Publications

Filter publications

What type of publication do you want to show?

All

Journals

Conference papers

Chapters

Books

Other

2024

Risk is in the eye of the investor: Cryptocurrency investors’ engagement with risk, regulatory advice, and regulatory institutions

Sobolev, D., & Kallinterakis, V. (2024). Risk is in the eye of the investor: Cryptocurrency investors’ engagement with risk, regulatory advice, and regulatory institutions. Journal of Behavioral and Experimental Finance, 44, 100994. doi:10.1016/j.jbef.2024.100994

DOI: 10.1016/j.jbef.2024.100994
: Journal article

Political Uncertainty and Institutional Herding

Gavriilidis, K., Kallinterakis, V., & Montone, M. (2024). Political uncertainty and institutional herding. Journal of Corporate Finance, 88, 102627. doi:10.1016/j.jcorpfin.2024.102627

: Journal article

The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation

Radi, S., Gebka, B., & Kallinterakis, V. (2024). The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. Journal of Economic Behavior & Organization, 224, 966-995. doi:10.1016/j.jebo.2024.07.005

DOI: 10.1016/j.jebo.2024.07.005
: Journal article

Numerological superstitions and market-wide herding: Evidence from China

Cui, Y., Gavriilidis, K., Gebka, B., & Kallinterakis, V. (2024). Numerological superstitions and market-wide herding: Evidence from China. International Review of Financial Analysis, 93, 103199. doi:10.1016/j.irfa.2024.103199

DOI: 10.1016/j.irfa.2024.103199
: Journal article

Cross-Market Herding: Do 'Herds' Herd with Each Other?

Ferreruela, S., Kallinterakis, V., & Mallor, T. (2022). Cross-Market Herding: Do 'Herds' Herd with Each Other?. JOURNAL OF BEHAVIORAL FINANCE. doi:10.1080/15427560.2022.2100383

DOI: 10.1080/15427560.2022.2100383
: Journal article

Long-term dynamic asset allocation under asymmetric risk preferences

Kontosakos, V. E., Hwang, S., Kallinterakis, V., & Pantelous, A. A. (2024). Long-term dynamic asset allocation under asymmetric risk preferences. In EUROPEAN JOURNAL OF OPERATIONAL RESEARCH Vol. 312 (pp. 765-782). doi:10.1016/j.ejor.2023.07.038

DOI: 10.1016/j.ejor.2023.07.038
: Conference Paper

2023

Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865-1914)

Gavriilidis, K., & Kallinterakis, V. (2021). Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865-1914). JOURNAL OF BEHAVIORAL FINANCE. doi:10.1080/15427560.2021.1986715

DOI: 10.1080/15427560.2021.1986715
: Journal article

LGBTQ and finance

Brahma, S., Gavriilidis, K., Kallinterakis, V., Verousis, T., & Zhang, M. (2023). LGBTQ and finance. doi:10.1016/j.irfa.2023.102547

DOI: 10.1016/j.irfa.2023.102547
: Website content

Media News and Social Media Information in the Chinese Peer-to-Peer Lending Market

Kuang, J., Ji, X., Cheng, P., & Kallinterakis, V. B. (2023). Media News and Social Media Information in the Chinese Peer-to-Peer Lending Market. SYSTEMS, 11(3). doi:10.3390/systems11030133

DOI: 10.3390/systems11030133
: Journal article

From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading

Kallinterakis, V., & Karaa, R. (2023). From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. International Review of Financial Analysis, 85, 102443. doi:10.1016/j.irfa.2022.102443

DOI: 10.1016/j.irfa.2022.102443
: Journal article

2022

Democracy and the pricing of initial public offerings around the world

Duong, H. N., Goyal, A., Kallinterakis, V., & Veeraraghavan, M. (2022). Democracy and the pricing of initial public offerings around the world. JOURNAL OF FINANCIAL ECONOMICS, 145(1), 322-341. doi:10.1016/j.jfineco.2021.07.010

DOI: 10.1016/j.jfineco.2021.07.010
: Journal article

Feedback trading: a review of theory and empirical evidence

ECONOMOU, F., Gavriilidis, K., GEBKA, B., & Kallinterakis, V. (2022). Feedback trading: a review of theory and empirical evidence. Review of Behavioral Finance. doi:10.1108/RBF-12-2021-0268

DOI: 10.1108/RBF-12-2021-0268
: Journal article

Feedback Trading in Currency Markets: International Evidence

Tayeh, M., & Kallinterakis, V. (2022). Feedback Trading in Currency Markets: International Evidence. JOURNAL OF BEHAVIORAL FINANCE, 23(1), 1-22. doi:10.1080/15427560.2020.1821685

DOI: 10.1080/15427560.2020.1821685
: Journal article

2021

Do Investors Feedback Trade in the Bitcoin—And Why?

