiotis I. & Siougle, Georgia, 2018. "Examination of the information content of management range forecasts," Research in International Business and Finance, Elsevier, vol. 46(C), pages 201-210.
    4. Mittal, Amit & Garg, Ajay Kumar, 2017. "Why do acquirers prefer M&A? Evidence from Banks in India," MPRA Paper 85354, University Library of Munich, Germany.

  13. Dimakopoulou, Andriana G. & Pramatari, Katerina C. & Tsekrekos, Andrianos E., 2014. "Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain," International Journal of Production Economics, Elsevier, vol. 156(C), pages 191-207.

    Cited by:

    1. Ahmed Musa & Al-Amin Abba Dabo, 2016. "A Review of RFID in Supply Chain Management: 2000–2015," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 17(2), pages 189-228, June.
    2. Guchhait, Rekha & Sarkar, Biswajit, 2024. "A decision-making problem for product outsourcing with flexible production under a global supply chain management," International Journal of Production Economics, Elsevier, vol. 272(C).
    3. Marek Durica & Danuse Guttenova & Ludovit Pinda & Lucia Svabova, 2018. "Sustainable Value of Investment in Real Estate: Real Options Approach," Sustainability, MDPI, vol. 10(12), pages 1-18, December.
    4. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
    5. Morgan, Horatio M. & Ngwenyama, Ojelanki, 2015. "Real options, learning cost and timing software upgrades: Towards an integrative model for enterprise software upgrade decision analysis," International Journal of Production Economics, Elsevier, vol. 168(C), pages 211-223.
    6. Lui, Ariel K.H. & Lo, Chris K.Y. & Ngai, Eric W.T., 2019. "Does mandated RFID affect firm risk? The moderating role of top management team heterogeneity," International Journal of Production Economics, Elsevier, vol. 210(C), pages 84-96.
    7. Gorupec Natalia & Brehmer Nataliia & Tiberius Victor & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
    8. Sarkar, Sudipto, 2018. "Optimal DOL (degree of operating leverage) with investment and production flexibility," International Journal of Production Economics, Elsevier, vol. 202(C), pages 172-181.

  14. Georgios Chalamandaris & Andrianos E. Tsekrekos, 2014. "Predictability in implied volatility surfaces: evidence from the Euro OTC FX market," The European Journal of Finance, Taylor & Francis Journals, vol. 20(1), pages 33-58, January.

    Cited by:

    1. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
    2. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
    3. Cao, Yi & Liu, Xiaoquan & Zhai, Jia, 2021. "Option valuation under no-arbitrage constraints with neural networks," European Journal of Operational Research, Elsevier, vol. 293(1), pages 361-374.
    4. Wen, Conghua & Zhai, Jia & Wang, Yinuo & Cao, Yi, 2024. "Implied volatility is (almost) past-dependent: Linear vs non-linear models," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    5. Connor J.A. Stuart & Sebastian A. Gehricke & Jin E. Zhang & Xinfeng Ruan, 2021. "Implied volatility smirk in the Australian dollar market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4573-4599, September.

  15. Georgios Chalamandaris & Andrianos Tsekrekos, 2013. "Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options," Computational Economics, Springer;Society for Computational Economics, vol. 41(3), pages 327-358, March.

    Cited by:

    1. Da Fonseca, José & Gottschalk, Katrin, 2014. "Cross-hedging strategies between CDS spreads and option volatility during crises," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 386-400.
    2. Connor J.A. Stuart & Sebastian A. Gehricke & Jin E. Zhang & Xinfeng Ruan, 2021. "Implied volatility smirk in the Australian dollar market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4573-4599, September.

  16. Andrianos Tsekrekos, 2013. "Irreversible exit decisions under mean-reverting uncertainty," Journal of Economics, Springer, vol. 110(1), pages 5-23, September.

