Andreas Chouliaras
Personal Details
First Name: | Andreas |
Middle Name: | |
Last Name: | Chouliaras |
Suffix: | |
RePEc Short-ID: | pch1117 |
[This author has chosen not to make the email address public] | |
Affiliation
ICMA Centre for Financial Markets
Henley Business School
University of Reading
Reading, United Kingdomhttps://www.icmacentre.ac.uk
RePEc:edi:isrdguk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015. "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper 62524, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015. "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper 65585, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2014.
"Extreme Returns in the European Financial Crisis,"
MPRA Paper
58978, University Library of Munich, Germany.
- Andreas Chouliaras & Theoharry Grammatikos, 2017. "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2013. "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper 51335, University Library of Munich, Germany.
Articles
- Andreas Chouliaras & Theoharry Grammatikos, 2017.
"Extreme Returns in the European financial crisis,"
European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
- Andreas S. Chouliaras & Apostolos G. Christopoulos & Dimitris Kenourgios & Petros Kalantonis, 2012. "The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(3), pages 232-249.
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.Working papers
- Chouliaras, Andreas, 2015.
"High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis,"
MPRA Paper
62524, University Library of Munich, Germany.
Cited by:
- Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
- Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015. "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper 65585, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015.
"The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns,"
MPRA Paper
65585, University Library of Munich, Germany.
Cited by:
- Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
- Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
- Fabian Stephany & Leonie Neuhäuser & Niklas Stoehr & Philipp Darius & Ole Teutloff & Fabian Braesemann, 2022. "The CoRisk-Index: a data-mining approach to identify industry-specific risk perceptions related to Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-15, December.
- Dietrich Domanski & Leonardo Gambacorta & Cristina Picillo, 2015. "Central clearing: trends and current issues," BIS Quarterly Review, Bank for International Settlements, December.
- Chouliaras, Andreas, 2015.
"Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms,"
MPRA Paper
65875, University Library of Munich, Germany.
Cited by:
- Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
- Deborah Miori & Mihai Cucuringu, 2022. "SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis," Papers 2209.08825, arXiv.org.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2014.
"Extreme Returns in the European Financial Crisis,"
MPRA Paper
58978, University Library of Munich, Germany.
- Andreas Chouliaras & Theoharry Grammatikos, 2017. "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
Cited by:
- Ana Brochado, 2016. "Investor attention and Portuguese stock market volatility: We’ll google it for you!," EcoMod2016 9345, EcoMod.
- Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015. "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper 65585, University Library of Munich, Germany.
- Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2013.
"News Flow, Web Attention and Extreme Returns in the European Financial Crisis,"
MPRA Paper
51335, University Library of Munich, Germany.
Cited by:
- Ana Brochado, 2016. "Investor attention and Portuguese stock market volatility: We’ll google it for you!," EcoMod2016 9345, EcoMod.
- Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
- Chouliaras, Andreas, 2015. "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper 62524, University Library of Munich, Germany.
- Andreas Chouliaras & Theoharry Grammatikos, 2017.
"Extreme Returns in the European financial crisis,"
European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
Articles
- Andreas Chouliaras & Theoharry Grammatikos, 2017.
"Extreme Returns in the European financial crisis,"
European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
See citations under working paper version above.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
- Andreas S. Chouliaras & Apostolos G. Christopoulos & Dimitris Kenourgios & Petros Kalantonis, 2012.
"The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis,"
International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(3), pages 232-249.
Cited by:
- Aviral Kumar Tiwari & Mihai Ioan Mutascu & Claudiu Tiberiu Albulescu, 2016.
"Continuous wavelet transform and rolling correlation of European stock markets,"
Post-Print
hal-03528475, HAL.
- Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016. "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 237-256.
- Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui, 2021. "Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient," Empirical Economics, Springer, vol. 60(3), pages 1127-1156, March.
- Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1211-1227.
- Antonios K. Alexandridis & Mohammad S. Hasan, 2020. "Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 518-546, October.
- José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2018. "How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 685-706, November.
- Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014. "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 109-123.
- Aviral Kumar Tiwari & Mihai Ioan Mutascu & Claudiu Tiberiu Albulescu, 2016.
"Continuous wavelet transform and rolling correlation of European stock markets,"
Post-Print
hal-03528475, HAL.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EEC: European Economics (2) 2013-11-16 2014-11-17
- NEP-CFN: Corporate Finance (1) 2014-11-17
- NEP-FMK: Financial Markets (1) 2014-11-17
- NEP-FOR: Forecasting (1) 2015-08-19
- NEP-MST: Market Microstructure (1) 2015-03-13
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