Όνομα
Ευάγγελος
Επώνυμο
Βασιλείου Σ.
Αναπληρωτής Καθηγητής
Κατηγορία Βαθμίδας
Μέλος ΔΕΠ
Γνωστικό αντικείμενο
Χρηματοοικονομική

Ο Δρ Βασιλείου Ευάγγελος είναι Επίκουρος καθηγητής του Τμήματος Μηχανικών Οικονομίας και Διοίκησης του Πανεπιστημίου Αιγαίου. Είναι κάτοχος του πιστοποιητικού Δ (Αναλυτής της Αγοράς) και έχει εργασθεί στο παρελθόν στον τραπεζικό τομέα και στην αγορά της διαχείρισης περιουσιακών στοιχείων.

Κατέχει πτυχίο Οικονομικής Επιστήμης από το Πανεπιστήμιο Πειραιά (2005), μεταπτυχιακό δίπλωμα στην Χρηματοοικονομική Ανάλυση για στελέχη Επιχειρήσεων από το τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής του Πανεπιστημίου Πειραιά (2010) και διδακτορικό δίπλωμα στην Χρηματοοικονομική και Τραπεζική από το Τμήμα Διοίκησης Επιχειρήσεων του Πανεπιστημίου Αιγαίου (2016).

Τα ερευνητικά του ενδιαφέροντα εστιάζονται στην εμπειρική έρευνα των χρηματαγορών, την αποτελεσματικότητα της αγοράς, στη συμπεριφορική χρηματοοικονομική, τις επενδυτικές στρατηγικές και τη διαχείριση κινδύνων.

Οι εργασίες του έχουν δημοσιευτεί σε αναγνωρισμένα επιστημονικά περιοδικά, όπως Journal of Behavioral Finance, Journal of Economic Studies, Research in International Business and Finance, International Review of Applied Economics, Journal of Computational Economics, Intelligent Systems in Accounting, Finance and Management, International Journal of Banking, Accounting and Finance, Journal of Financial Regulation and Compliance, Studies in Economics and Finance, Operational Research: an International Journal, Review of Economic Analysis κ.α..

Μαθήματα που Διδάσκει στο Πρόγραμμα Προπτυχιακών Σπουδών
Διεθνής Μακροοικονομική και Χρηματοοικονομική
Χρήμα - Πίστη - Τράπεζες
Λογιστική - Ανάλυση Χρηματοοικονομικών Καταστάσεων
Corporate Finance
Γραφείο
B.4.2
Διεύθυνση
Κουντουριώτου 45, 2ος όροφος
Τηλέφωνο
+30 22710 35471
Email
e.vasileiou@aegean.gr
Ώρες επικοινωνίας
Πέμπτη 10.00 - 11.45
Δημοσιεύσεις

Δημοσιεύσεις σε Επιστημονικά Περιοδικά με το Σύστημα Κριτών

1. Vasileiou, E. (2022) Is the Turn of the Month an anomaly on which an investment strategy could be based? Evidence from BitCoin and Ethereum. Forthcoming in the International Journal of Banking, Accounting and Finance (ABS, ABDC)

2. Vasileiou, E. (2022) Abnormal returns and Anti-leverage Effect in the time of Russo-Ukrainian War 2022: evidence from Oil, Wheat and Natural Gas markets. Forthcoming in the Journal of Economic Studies (ABS, ABDC)..

3. Vasileiou, E. and Tzanakis, P. (2022) The impact of Google searches, Put-Call ratio, and Trading Volume on stock performance using Wavelet Coherence analysis: the AMC case., forthcoming in the Journal of Behavioral Finance (ABS, ABDC)

 

4. Vasileiou, E., Bartzou, E., and Tzanakis, P. (2022) Explaining the Gamestop Short Squeeze using Ιntraday Data and Google Searches. Forthcoming in the Journal of Prediction Markets (ABS, ABDC).

5. Vasileiou, E. (2022). Health risk, stimulus packages, and subordinated bank yields: evidence from the COVID-19 outbreak. Forthcoming in the Journal of Prediction Markets (ABS, ABDC).

6. Vasileiou, E. (2021) Does the Short Squeeze lead to market abnormality and anti-leverage effect? Evidence from the Gamestop case. Forthcoming in Journal of Economic Studies (ABS, ABDC).

7. Vasileiou, E. (2021) Turn-of-the-Month Effect, FX influence, and Efficient Market Hypothesis: new perspectives from the Johannesburg Stock Exchange. Forthcoming in Macroeconomics and Finance in Emerging Economies (ABDC).

8. Vasileiou, E., Syriopoulos T., Vlachou P., Tsatsaronis M., and Papaprokopiou, A. (2021) Does the Value-at-Risk legal framework lead to inaccurate and procyclical risk estimations? Empirical Evidence from the EU countries. Forthcoming in Journal of Prediction Markets (ABS, ABDC).

9. Vasileiou, E. (2021) Explaining the Stock Markets’ Performance during the COVID-19 Crisis: Could Google Searches be a Significant Behavioral Indicator? Forthcoming in Intelligent Systems in Accounting, Finance and Management (ABS, ABDC).

