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Vassilios Babalos
Vassilios Babalos
Department of Accounting & Finance, University of Peloponnese
Verified email at go.uop.gr
Title
Cited by
Cited by
Year
Herding behavior in REITs: Novel tests and the role of financial crisis
N Philippas, F Economou, V Babalos, A Kostakis
International Review of Financial Analysis 29, 166-174, 2013
1372013
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry
V Babalos, A Kostakis, N Philippas
Journal of Multinational Financial Management 19 (4), 256-272, 2009
572009
Herding behavior in real estate markets: novel evidence from a Markov-switching model
V Babalos, M Balcilar, R Gupta
Journal of Behavioral and Experimental Finance 8, 40-43, 2015
512015
Herding, faith-based investments and the global financial crisis: empirical evidence from static and dynamic models
S Stavroyiannis, V Babalos
Journal of Behavioral Finance 18 (4), 478-489, 2017
472017
Herding behavior in cryptocurrencies revisited: novel evidence from a TVP model
S Stavroyiannis, V Babalos
Journal of Behavioral and Experimental Finance 22, 57-63, 2019
452019
Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach
A Koulakiotis, A Kiohos, V Babalos
Applied Economics 47 (13), 1273-1285, 2015
452015
Efficiency evaluation of Greek equity funds
V Babalos, GM Caporale, N Philippas
Research in International Business and Finance 26 (2), 317-333, 2012
442012
The high frequency multifractal properties of Bitcoin
S Stavroyiannis, V Babalos, S Bekiros, S Lahmiri, GS Uddin
Physica A: Statistical Mechanics and its Applications 520, 62-71, 2019
432019
The performance of US equity mutual funds
V Babalos, EC Mamatzakis, R Matousek
Journal of Banking & Finance 52, 217-229, 2015
412015
Gender, style diversity, and their effect on fund performance
V Babalos, GM Caporale, N Philippas
Research in International Business and Finance 35, 57-74, 2015
392015
Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
V Babalos, N Philippas, M Doumpos, C Zopounidis
Applied Mathematics and Computation 218 (9), 5693-5703, 2012
372012
Dynamic properties of the Bitcoin and the US market
S Stavroyiannis, V Babalos
Available at SSRN 2966998, 2017
362017
Real estate returns predictability revisited: novel evidence from the US REITs market
O Akinsomi, GC Aye, V Babalos, F Economou, R Gupta
Empirical Economics 51 (3), 1165-1190, 2016
352016
Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach
V Babalos, S Stavroyiannis
Applied Economics 47 (46), 4952-4966, 2015
342015
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market
V Babalos, GM Caporale, A Kostakis, N Philippas
The European Journal of Finance 14 (8), 735-753, 2008
312008
Oil price and consumer price nexus in South Africa revisited: A novel asymmetric causality approach
AN Ajmi, R Gupta, V Babalos, R Hefer
Energy Exploration & Exploitation 33 (1), 63-73, 2015
282015
Do commodity investors herd? Evidence from a time-varying stochastic volatility model
V Babalos, S Stavroyiannis, R Gupta
Resources Policy 46, 281-287, 2015
242015
Spurious results in testing mutual fund performance persistence: evidence from the Greek market
V Babalos, A Kostakis, N Philippas
Applied Financial Economics Letters 3 (2), 103-108, 2007
242007
Real estate markets and uncertainty shocks: A variance causality approach
AN Ajmi, V Babalos, F Economou, R Gupta
Frontiers in Finance and Economics 12 (2), 56-85, 2014
222014
Predictability of sustainable investments and the role of uncertainty: Evidence from a non-parametric causality-in-quantiles test
N Antonakakis, V Babalos, C Kyei
Applied Economics 48 (48), 4655-4665, 2016
202016
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