    Cited by:

    1. Giacomo Corneo & Sergio Vergalli, 2013. "Editorial: The economics of irreversible choices," Journal of Economics, Springer, vol. 110(1), pages 1-3, September.
    2. Corneo, Giacomo, 2015. "Volkswirtschaftliche Bewertung öffentlicher Investitionen," Discussion Papers 2015/12, Free University Berlin, School of Business & Economics.
    3. Glover, Kristoffer J. & Hambusch, Gerhard, 2016. "Leveraged investments and agency conflicts when cash flows are mean reverting," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 1-21.

  17. Andrianos Tsekrekos & George Kanoutos, 2013. "Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 152-168, July.

    Cited by:

    1. Lu, Chien-Lin & Liao, Wen-Chi & Peng, Chien-Wen, 2020. "Developers’ perspectives on timing to build: Evidence from microdata of land acquisition and development," Journal of Housing Economics, Elsevier, vol. 49(C).
    2. Muhammad Zaim Razak & Haniza Khalid & Azhar Mohamad, 2018. "Speculative Behavior in Vacant Land Development: Evidence for Real Options in Malaysia," The Developing Economies, Institute of Developing Economies, vol. 56(4), pages 245-266, December.

  18. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2013. "Do firms that wish to be acquired manage their earnings? Evidence from major European countries," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 57-68.

    Cited by:

    1. Campa, Domenico & Hajbaba, Amir, 2016. "Do targets grab the cash in takeovers: The role of earnings management," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 56-64.
    2. Perafán-Peña, Héctor Fabio & Gill-de-Albornoz, Belén & Giner, Begoña, 2022. "Earnings management of target firms and deal premiums: The role of industry relatedness," The British Accounting Review, Elsevier, vol. 54(2).
    3. Ioannis Dokas & Christos Leontidis & Nicolaos Eriotis & Konstantinos Hazakis, 2021. "Earnings Management. An overview of the relative literature," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 25-55.
    4. Vasilescu, Camelia & Millo, Yuval, 2016. "Do industrial and geographic diversifications have different effects on earnings management? Evidence from UK mergers and acquisitions," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 33-45.
    5. Franck Missonier‐Piera & Cédric Spadetti, 2023. "The consequences of earnings management for the acquisition premium in friendly takeovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 308-334, January.

  19. Andrianos E. Tsekrekos & Mark B. Shackleton & Rafał Wojakowski, 2012. "Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights," European Financial Management, European Financial Management Association, vol. 18(4), pages 543-575, September.

    Cited by:

    1. Sebastian Maier, 2021. "Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches," Annals of Operations Research, Springer, vol. 299(1), pages 907-937, April.
    2. Armstrong, Margaret & Langrené, Nicolas & Petter, Renato & Chen, Wen & Petter, Carlos, 2019. "Accounting for tailings dam failures in the valuation of mining projects," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    3. Abdullah Almansour & Margaret Insley, 2013. "The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands," Working Papers 1303, University of Waterloo, Department of Economics, revised Jun 2013.
    4. Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
    5. Max F. Schöne & Stefan Spinler, 2017. "A four-factor stochastic volatility model of commodity prices," Review of Derivatives Research, Springer, vol. 20(2), pages 135-165, July.
    6. Roger Adkins & Dean Paxson, 2014. "Stochastic Equipment Capital Budgeting with Technological Progress," European Financial Management, European Financial Management Association, vol. 20(5), pages 1031-1049, November.
    7. Wenqing Zhang & Prasad Padmanabhan & Chia-Hsing Huang, 2015. "Sequential capital investment decision making under extreme cash fl ow situations: evidence using Monte Carlo simulation," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(5), pages 877-900, October.
    8. Juri Hinz & Tanya Tarnopolskaya & Jeremy Yee, 2020. "Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations," Annals of Operations Research, Springer, vol. 286(1), pages 583-615, March.
    9. Djerry C. Tandja M. & Gabriel J. Power & Josée Bastien, 2018. "Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty," The Energy Journal, , vol. 39(5), pages 21-54, September.
    10. Cortazar, Gonzalo & Naranjo, Lorenzo & Sainz, Felipe, 2021. "Optimal decision policy for real options under general Markovian dynamics," European Journal of Operational Research, Elsevier, vol. 288(2), pages 634-647.