10. Vasileiou, E. (2021) Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?. Forthcoming in Journal of Computational Economics (ABS, ABDC).

11. Vasileiou, E. (2021) Does the impact of the COVID-19 pandemic influence the FX? A note. Journal of Prediction Markets, 15(2) (ABS, ABDC).

12. Vasileiou, E. (2021) Fighting a war without weapons? Lessons from the COVID-19 outbreak. World Medical and Health Policy, 13(2), 383-390 (SJR Q2).

13. Vasileiou, E. (2021). Behavioral finance and market efficiency in the time of the COVID-19 pandemic: does fear drive the market?. International Review of Applied Economics, 35(2), 224-241. (ABS, ABDC).

14. Vasileiou, E., Samitas, A., Karagiannaki, M., & Dandu, J. (2021). Health risk and the efficient market hypothesis in the time of COVID-19. International Review of Applied Economics, 35(2), 210-223 (ABS, ABDC).

15. Vasileiou, E. (2021). Efficient Markets Hypothesis in the time of COVID-19. Review of Economic Analysis, 13(1), 45-63 (ABS, ABDC).

16. Vasileiou, E. (2021). Are Markets Efficient? A Quantum Mechanics View. Journal of Behavioral Finance, Journal of Behavioral Finance, 22(2),214-220 (ABS, ABDC).

17. Vasileiou, E. and Samitas A. (2020) Value at Risk, Legislative Framework, Crises, and Procyclicality: What Goes Wrong?. Review of Economic Analysis 12(3), 345-369 (ABS, ABDC).

18. Vasileiou, E. and Pantos, T. (2020) What Do the Value at Risk Measure and the Respective Legislative Framework Really Offer to Financial Stability? Critical Views and Procyclicality. European Journal of Economics and Economic Policies: Intervention, 17(1), 39-60. (ABS, ABDC).

19. Vasileiou, E. (2019) Accuracy vs Complexity trade-off in VaR Modelling: could Technical Analysis be a solution? Journal of Financial Management, Markets and Institutions, Vol. 07, No. 02, 1950003 (ABS, ABDC).

 

20. Vasileiou, E. (2018). Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and… hidden signs (?). Research in International Business and Finance, 44, 153-175. (ABS, ABDC).

21. Vasileiou, E. (2017) Value at Risk Historical (VaR) Approach: could it be more… historical, accurate and representative of the real financial risk environment?, Theoretical Economics Letters, (7) 951-974, (ABS, ABDC).

22. Vasileiou, E. (2017) Revising the TOM effect study: why does it fade and reappear? Practical policy implications and thoughts for further study. International Journal of Banking, Accounting and Finance, 8(2), pp. 146–173, (ABS, ABDC).

23. Vasileiou, E. (2017) Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry. Operational Research: an International Journal, Volume 17, Issue 1, pp 99–114, (ABS).

24. Vasileiou, E. (2016) Overview of the Greek Value at Risk (VaR) legislation framework: deficiencies, proposals for future revision and a new suggested method. Journal of Financial Regulation and Compliance, volume 24, issue 2, p.p. 213-216, (ABS, ABDC).

25. Vasileiou, E. (2015) Long Live Day of the Week Patterns and the Financial Trends’ role. Lessons from the Greek Stock Market during the Euro era. Journal of Investment Management and Financial Innovations, volume 12, issue 3, p.p. 19-32, (ABS, ABDC).

26. Vasileiou, E. (2015) Re-examination of the Banking Window Dressing Theory: New Methodological Approaches and Empirical Evidence from the Greek Case. Journal of Financial Regulation and Compliance, volume 23, Issue 3, p.p. 252-270, (ABS, ABDC).

27. Vasileiou, E. and Samitas, A. (2015) Does the financial crisis influence the month and the trading month effects? Evidence from the Athens Stock Exchange. Studies in Economics and Finance, Vol. 32 Issue 2, p.p. 181-203, (ABS, ABDC).

28. Vasileiou, E. (2014) Turn of the Month Effect and Financial Crisis: A new explanation from the Greek Stock Market (2002-2012). Theoretical and Applied Economics. Volume XXI, No. 10 (599), pp. 33-58 (ABDC).

29. Vasileiou, E. (2014) Do the Governance Performance and the Sovereign Debt Influence Market Discipline? The EMU’s case under the New European Bail in Regime. Journal of Money, Investment and Banking. Issue 29, p.p. 16-33 (ABDC).

30. Vasileiou, E. (2014) The new “Bail-in” regime and the need for stronger market discipline: What can we learn from the Greek case? International Journal of Finance & Banking Studies. Volume 3, n. 1, p.p. 85-113.

31. Vasileiou, E. (2014) Political Stability and Financial Crisis: What the data say for the European Union’s countries. International Journal of Research in Business and Social Science, vol.3, n.1, p.p. 143-169.

Δημοσιεύσεις σε Συλλογικούς Τόμους

1. Vasileiou, E. and Koutrakos, P. (2022) The Performance of Cryptocurrencies under a sentiment analysis approach in the time of COVID-19. