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Panayiotis Theodossiou · Study

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Panayiotis Theodossiou

22 works· latest 2026· 4 institutionscluster: provisionalORCID 0000-0001-5556-2594

h-index21

i1021

Citations1,827

Works here22

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Most cited in this library

MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE1993 · 313 citations
A conditional-SGT-VaR approach with alternative GARCH models2006 · 145 citations
Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures1993 · 141 citations
RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS1995 · 125 citations
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets2002 · 109 citations

Works

22 shown

Can Banking Intermediates Crowd Out Their High‐Tech Promising Successors? A Financial Stress Perspective

International Journal of Finance & Economics·2026·3 authors

37citations

The impact of the coronavirus crisis on the market price of risk

Journal of Financial Stability·2020·3 authors·Open access

38citations

Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risks from Other Shipping Segments

Journal of the Royal Statistical Society Series A (Statistics in Society)·2020·3 authors·Open access

41citations

Clarifying Managerial Biases Using a Probabilistic Framework

Journal of Behavioral and Experimental Finance·2020·3 authors·Open access

4citations

The Risk and Return Conundrum Explained: International Evidence*

Journal of Financial Econometrics·2018·2 authors·Open access

27citations

Skewed Generalized Error Distribution of Financial Assets and Option Pricing

Multinational Finance Journal

·2015

·1 author

·Open access

82citations

Skewness and the Relation Between Risk and Return

Management Science·2015·2 authors·Open access

75citations

Risk Measurement Performance of Alternative Distribution Functions

Journal of Risk & Insurance·2008·2 authors·Open access

70citations

A conditional-SGT-VaR approach with alternative GARCH models

Annals of Operations Research·2006·2 authors·Open access

145citations

The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Review of Financial Studies·2002·2 authors·Open access

109citations

Skewed Generalized Error Distribution of Financial Assets and Option Pricing

SSRN Electronic Journal·2000·1 author·preprint·Open access

59citations

Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology

Review of Quantitative Finance and Accounting·1999·2 authors·Open access

95citations

Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets

Financial Review·1997·4 authors

81citations

FINANCIAL DISTRESS AND CORPORATE ACQUISITIONS: FURTHER EMPIRICAL EVIDENCE

Journal of Business Finance &amp Accounting·1996·3 authors

89citations

RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS

Journal of Business Finance &amp Accounting·1995·2 authors

125citations

The Stochastic Properties of Major Canadian Exchange Rates

Financial Review·1994·1 author

51citations

Time‐series properties and predictability of Greek exchange rates

Managerial and Decision Economics·1994·2 authors

52citations

MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE

The Journal of Financial Research·1993·2 authors

313citations

Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures

Journal of the American Statistical Association·1993·1 author

141citations

Stochastic behaviour of the Athens stock exchange

Applied Financial Economics·1993·3 authors

86citations

Analysis and modeling of recent business failures in Greece

Managerial and Decision Economics·1992·2 authors

21citations

ALTERNATIVE MODELS FOR ASSESSING THE FINANCIAL CONDITION OF BUSINESS IN GREECE

Journal of Business Finance &amp Accounting·1991·1 author

86citations