  20. Spyros Spyrou & Andrianos Tsekrekos & Georgia Siougle, 2011. "Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(8), pages 703-726, August.

    Cited by:

    1. Patrick Augustin & Menachem Brenner & Marti G. Subrahmanyam, 2019. "Informed Options Trading Prior to Takeover Announcements: Insider Trading?," Management Science, INFORMS, vol. 65(12), pages 5697-5720, December.
    2. Ordu, Umut & Schweizer, Denis, 2015. "Executive compensation and informed trading in acquiring firms around merger announcements," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 260-280.
    3. Jun Zhang, 2019. "Is options trading informed? Evidence from credit rating change announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(9), pages 1085-1106, September.
    4. Sonali Jain & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Ajay Pandey, 2019. "Informed trading around earnings announcements—Spot, futures, or options?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 579-589, May.
    5. Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng, 2017. "Informed trading in S&P index options? Evidence from the 2008 financial crisis," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 40-65.
    6. Liyi Zheng, 2020. "The type of corporate announcements and its implication on trading behaviour," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(S1), pages 629-659, April.
    7. Adra, Samer & Barbopoulos, Leonidas G., 2020. "Do corporations learn from mispricing? Evidence from takeovers and corporate performance," International Review of Financial Analysis, Elsevier, vol. 68(C).
    8. Soniya Mohil & Reena Nayyar & Archana Patro, 2020. "When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(6), pages 1011-1029, June.

  21. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011. "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 623-640, June.

    Cited by:

    1. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
    2. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2019. "Implied Volatility Term Structure and Exchange Rate Predictability," Working Papers Series 492, Central Bank of Brazil, Research Department.
    3. Chen, Ying & Han, Qian & Niu, Linlin, 2018. "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method," IRTG 1792 Discussion Papers 2018-046, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    4. Alexander Bogin & William Doerner, 2014. "Generating historically-based stress scenarios using parsimonious factorization," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 15(5), pages 591-611, November.
    5. Shang, Han Lin & Kearney, Fearghal, 2022. "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1025-1049.
    6. Biao Guo & Qian Han & Hai Lin, 2018. "Are there gains from using information over the surface of implied volatilities?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 645-672, June.
    7. Guo, Biao & Han, Qian & Lin, Hai, 2015. "Forecasting the Term Structure of Implied Volatilities," Working Paper Series 20148, Victoria University of Wellington, School of Economics and Finance.
    8. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
    9. Massimo Guidolin & Kai Wang, 2022. "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers 22190, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    10. Xiaolan Jia & Xinfeng Ruan & Jin E. Zhang, 2021. "The implied volatility smirk of commodity options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 72-104, January.
    11. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2017. "Accounting quality, information risk and the term structure of implied volatility around earnings announcements," Research in International Business and Finance, Elsevier, vol. 41(C), pages 445-460.
    12. Markus Vogl, 2022. "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, vol. 2(12), pages 1-69, December.
    13. Pascal François & Rémi Galarneau‐Vincent & Geneviève Gauthier & Frédéric Godin, 2022. "Venturing into uncharted territory: An extensible implied volatility surface model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1912-1940, October.
    14. Jia, Xiaolan & Ruan, Xinfeng & Zhang, Jin E., 2023. "Carr and Wu’s (2020) framework in the oil ETF option market," Journal of Commodity Markets, Elsevier, vol. 31(C).

  22. Georgios Chalamandaris & Andrianos Tsekrekos, 2010. "The correlation structure of FX option markets before and since the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 73-84.

    Cited by:

    1. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2010. "Predictable dynamics in implied volatility surfaces from OTC currency options," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1175-1188, June.
    2. Gao, Hai-Ling & Mei, Dong-Cheng, 2019. "The correlation structure in the international stock markets during global financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    3. Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2020-2050.