Karaa, R., Slim, S., Goodell, J. W., Goyal, A., & Kallinterakis, V. (2021). Do Investors Feedback Trade in the Bitcoin—And Why?. The European Journal of Finance. doi:10.1080/1351847X.2021.1973054

DOI: 10.1080/1351847X.2021.1973054
: Journal article

Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market

Charteris, A., & Kallinterakis, V. (2021). Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 75. doi:10.1016/j.irfa.2021.101727

DOI: 10.1016/j.irfa.2021.101727
: Journal article

Regulatory mood-congruence and herding: Evidence from cannabis stocks

Andrikopoulos, P., Gebka, B., & Kallinterakis, V. (2021). Regulatory mood-congruence and herding: Evidence from cannabis stocks. JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 185, 842-864. doi:10.1016/j.jebo.2020.10.019

DOI: 10.1016/j.jebo.2020.10.019
: Journal article

A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus

Stavroglou, S. K., Ayyub, B. M., Kallinterakis, V., Pantelous, A. A., & Stanley, H. E. (2021). A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus. Risk Analysis: an international journal.

: Journal article

Market Manipulation Rules and IPO Underpricing

Duong, H. N., Goyal, A., Kallinterakis, V., & Veeraraghavan, M. (2021). Market manipulation rules and IPO underpricing. JOURNAL OF CORPORATE FINANCE, 67. doi:10.1016/j.jcorpfin.2020.101846

DOI: 10.1016/j.jcorpfin.2020.101846
: Journal article

2020

Pricing inefficiencies and feedback trading: Evidence from country ETFs

Kallinterakis, V., Liu, F., Pantelous, A. A., & Shao, J. (2020). Pricing inefficiencies and feedback trading: Evidence from country ETFs. International Review of Financial Analysis, 70. doi:10.1016/j.irfa.2020.101498

DOI: 10.1016/j.irfa.2020.101498
: Journal article

Does mood affect institutional herding?

Gavriilidis, K., Kallinterakis, V., & Ozturkkal, B. (2020). Does mood affect institutional herding?. JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, 26. doi:10.1016/j.jbef.2020.100290

DOI: 10.1016/j.jbef.2020.100290
: Journal article

Feedback trading and the ramadan effect in frontier markets

Andrikopoulos, P., Cui, Y., Gad, S., & Kallinterakis, V. (2020). Feedback trading and the ramadan effect in frontier markets. Research in International Business and Finance, 51. doi:10.1016/j.ribaf.2019.101085

DOI: 10.1016/j.ribaf.2019.101085
: Journal article

2019

Do investors herd in cryptocurrencies – and why?

Kallinterakis, V., & Wang, Y. (2019). Do investors herd in cryptocurrencies – and why?. Research in International Business and Finance. doi:10.1016/j.ribaf.2019.05.005

DOI: 10.1016/j.ribaf.2019.05.005
: Journal article

Do closed-end fund investors herd?

Cui, Y., Gebka, B., & Kallinterakis, V. (2019). Do closed-end fund investors herd?. Journal of Banking and Finance, 105, 194-206. doi:10.1016/j.jbankfin.2019.05.015

DOI: 10.1016/j.jbankfin.2019.05.015
: Journal article

2018

Cross-border exchanges and volatility forecasting

Goyal, A., Kallinterakis, V., Kambouroudis, D., & Laws, J. (2018). Cross-border exchanges and volatility forecasting. QUANTITATIVE FINANCE, 18(5), 789-799. doi:10.1080/14697688.2017.1414512

DOI: 10.1080/14697688.2017.1414512
: Journal article

2017

Intraday herding on a cross-border exchange

Andrikopoulos, P., Kallinterakis, V., Leite Ferreira, M. P., & Verousis, T. (2017). Intraday herding on a cross-border exchange. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 53, 25-36. doi:10.1016/j.irfa.2017.08.010

DOI: 10.1016/j.irfa.2017.08.010
: Journal article

Herding in Frontier Markets: Evidence from African Stock Exchanges

Guney, Y., Kallinterakis, V., & Komba, G. (2017). Herding in Frontier Markets: Evidence from African Stock Exchanges. Journal of International Financial Markets, Institutions and Money, 47, 152-175. doi:10.1016/j.intfin.2016.11.001

DOI: 10.1016/j.intfin.2016.11.001
: Journal article

Herd behaviour: A survey

Kallinterakis, V., & Gregoriou, G. N. (2017). Herd behaviour: A survey. AESTIMATIO-THE IEB INTERNATIONAL JOURNAL OF FINANCE, (14). doi:10.5605/IEB.14.1

DOI: 10.5605/IEB.14.1
: Journal article

Exchange-Traded Funds: Do They Promote or Depress Noise Trading?

