Timotheos Angelidis
Names
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Timotheos |
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Angelidis |
Identifer
Contact
Affiliations
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University of the Peloponnese
/ Department of Economics
Research profile
author of:
- The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange (RePEc:bla:eufman:v:15:y:2009:i:1:p:112-144)
by Timotheos Angelidis & Alexandros Benos - Idiosyncratic Risk in Emerging Markets (RePEc:bla:finrev:v:45:y:2010:i:4:p:1053-1078)
by Timotheos Angelidis - Return dispersion, stock market liquidity and aggregate economic activity (RePEc:bog:wpaper:166)
by Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros - Oil price shocks and volatility do predict stock market regimes (RePEc:bog:wpaper:170)
by Stavros Degiannakis & Timotheos Angelidis & George Filis - The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange (RePEc:crt:wpaper:0615)
by Timotheos Angelidis & Alexandros Benos - Backtesting VaR Models: An Expected Shortfall Approach (RePEc:crt:wpaper:0701)
by Timotheos Angelidis & Stavros Degiannakis - Idiosyncratic volatility and equity returns: UK evidence (RePEc:eee:finana:v:17:y:2008:i:3:p:539-556)
by Angelidis, Timotheos & Tessaromatis, Nikolaos - Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach (RePEc:eee:finana:v:19:y:2010:i:3:p:214-221)
by Angelidis, Timotheos & Andrikopoulos, Andreas - Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers (RePEc:eee:finana:v:35:y:2014:i:c:p:118-127)
by Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki - The economic gain of being small in the mutual fund industry: U.S. and international evidence (RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001848)
by Angelidis, Timotheos & Babalos, Vassilios & Fessas, Michalis - Climate uncertainty and marginal climate capital needs (RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004324)
by Angelidis, Timotheos & Sakkas, Athanasios & Spiliotopoulos, George - The disappearing profitability of volatility-managed equity factors (RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000551)
by Angelidis, Timotheos & Tessaromatis, Nikolaos - US stock market regimes and oil price shocks (RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146)
by Angelidis, Timotheos & Degiannakis, Stavros & Filis, George - Volatility forecasting: Intra-day versus inter-day models (RePEc:eee:intfin:v:18:y:2008:i:5:p:449-465)
by Angelidis, Timotheos & Degiannakis, Stavros - World ESG performance and economic activity (RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000623)
by Angelidis, Timotheos & Michairinas, Athanasios & Sakkas, Athanasios - The efficiency of Greek public pension fund portfolios (RePEc:eee:jbfina:v:34:y:2010:i:9:p:2158-2167)
by Angelidis, Timotheos & Tessaromatis, Nikolaos - Revisiting mutual fund performance evaluation (RePEc:eee:jbfina:v:37:y:2013:i:5:p:1759-1776)
by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos - Stock market dispersion, the business cycle and expected factor returns (RePEc:eee:jbfina:v:59:y:2015:i:c:p:265-279)
by Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos - Idiosyncratic risk matters! A regime switching approach (RePEc:eee:reveco:v:18:y:2009:i:1:p:132-141)
by Angelidis, Timotheos & Tessaromatis, Nikolaos - Modeling risk for long and short trading positions (RePEc:eme:jrfpps:15265940510599838)
by Timotheos Angelidis & Stavros Degiannakis - Unknown item RePEc:eme:mfipps:v:34:y:2008:i:7:p:489-497 (article)
- A robust VaR model under different time periods and weighting schemes (RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201)
by Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis - Value-at-Risk for Greek Stocks (RePEc:mfj:journl:v:12:y:2008:i:1-2:p:67-104)
by Timotheos Angelidis & Alexandros Benos - Revisiting Mutual Fund Performance Evaluation (RePEc:pra:mprapa:36644)
by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos - Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers (RePEc:pra:mprapa:40003)
by Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki - Global Style Portfolios Based on Country Indices (RePEc:pra:mprapa:53094)
by Angelidis, Timotheos & Tessaromatis, Nikolaos - Backtesting VaR Models: A Τwo-Stage Procedure (RePEc:pra:mprapa:80418)
by Angelidis, Timotheos & Degiannakis, Stavros - Volatility forecasting: intra-day vs. inter-day models (RePEc:pra:mprapa:80434)
by Angelidis, Timotheos & Degiannakis, Stavros - US stock market regimes and oil price shocks (RePEc:pra:mprapa:80436)
by Angelidis, Timotheos & Degiannakis, Stavros & Filis, George - A Robust VaR Model under Different Time Periods and Weighting Schemes (RePEc:pra:mprapa:80466)
by Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros - Modeling Risk for Long and Short Trading Positions (RePEc:pra:mprapa:80467)
by Angelidis, Timotheos & Degiannakis, Stavros - Volatility forecasting: Intra-day versus inter-day models (RePEc:pra:mprapa:96322)
by Angelidis, Timotheos & Degiannakis, Stavros - Backtesting VaR Models: A Τwo-Stage Procedure (RePEc:pra:mprapa:96327)
by Angelidis, Timotheos & Degiannakis, Stavros - The Use of GARCH Models in VaR Estimation (RePEc:pra:mprapa:96332)
by Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros - Backtesting VaR models:a two-stage procedure (RePEc:rsk:journ5:2161261)
by Timotheos Angelidis & Stavros Degiannakis - Global portfolio management under state dependent multiple risk premia (RePEc:sek:iefpro:0400966)
by Timotheos Angelidis & Nikolaos Tessaromatis - Liquidity adjusted value-at-risk based on the components of the bid-ask spread (RePEc:taf:apfiec:v:16:y:2006:i:11:p:835-851)
by Timotheos Angelidis & Alexandros Benos - Does idiosyncratic risk matter? Evidence from European stock markets (RePEc:taf:apfiec:v:18:y:2007:i:2:p:125-137)
by Timotheos Angelidis & Nikolaos Tessaromatis - Global Equity Country Allocation: An Application of Factor Investing (RePEc:taf:ufajxx:v:73:y:2017:i:4:p:55-73)
by Timotheos Angelidis & Nikolaos Tessaromatis - Idiosyncratic Risk in Greece: Properties and Portfolio Implications (RePEc:uop:wpaper:0001)
by Timotheos Angelidis & Nikolaos Tessaromatis - Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization (RePEc:uop:wpaper:0016)
by Nikos Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias - Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach (RePEc:uop:wpaper:0017)
by Andreas Andrikopoulos & Timotheos Angelidis - Idiosyncratic Risk in Emerging Markets (RePEc:uop:wpaper:0018)
by Timotheos Angelidis - The Use of GARCH Models in VaR Estimation (RePEc:uop:wpaper:0048)
by Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis - Measuring The Market Risk Of Freight Rates: A Value-At-Risk Approach (RePEc:wsi:ijtafx:v:11:y:2008:i:05:n:s0219024908004889)
by Timotheos Angelidis & George Skiadopoulos - Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization (RePEc:wsi:nmncxx:v:05:y:2009:i:03:n:s1793005709001519)
by Nikos S. Thomaidis & Timotheos Angelidis & Vassilios Vassiliadis & Georgios Dounias