  23. Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.

    Cited by:

    1. Wong, Kit Pong & Yi, Long, 2013. "Irreversibility, mean reversion, and investment timing," Economic Modelling, Elsevier, vol. 30(C), pages 770-775.
    2. Wong, Kit Pong, 2011. "Progressive taxation and the intensity and timing of investment," Economic Modelling, Elsevier, vol. 28(1-2), pages 100-108, January.
    3. Yong-Chao Zhang & Na Zhang & Qinglong Zhou, 2023. "The Closed-Form Solution of an Extraction Model and Optimal Stopping Problems with Regime Switching," Mathematics, MDPI, vol. 11(20), pages 1-16, October.
    4. Kiyoshi Suzuki, 2018. "Optimal pair-trading strategy over long/short/square positions—empirical study," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 97-119, January.
    5. Yong-Chao Zhang, 2017. "Entry–Exit Decisions with Underlying Processes Following Geometric Lévy Processes," Journal of Optimization Theory and Applications, Springer, vol. 172(1), pages 309-327, January.
    6. Dias, José Carlos & Shackleton, Mark B., 2011. "Hysteresis effects under CIR interest rates," European Journal of Operational Research, Elsevier, vol. 211(3), pages 594-600, June.
    7. Tvedt, Jostein, 2022. "Floating offshore wind and the real options to relocate," Energy Economics, Elsevier, vol. 116(C).
    8. Ali Al-Aradi & Alvaro Cartea & Sebastian Jaimungal, 2018. "Technical Uncertainty in Real Options with Learning," Papers 1803.05831, arXiv.org, revised Jul 2018.
    9. Boonman, Hettie J. & Siddiqui, Afzal S., 2017. "Capacity optimization under uncertainty: The impact of operational time lags," European Journal of Operational Research, Elsevier, vol. 262(2), pages 660-672.
    10. Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017. "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," ISU General Staff Papers 201709010700001686, Iowa State University, Department of Economics.
    11. Kiyoshi Suzuki, 2021. "Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach," Mathematics of Operations Research, INFORMS, vol. 46(1), pages 336-360, February.
    12. Dumortier, Jerome Robert Florian, 2011. "The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework," ISU General Staff Papers 201101010800001160, Iowa State University, Department of Economics.
    13. Davis, Graham A. & Cairns, Robert D., 2012. "Good timing: The economics of optimal stopping," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 255-265.
    14. Andrianos Tsekrekos, 2013. "Irreversible exit decisions under mean-reverting uncertainty," Journal of Economics, Springer, vol. 110(1), pages 5-23, September.
    15. Wong, Kit Pong, 2011. "Progressive taxation and the intensity and timing of investment," Economic Modelling, Elsevier, vol. 28(1), pages 100-108.
    16. Juri Hinz & Tanya Tarnopolskaya & Jeremy Yee, 2020. "Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations," Annals of Operations Research, Springer, vol. 286(1), pages 583-615, March.
    17. Jostein Tvedt, 2022. "Optimal Entry and Exit Decisions Under Uncertainty and the Impact of Mean Reversion," SN Operations Research Forum, Springer, vol. 3(4), pages 1-21, December.
    18. Glover, Kristoffer J. & Hambusch, Gerhard, 2016. "Leveraged investments and agency conflicts when cash flows are mean reverting," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 1-21.
    19. Boonman, H.J., 2014. "Strategic real options : Capacity optimization and demand structures," Other publications TiSEM 2c1d43fb-e8d5-4f50-9bbf-f, Tilburg University, School of Economics and Management.
    20. Kou, Ying & Luo, Meifeng, 2018. "Market driven ship investment decision using the real option approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 118(C), pages 714-729.
    21. Huberts, Nick, 2017. "Strategic investment in innovation : Capacity and timing decisions under uncertainty," Other publications TiSEM 6473e1df-9b8d-49ae-99f8-b, Tilburg University, School of Economics and Management.

