Athanasios Fassas
Names
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Athanasios |
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Fassas |
Identifer
Contact
Affiliations
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University of Thessaly
/ Department of Accounting and Finance
Research profile
author of:
- Does earnings quality matter? Evidence from the Athens Exchange (repec:bog:econbl:y:2020:i:52:p:93-112)
by Ioannis Asimakopoulos & Athanasios P. Fassas & Dimitris Malliaropulos - Price discovery in US money market benchmarks: LIBOR vs. SOFR (repec:eee:ecolet:v:204:y:2021:i:c:s0165176521001592)
by Fassas, Athanasios P. - A Chinese clout on energy exports some countries cannot shake off (repec:eee:eneeco:v:134:y:2024:i:c:s0140988324003426)
by Dragomirescu-Gaina, Catalin & Fassas, Athanasios P. & Philippas, Dionisis - Flight-to-quality between global stock and bond markets in the COVID era (repec:eee:finlet:v:38:y:2021:i:c:s1544612320316664)
by Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios - Investor behavior in the NFTs market: A bibliometric and systematic literature review (repec:eee:finlet:v:80:y:2025:i:c:s1544612325006580)
by Dedousi, Ourania & Fassas, Athanasios P. & Philippas, Dionisis - An investor sentiment barometer — Greek Implied Volatility Index (GRIV) (repec:eee:glofin:v:23:y:2012:i:2:p:77-93)
by Siriopoulos, Costas & Fassas, Athanasios - Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure (repec:eee:joecas:v:28:y:2023:i:c:s1703494923000294)
by Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios - Implied volatility indices – A review (repec:eee:quaeco:v:79:y:2021:i:c:p:303-329)
by Fassas, Athanasios P. & Siriopoulos, Costas - Intraday price discovery and volatility spillovers in an emerging market (repec:eee:reveco:v:59:y:2019:i:c:p:333-346)
by Fassas, Athanasios P. & Siriopoulos, Costas - Variance risk premium and equity returns (repec:eee:riibaf:v:46:y:2018:i:c:p:462-470)
by Fassas, Athanasios P. & Papadamou, Stephanos - Price discovery in bitcoin futures (repec:eee:riibaf:v:52:y:2020:i:c:s0275531919305628)
by Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros - Evaluating survey-based forecasts of interest rates and macroeconomic variables (repec:eme:jespps:jes-05-2020-0237)
by Athanasios Fassas & Stephanos Papadamou & Dimitrios Kenourgios - Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test (repec:eme:jfrcpp:jfrc-06-2022-0075)
by Dimitrios Karakostas & Ioannis Tsakalos & Athanasios Fassas - Herd behavior in digital asset markets: evidence from Fan Tokens (repec:eme:rbfpps:rbf-01-2025-0025)
by Ourania Dedousi & Athanasios Fassas - Investors’ risk aversion integration and quantitative easing (repec:eme:rbfpps:rbf-02-2019-0027)
by Athanasios Fassas & Stephanos Papadamou & Dionisis Philippas - Dynamic co-movements and directional spillovers among energy futures (repec:eme:sefpps:sef-09-2019-0374)
by Sercan Demiralay & Nikolaos Hourvouliades & Athanasios Fassas - Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics (repec:gam:jijfss:v:10:y:2022:i:1:p:7-:d:717849)
by Stephanos Papadamou & Alexandros Koulis & Constantinos Kyriakopoulos & Athanasios P. Fassas - Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta (repec:gam:jijfss:v:4:y:2016:i:4:p:25-:d:85484)
by Dimitrios Dadakas & Christos Karpetis & Athanasios Fassas & Erotokritos Varelas - VIX Futures as a Market Timing Indicator (repec:gam:jjrfmx:v:12:y:2019:i:3:p:113-:d:244838)
by Athanasios P. Fassas & Nikolas Hourvouliades - A reverse index futures split effect on liquidity and market dynamics (repec:ids:ijbder:v:3:y:2017:i:3:p:235-252)
by Fassas Athanasios & Hourvouliades Nikolas - Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices (repec:kap:revdev:v:16:y:2013:i:3:p:233-266)
by Costas Siriopoulos & Athanasios Fassas - Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis (repec:pra:mprapa:100020)
by Papadamou, Stephanos & Fassas, Athanasios & Kenourgios, Dimitris & Dimitriou, Dimitrios - Credit Risk Determinants: Evidence from the Bulgarian Banking System (repec:rmk:rmkbae:v:6:y:2019:i:1:p:41-64)
by Petros Golitsis & Athanasios P. Fassas & Anna Lyutakova - Unknown
- Investors’ risk aversion and government policy responses to the COVID-19 pandemic (repec:taf:apeclt:v:31:y:2024:i:18:p:1915-1920)
by Athanasios P. Fassas - Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets (repec:taf:eurjfi:v:24:y:2018:i:18:p:1885-1901)
by Athanasios P. Fassas & Stephanos Papadamou - U.S. unconventional monetary policy and risk tolerance in major currency markets (repec:taf:eurjfi:v:27:y:2021:i:10:p:994-1008)
by Athanasios P. Fassas & Dimitris Kenourgios & Stephanos Papadamou - Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? (repec:taf:eurjfi:v:31:y:2025:i:4:p:383-426)
by Chris Magnis & Stephanos Papadamou & Athanasios P. Fassas