Gavriilidis, K., Gregoriou, G. N., & Kallinterakis, V. (2017). Exchange-Traded Funds: Do They Promote or Depress Noise Trading?. In HANDBOOK OF INVESTORS' BEHAVIOR DURING FINANCIAL CRISES (pp. 335-361). doi:10.1016/B978-0-12-811252-6.00019-0

DOI: 10.1016/B978-0-12-811252-6.00019-0
: Chapter

Handbook of Investors' Behavior during Financial Crises

Economou, F., Gavriilidis, K., Gregoriou, G. N., & Kallinterakis, V. (2017). Handbook of Investors' Behavior during Financial Crises.

: Book

2016

Investor mood, herding and the Ramadan effect

Gavriilidis, K., Kallinterakis, V., & Tsalavoutas, I. (2016). Investor mood, herding and the Ramadan effect. Journal of Economic Behavior & Organization, 132(Supplement), 23-38. doi:10.1016/j.jebo.2015.09.018

DOI: 10.1016/j.jebo.2015.09.018
: Journal article

Handbook of Frontier Markets: Evidence from Middle East North Africa and International Comparative Studies

Andrikopoulos, P., Gregoriou, G. N., & Kallinterakis, V. (2016). Handbook of Frontier Markets: Evidence from Middle East North Africa and International Comparative Studies.

: Book

Handbook of Frontier Markets

Andrikopoulos, P., Gregoriou, G. N., & Kallinterakis, V. (Eds.) (2016). Handbook of Frontier Markets. Retrieved from http://www.elsevier.com/

: Book

Handbook of Frontier Markets: The African, European and Asian Evidence

Andrikopoulos, P., Gregoriou, G. N., & Kallinterakis, V. (2016). Handbook of Frontier Markets: The African, European and Asian Evidence.

: Book

Investors' Herding in Frontier Markets: Evidence From Mongolia

Erdenetsogt, A., & Kallinterakis, V. (2016). Investors' Herding in Frontier Markets: Evidence From Mongolia. In HANDBOOK OF FRONTIER MARKETS: THE AFRICAN, EUROPEAN AND ASIAN EVIDENCE, VOL 1 (pp. 233-249). doi:10.1016/B978-0-12-803776-8.00012-4

DOI: 10.1016/B978-0-12-803776-8.00012-4
: Chapter

2015

Do Fund Managers Herd in Frontier Markets – and why?

Economou, F., Gavriilidis, K., Kallinterakis, V., & Yordanov, N. (2015). Do Fund Managers Herd in Frontier Markets – and why?. International Review of Financial Analysis, 40, 76-87. doi:10.1016/j.irfa.2015.03.017

DOI: 10.1016/j.irfa.2015.03.017
: Journal article

Herding dynamics in exchange groups: Evidence from Euronext

Economou, F., Gavriilidis, K., Goyal, A., & Kallinterakis, V. (2015). Herding dynamics in exchange groups: Evidence from Euronext. Journal of International Financial Markets Institutions & Money, 34, 228-244. doi:10.1016/j.intfin.2014.11.013

DOI: 10.1016/j.intfin.2014.11.013
: Journal article

2014

On the impact of market mergers over herding: evidence from EURONEXT

Andrikopoulos, P., Albin Hoefer, A., & Kallinterakis, V. (2014). On the impact of market mergers over herding: evidence from EURONEXT. Review of Behavioral Finance, 6(2), 104-135. doi:10.1108/rbf-12-07-10

DOI: 10.1108/rbf-12-07-10
: Journal article

Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs

Charteris, A., Chau, H. C. F., Gavriilidis, K., & Kallinterakis, V. (2014). Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs. International Review of Financial Analysis, 35, 80-89. doi:10.1016/j.irfa.2014.07.010

DOI: 10.1016/j.irfa.2014.07.010
: Journal article

Market states, expectations, sentiment and momentum: How naive are investors?