  24. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2010. "Predictable dynamics in implied volatility surfaces from OTC currency options," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1175-1188, June.

    Cited by:

    1. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
    2. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2019. "Implied Volatility Term Structure and Exchange Rate Predictability," Working Papers Series 492, Central Bank of Brazil, Research Department.
    3. Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013. "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4943-4957.
    4. Da Fonseca, José & Gottschalk, Katrin, 2014. "Cross-hedging strategies between CDS spreads and option volatility during crises," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 386-400.
    5. Shang, Han Lin & Kearney, Fearghal, 2022. "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1025-1049.
    6. Biao Guo & Qian Han & Hai Lin, 2018. "Are there gains from using information over the surface of implied volatilities?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 645-672, June.
    7. Georgios Chalamandaris & Andrianos Tsekrekos, 2013. "Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options," Computational Economics, Springer;Society for Computational Economics, vol. 41(3), pages 327-358, March.
    8. Guo, Biao & Han, Qian & Lin, Hai, 2015. "Forecasting the Term Structure of Implied Volatilities," Working Paper Series 20148, Victoria University of Wellington, School of Economics and Finance.
    9. Branger, Nicole & Muck, Matthias, 2012. "Keep on smiling? The pricing of Quanto options when all covariances are stochastic," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1577-1591.
    10. Tanha, Hassan & Dempsey, Michael, 2016. "The evolving dynamics of the Australian SPI 200 implied volatility surface," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 44-57.
    11. Shackleton, Mark B. & Taylor, Stephen J. & Yu, Peng, 2010. "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2678-2693, November.
    12. Bernales, Alejandro & Guidolin, Massimo, 2014. "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 326-342.
    13. Bernales, Alejandro & Guidolin, Massimo, 2015. "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, vol. 26(C), pages 1-37.
    14. Chalamandaris, Georgios & Rompolis, Leonidas S., 2012. "Exploring the role of the realized return distribution in the formation of the implied volatility smile," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1028-1044.
    15. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015. "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers 2015-13, Department of Economics and Business Economics, Aarhus University.
    16. Connor J.A. Stuart & Sebastian A. Gehricke & Jin E. Zhang & Xinfeng Ruan, 2021. "Implied volatility smirk in the Australian dollar market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4573-4599, September.
    17. Wang, Jinzhong & Chen, Shijiang & Tao, Qizhi & Zhang, Ting, 2017. "Modelling the implied volatility surface based on Shanghai 50ETF options," Economic Modelling, Elsevier, vol. 64(C), pages 295-301.

  25. Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2009. "Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market," The Journal of Economic Asymmetries, Elsevier, vol. 6(1), pages 49-74.

    Cited by:

    1. Connor J.A. Stuart & Sebastian A. Gehricke & Jin E. Zhang & Xinfeng Ruan, 2021. "Implied volatility smirk in the Australian dollar market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4573-4599, September.
    2. Echaust, Krzysztof, 2021. "Asymmetric tail dependence between stock market returns and implied volatility," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).

  26. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January.

    Cited by:

