Βασιλείου Σ. Ευάγγελος

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Όνομα: 
Ευάγγελος
Επώνυμο: 
Βασιλείου Σ.
Research Associate
Γνωστικό αντικείμενο: 
Χρηματοοικοονμική
Σύντομο Βιογραφικό σημείωμα: 

Is the Turn of the Month Effect An “Abnormal Normality”? Controversial findings, New Patterns and…hidden signs(?). Forthcoming in Research in International Business and Finance (ABS2).

Value at Risk Historical (VaR) Approach: could it be more… historical, accurate and representative of the real financial risk environment? , Theoretical Economics Letters (2017), 7, 951-974, ABS 1.

Revising the TOM effect study: why does it fade and reappear? Practical policy implications and thoughts for further study. Forthcoming in International Journal of Banking, Accounting and Finance, ABS 2.

Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry. Operational Research: an International Journal (2017), Volume 17, Issue 1, pp 99–114, ABS1. 

Overview of the Greek Value at Risk (VaR) legislation framework: deficiencies, proposals for future revision and a new suggested method. Journal of Financial Regulation and Compliance (2016), volume 24, issue 2, p.p. 213-216, ABS 1.

Long Live Day of the Week Patterns and the Financial Trends’ role. Lessons from the Greek Stock Market during the Euro era.  Journal of Investment Management and Financial Innovations (2015), volume 12, issue 3, p.p. 19-32, ABS 2.

Re-examination of the Banking Window Dressing Theory: New Methodological Approaches and Empirical Evidence from the Greek Case. Journal of Financial Regulation and Compliance (2015), volume 23, Issue 3, p.p. 252-270, ABS 1.

Does the financial crisis influence the month and the trading month effects? Evidence from the Athens Stock Exchange (with A. Samitas). Studies in Economics and Finance (2015), Vol. 32 Issue 2, p.p. 181-203, ABS 1.

Turn of the Month Effect and Financial Crisis: A new explanation from the Greek Stock Market (2002-2012). Theoretical and Applied Economics (2014). Volume XXI, No. 10(599), pp. 33-58.

Do the Governance Performance and the Sovereign Debt Influence Market Discipline? The EMU’s case under the  New European Bail in Regime. Journal of Money, Investment and Banking (2014). Issue 29, p.p. 16-33.

The new “Bail-in” regime and the need for stronger market discipline: What can we learn from the Greek case? International Journal of Finance & Banking Studies (2014). Volume 3, n. 1, p.p. 85-113.

 

Political Stability and Financial Crisis: What the data say for the European Union’s countries. International Journal of Research in Business and Social Science (2014), vol.3, n.1, p.p. 143-169.

Chapters in refereed books

Calendar Anomalies in Stock Markets During Financial Crisis: The S&P 500 Case , in Global Financial Crisis and its Ramifications on Global Economic Activity, edit. Umit Hacioglu and Hasan Dincer, Springer (2017), p.p. 493-506.

 

Is Technical Analysis Profitable Even for an Amateur Investor? Evidence from the Greek    Stock Market (2002-12). in Behavioral Finance and Investment Strategies: Decision Making in the Financial Industry, edit. Copur, Z. IGI Global Publishers (2015), p.p. 255-269.

Βιογραφικό σημείωμα: 
Μαθήματα που Διδάσκει στο Πρόγραμμα Προπτυχιακών Σπουδών: 
Διεύθυνση: 
Μιχάλων 8, Πρώτος όροφος
Τηλέφωνο: 
+30 22710 35168
Ώρες επικοινωνίας: 
Παρασκευή 13.00 - 14.00
Email: 
e [dot] vasileiou [at] ba [dot] aegean [dot] gr
Ερευνητικά ενδιαφέροντα: 

Financial Economics, Banking, Risk Analysis,Financial Modelling,Investment Strategies