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Apostolos Katsafados

Personal Details

First Name:Apostolos
Middle Name:
Last Name:Katsafados
Suffix:
RePEc Short-ID:pka1683
[This author has chosen not to make the email address public]
Terminal Degree: Athens University of Economics and Business (AUEB) (from RePEc Genealogy)

Affiliation

(50%) Department of Accounting and Finance
Athens University of Economics and Business (AUEB)

Athens, Greece
https://www.dept.aueb.gr/loxri
RePEc:edi:dfauegr (more details at EDIRC)

(50%) Bank of Greece

Athens, Greece
http://www.bankofgreece.gr/
RePEc:edi:boggvgr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021. "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper 108272, University Library of Munich, Germany.
  2. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020. "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper 103813, University Library of Munich, Germany.
  3. Anastasiou, Dimitrios & Katsafados, Apostolos G., 2020. "Bank Deposits Flows and Textual Sentiment: When an ECB President's speech is not just a speech," MPRA Paper 99729, University Library of Munich, Germany.
  4. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019. "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," MPRA Paper 96893, University Library of Munich, Germany.

Articles

  1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
  2. Apostolos G. Katsafados & Dimitris Anastasiou, 2024. "Short-term prediction of bank deposit flows: do textual features matter?," Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.
  3. Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.
  4. Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
  5. Apostolos G. Katsafados & Sotirios Nikoloutsopoulos & George N. Leledakis, 2023. "Twitter sentiment and stock market: a COVID-19 analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(8), pages 1866-1888, April.
  6. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021. "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," Finance Research Letters, Elsevier, vol. 42(C).

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

  1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021. "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper 108272, University Library of Munich, Germany.

    Cited by:

    1. Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.
    2. Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.
    3. Salvi, Antonio & Tron, Alberto & Colantoni, Federico, 2024. "The impact of CEO turnover on firm performance and insolvency risk - A global analysis," Finance Research Letters, Elsevier, vol. 62(PA).
    4. Abada, Ibrahim & Lambin, Xavier & Tchakarov, Nikolay, 2024. "Collusion by mistake: Does algorithmic sophistication drive supra-competitive profits?," European Journal of Operational Research, Elsevier, vol. 318(3), pages 927-953.
    5. Borchert, Philipp & Coussement, Kristof & De Weerdt, Jochen & De Caigny, Arno, 2024. "Industry-sensitive language modeling for business," European Journal of Operational Research, Elsevier, vol. 315(2), pages 691-702.

  2. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020. "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper 103813, University Library of Munich, Germany.

    Cited by:

    1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.

  3. Anastasiou, Dimitrios & Katsafados, Apostolos G., 2020. "Bank Deposits Flows and Textual Sentiment: When an ECB President's speech is not just a speech," MPRA Paper 99729, University Library of Munich, Germany.

    Cited by:

    1. Anastasiou, Dimitrios & Drakos, Konstantinos, 2021. "European depositors’ behavior and crisis sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 117-136.
    2. Anastasiou, Dimitrios & Petralias, Athanassios, 2021. "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," MPRA Paper 107602, University Library of Munich, Germany.
    3. Anastasiou, Dimitris & Drakos, Konstantinos & Kapopoulos, Panayotis, 2022. "Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator," MPRA Paper 113860, University Library of Munich, Germany.
    4. Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
    5. Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023. "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 67(4), pages 627-655, November.
    6. Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022. "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, vol. 81(C).
    7. Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022. "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 161-171.

  4. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019. "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," MPRA Paper 96893, University Library of Munich, Germany.

    Cited by:

    1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
    2. Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.
    3. Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
    4. Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.
    5. Anastasiou, Dimitrios & Katsafados, Apostolos G., 2020. "Bank Deposits Flows and Textual Sentiment: When an ECB President's speech is not just a speech," MPRA Paper 99729, University Library of Munich, Germany.
    6. Chiaramonte, Laura & Dreassi, Alberto & Piserà, Stefano & Khan, Ashraf, 2023. "Mergers and acquisitions in the financial industry: A bibliometric review and future research directions," Research in International Business and Finance, Elsevier, vol. 64(C).
    7. Toan Luu Duc Huynh, 2023. "When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 639-661, August.

Articles

  1. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
    See citations under working paper version above.
  2. Apostolos G. Katsafados & Dimitris Anastasiou, 2024. "Short-term prediction of bank deposit flows: do textual features matter?," Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.

    Cited by:

    1. Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.

  3. Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.

    Cited by:

    1. Anastasiou, Dimitris & Krokida, Styliani-Iris & Tsouknidis, Dimitris & Drakos, Konstantinos, 2023. "Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?," Journal of International Money and Finance, Elsevier, vol. 139(C).
    2. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
    3. Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024. "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers 2406.11903, arXiv.org.
    4. Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
    5. Kyrkopoulou, Eleni & Louka, Alexandros & Fabbe, Kristin, 2024. "Economic crisis and crime: Money under the mattress during financial destabilization," Journal of Policy Modeling, Elsevier, vol. 46(3), pages 514-529.
    6. Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).

  4. Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).

    Cited by:

    1. Kuntal K. Das & Mona Yaghoubi, 2024. "Migration Fear and Stock Price Crash Risk," Working Papers in Economics 24/01, University of Canterbury, Department of Economics and Finance.

  5. Apostolos G. Katsafados & Sotirios Nikoloutsopoulos & George N. Leledakis, 2023. "Twitter sentiment and stock market: a COVID-19 analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(8), pages 1866-1888, April.

    Cited by:

    1. Deng, Chao & Li, Shiyu & Hong, Yun, 2024. "When local and foreign investors meet the Chinese government's risk perception about COVID-19," Journal of Multinational Financial Management, Elsevier, vol. 74(C).
    2. Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.

  6. Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021. "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," Finance Research Letters, Elsevier, vol. 42(C).
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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.
  1. NEP-BIG: Big Data (3) 2019-11-25 2020-11-16 2021-06-28. Author is listed
  2. NEP-CFN: Corporate Finance (3) 2019-11-25 2020-11-16 2021-06-28. Author is listed
  3. NEP-BAN: Banking (2) 2019-11-25 2021-06-28. Author is listed
  4. NEP-CMP: Computational Economics (2) 2020-11-16 2021-06-28. Author is listed
  5. NEP-COM: Industrial Competition (2) 2019-11-25 2021-06-28. Author is listed
  6. NEP-CBA: Central Banking (1) 2020-05-04. Author is listed
  7. NEP-EEC: European Economics (1) 2020-05-04. Author is listed
  8. NEP-FMK: Financial Markets (1) 2021-06-28. Author is listed
  9. NEP-ORE: Operations Research (1) 2020-11-16. Author is listed

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