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 1 5 507 3 8 35 2,076
Total Working Papers 0 1 5 507 3 8 35 2,076

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 6 13 19
A reverse index futures split effect on liquidity and market dynamics 0 0 0 6 1 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 0 2 17 246
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 2 17
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 3 18 26
Credit Risk Determinants: Evidence from the Bulgarian Banking System 0 0 1 40 2 4 12 150
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 0 3 4 1 4 19 21
Does earnings quality matter? Evidence from the Athens Exchange 0 0 0 6 3 7 19 46
Dynamic co-movements and directional spillovers among energy futures 0 0 0 3 0 1 6 24
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices 0 0 0 15 0 5 17 95
Earnings Quality and ESG Performance in Energy and Utilities: What Really Matters? 1 1 1 1 3 3 3 3
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 0 7 18 25
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 2 5 0 1 10 19
Flight-to-quality between global stock and bond markets in the COVID era 0 2 10 45 3 14 69 212
Herd behavior in digital asset markets: evidence from Fan Tokens 0 0 5 5 1 7 33 34
Implied volatility indices – A review 0 1 5 34 2 8 33 132
Intraday price discovery and volatility spillovers in an emerging market 0 0 3 11 0 4 17 68
Investigating the connectedness of oil price shocks with clean and dirty cryptocurrencies 0 0 0 0 0 6 6 6
Investor behavior in the NFTs market: A bibliometric and systematic literature review 0 1 5 5 1 8 34 34
Investors’ risk aversion and government policy responses to the COVID-19 pandemic 0 0 0 1 0 3 8 11
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 2 9 44
Price discovery in US money market benchmarks: LIBOR vs. SOFR 0 1 2 30 1 10 20 86
Price discovery in bitcoin futures 0 0 1 57 3 6 27 229
Risk Aversion and Economic Policy Uncertainty Impacts on Investor Attention: Evidence From International Stock Markets Indices 1 1 1 1 4 4 4 4
Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta 0 0 0 12 2 4 10 98
Spotting the Predictive Dynamics of Cyclically‐Adjusted Financial Ratios in the US Stock Market 0 1 1 1 0 3 3 3
The disciplinary effect of banking supervision: is the EU-wide 2023 stress test merely a supervisory formality? 0 0 0 0 0 3 5 5
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 0 1 10 35
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 1 2 9 48
VIX Futures as a Market Timing Indicator 0 1 4 40 1 20 49 202
Variance risk premium and equity returns 1 1 7 54 1 7 27 159
Total Journal Articles 3 10 52 463 31 156 540 2,213

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Statistics updated 2026-06-04