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All Outputs (5)

Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies (2022)
Journal Article
Andrikopoulos, A., Chen, Z., Chortareas, G., & Li, K. (2023). Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies. Journal of International Money and Finance, 131, Article 102793. https://doi.org/10.1016/j.jimonfin.2022.102793

We consider the effects of global economic policy uncertainty on capital inflows and the potentially mitigating effect of different macroprudential frameworks and policies on this effect. While macroprudential policies aim to maintain domestic financ... Read More about Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies.

Hedge fund performance persistence under different business cycles and stock market regimes (2022)
Journal Article
Stafylas, D., Andrikopoulos, A., & Tolikas, K. (2023). Hedge fund performance persistence under different business cycles and stock market regimes. North American journal of economics and finance, 64, Article 101866. https://doi.org/10.1016/j.najef.2022.101866

We examine different aspects of performance persistence of US hedge funds over different business cycles and stock market regimes. During periods of economic growth and bull stock markets, we report performance persistence for up to one year in the r... Read More about Hedge fund performance persistence under different business cycles and stock market regimes.

A dynamic analysis of the neglected firm effect (2022)
Journal Article
Andrikopoulos, A., & Zheng, M. (2023). A dynamic analysis of the neglected firm effect. International review of financial analysis, 85, Article 102429. https://doi.org/10.1016/j.irfa.2022.102429

This study uses rolling regressions with panel data and conducts a dynamic analysis of the neglected firm effect, the negative relationship between the number of analysts and stock returns. For this reason, we use two samples of firms: one from the L... Read More about A dynamic analysis of the neglected firm effect.

Bank market power and performance of financial technology firms (2022)
Journal Article
Andrikopoulos, A., & Dassiou, X. (in press). Bank market power and performance of financial technology firms. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.2727

We adopt a novel variation of the traditional structure-conduct-performance modelling approach, looking at between, rather than within, industries to study the impact of changes in the bank market structure on the corporate performance of financial t... Read More about Bank market power and performance of financial technology firms.