Access Statistics for Athanasios Fassas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 0 3 507 1 5 32 2,078
Total Working Papers 0 0 3 507 1 5 32 2,078

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chinese clout on energy exports some countries cannot shake off 0 0 0 3 1 2 14 20
A reverse index futures split effect on liquidity and market dynamics 0 0 0 6 0 1 11 40
An Analysis of the Covered Warrants listed on the Athens Exchange 0 0 0 7 0 0 2 72
An investor sentiment barometer — Greek Implied Volatility Index (GRIV) 0 0 0 36 1 1 16 247
Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test 0 0 0 5 0 0 1 17
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 0 16 26
Credit Risk Determinants: Evidence from the Bulgarian Banking System 0 0 0 40 0 3 12 151
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 0 2 4 0 1 15 21
Does earnings quality matter? Evidence from the Athens Exchange 0 0 0 6 0 3 19 46
Dynamic co-movements and directional spillovers among energy futures 0 0 0 3 1 1 7 25
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices 0 0 0 15 0 0 17 95
Earnings Quality and ESG Performance in Energy and Utilities: What Really Matters? 0 1 1 1 3 6 6 6
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure 0 0 0 0 1 2 18 27
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 2 5 0 0 9 19
Flight-to-quality between global stock and bond markets in the COVID era 0 0 7 45 1 5 62 214
Herd behavior in digital asset markets: evidence from Fan Tokens 1 1 6 6 1 2 30 35
Implied volatility indices – A review 0 0 5 34 0 6 36 136
Intraday price discovery and volatility spillovers in an emerging market 0 0 3 11 1 1 18 69
Investigating the connectedness of oil price shocks with clean and dirty cryptocurrencies 0 1 1 1 0 2 8 8
Investor behavior in the NFTs market: A bibliometric and systematic literature review 0 0 5 5 0 3 35 36
Investors’ risk aversion and government policy responses to the COVID-19 pandemic 0 0 0 1 0 0 8 11
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 0 9 44
Price discovery in US money market benchmarks: LIBOR vs. SOFR 0 1 3 31 2 5 23 90
Price discovery in bitcoin futures 0 0 1 57 0 4 25 230
Risk Aversion and Economic Policy Uncertainty Impacts on Investor Attention: Evidence From International Stock Markets Indices 0 1 1 1 1 5 5 5
Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta 0 0 0 12 0 3 11 99
Spotting the Predictive Dynamics of Cyclically‐Adjusted Financial Ratios in the US Stock Market 1 1 2 2 1 2 5 5
The disciplinary effect of banking supervision: is the EU-wide 2023 stress test merely a supervisory formality? 0 0 0 0 0 0 5 5
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 1 1 11 36
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 0 1 9 48
VIX Futures as a Market Timing Indicator 0 1 4 41 7 18 55 219
Variance risk premium and equity returns 0 1 6 54 4 6 30 164
Total Journal Articles 2 8 50 468 26 84 548 2,266

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Statistics updated 2026-08-07