Galariotis, E. C., Holmes, P., Kallinterakis, V., & Ma, X. S. (2014). Market states, expectations, sentiment and momentum: How naive are investors?. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 32, 1-12. doi:10.1016/j.irfa.2013.12.004

DOI: 10.1016/j.irfa.2013.12.004
: Journal article

2013

Institutional industry herding: Intentional or spurious?

Gavriilidis, K., Kallinterakis, V., & Ferreira, M. P. L. (2013). Institutional industry herding: Intentional or spurious?. Journal of International Financial Markets, Institutions and Money, 26, 192-214. doi:10.1016/j.intfin.2013.05.008

DOI: 10.1016/j.intfin.2013.05.008
: Journal article

International Financial Reporting Standards and noise trading: Evidence from central and eastern European countries

Chau, F., Dosmukhambetova, G. B., & Kallinterakis, V. (2013). International Financial Reporting Standards and noise trading: Evidence from central and eastern European countries. Journal of Applied Accounting Research, 14(1), 37-53. doi:10.1108/09675421311282531

DOI: 10.1108/09675421311282531
: Journal article

Herding in a Concentrated Market: a Question of Intent

Holmes, P., Kallinterakis, V., & Ferreira, M. P. L. (2013). Herding in a Concentrated Market: a Question of Intent. European Financial Management, 19(3), 497-520. doi:10.1111/j.1468-036x.2010.00592.x

DOI: 10.1111/j.1468-036x.2010.00592.x
: Journal article

International Financial Reporting Standards and noise trading

Chau, F., Dosmukhambetova, G. B., & Kallinterakis, V. (2013). International Financial Reporting Standards and noise trading. Journal of Applied Accounting Research, 14(1), 37-53. doi:10.1108/09675421311282531

DOI: 10.1108/09675421311282531
: Journal article

On the impact of style investing over institutional herding: Evidence from a highly concentrated market

Gavriilidis, K., Kallinterakis, V., & Leire-Ferreira, M. P. (2013). On the impact of style investing over institutional herding: Evidence from a highly concentrated market. Investment Management and Financial Innovations, 10(4), 27-42.

: Journal article

2011

'Decoding the Herd Mentality Syndrome'

Kallinterakis, V. (2011). 'Decoding the Herd Mentality Syndrome'. Business and Economy (Banking, Finance, Markets supplement), 20-21. Retrieved from http://www.businessandeconomy.org/bfm/20110901/pdf/bfm.pdf

: Journal article

2010

Herd Behaviour, Illiquidity and Extreme Market States

Kallinterakis, V., Munir, N., & Radovic-Markovic, M. (2010). Herd Behaviour, Illiquidity and Extreme Market States. Journal of Emerging Market Finance, 9(3), 305-324. doi:10.1177/097265271000900303

DOI: 10.1177/097265271000900303
: Journal article

Thin trading and its impact upon herding: the case of Israel

Andronikidi, A., & Kallinterakis, V. (2010). Thin trading and its impact upon herding: the case of Israel. Applied Economics Letters, 17(18), 1805-1810. doi:10.1080/13504850903357327

DOI: 10.1080/13504850903357327
: Journal article

'On the Impact of Exchange Traded Funds over Noise Trading: Evidence from European Stock Exchanges'

Kallinterakis, V., & Kaur, S. (2010). 'On the Impact of Exchange Traded Funds over Noise Trading: Evidence from European Stock Exchanges'. In G. N. Gregoriou (Ed.), The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets (pp. 199-212). NYC, NY: McGraw-Hill.

: Chapter

2009

'Institutional Herding: Lessons from Research and Implications for India'

Kallinterakis, V., & Khurana, S. (2009). 'Institutional Herding: Lessons from Research and Implications for India'. National Stock Exchange of India Newsletter, 3-7. Retrieved from http://nseindia.com/education/dynaContent/jun2009b.pdf

: Journal article

'NIFTY BeES: Refuge for Rational or Noise Traders?'

Kallinterakis, V., & Khurana, S. (2009). 'NIFTY BeES: Refuge for Rational or Noise Traders?'. National Stock Exchange of India Newsletter, 3-7. Retrieved from http://nseindia.com/education/dynaContent/NS_mar2009_1.pdf

: Journal article

2007

'Does Thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria'

Kallinterakis, V., & Kratunova, T. (2007). 'Does Thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria'. Ekonomia, 10(1), 42-65.

: Journal article