    1. Pawlina, G. & Kort, P.M., 2001. "Real Options in an Aymmetric Duopoly : Who Benefits from your Competitive Disadvantage," Other publications TiSEM e997e0f6-3d0f-4cbe-b97a-c, Tilburg University, School of Economics and Management.
    2. Cunningham, Christopher R., 2006. "House price uncertainty, timing of development, and vacant land prices: Evidence for real options in Seattle," Journal of Urban Economics, Elsevier, vol. 59(1), pages 1-31, January.
    3. Akdoğu, Evrim & MacKay, Peter, 2012. "Product markets and corporate investment: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 439-453.
    4. Michi NISHIHARA, 2020. "Preemptive competition between two firms with different discount rates," Discussion Papers in Economics and Business 20-04, Osaka University, Graduate School of Economics.
    5. Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.
    6. Kamoto, Shinsuke, 2023. "Investment decisions and financial leverage under a potential entry threat," Journal of Banking & Finance, Elsevier, vol. 154(C).
    7. Kamoto, Shinsuke, 2015. "Strategic capacity expansion under a potential entry threat," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 157-177.
    8. Chia-Hui Chen & Junichiro Ishida & Arijit Mukherjee, 2021. "Pioneer, Early Follower or Late Entrant: Entry Dynamics with Learning and Market Competition," ISER Discussion Paper 1132, Institute of Social and Economic Research, Osaka University.
    9. Azevedo, Alcino & Paxson, Dean, 2014. "Developing real option game models," European Journal of Operational Research, Elsevier, vol. 237(3), pages 909-920.
    10. Paxson, Dean & Pinto, Helena, 2005. "Rivalry under price and quantity uncertainty," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 209-224.
    11. Chia-Hui Chen & Junichiro Ishida & Arijit Mukherjee, 2018. "An Entry Game with Learning and Market Competition," ISER Discussion Paper 1043, Institute of Social and Economic Research, Osaka University.
    12. Michi Nishihara, 2021. "Preemptive competition between two firms with different discount rates," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(3), pages 675-687, April.
    13. Pereira, Paulo J. & Rodrigues, Artur, 2014. "Investment decisions in finite-lived monopolies," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 219-236.
    14. Diana Terrazas‐Santamaria, 2021. "Strategic introduction of a new product under uncertainty: A duopoly case," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 796-807, June.
    15. Amal Abdel Razzac & Linda Salahaldin & Salah Eddine Elayoubi & Yezekael Hayel & Tijani Chahed, 2017. "A Game Theoretical Real Options Framework for Investment Decisions in Mobile TV Infrastructure," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-34, August.
    16. Martzoukos, Spiros H. & Zacharias, Eleftherios, 2013. "Real option games with R&D and learning spillovers," Omega, Elsevier, vol. 41(2), pages 236-249.
    17. Bunn, Derek W. & Oliveira, Fernando S., 2016. "Dynamic capacity planning using strategic slack valuation," European Journal of Operational Research, Elsevier, vol. 253(1), pages 40-50.
    18. Hans Haanappel & Han Smit, 2007. "Return distributions of strategic growth options," Annals of Operations Research, Springer, vol. 151(1), pages 57-80, April.
    19. Steele, Marie E. & Weatherspoon, Dave D., 2017. "A Theoretical Approach to Supermarket Chain Investment in Urban Food Deserts," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258202, Agricultural and Applied Economics Association.

Chapters

  1. Manolis G. Kavussanos & Andrianos E. Tsekrekos, 2011. "The Option to Change the Flag of a Vessel," Chapters, in: Kevin Cullinane (ed.), International Handbook of Maritime Economics, chapter 3, Edward Elgar Publishing.

    Cited by:

    1. Mitroussi, Kyriaki & Arghyrou, Michael G., 2016. "Institutional performance and ship registration," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 85(C), pages 90-106.
    2. Anna, Merika & Anna, Triantafyllou & George, Zombanakis, 2019. "Wage and tax competitiveness: The case of Hellenic shipping," Transportation Research Part A: Policy and Practice, Elsevier, vol. 119(C), pages 255-270.
    3. Axarloglou, Kostas & Visvikis, Ilias & Zarkos, Stefanos, 2013. "The time dimension and value of flexibility in resource allocation: The case of the maritime industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 35-48.
    4. Tsekrekos, Andrianos E. & Yannacopoulos, Athanasios N., 2016. "Optimal switching decisions under stochastic volatility with fast mean reversion," European Journal of Operational Research, Elsevier, vol. 251(1), pages 148-157.
    5. Stelios Panagiotou & Helen Thanopoulou, 2019. "Tonnage tax revisited: the case of Greece during a shipping crisis and an economic crisis period," Working Papers 266, Bank of Greece.
    6. Olaf M. Merk, 2020. "Quantifying tax subsidies to shipping," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 22(4), pages 517-535, December.

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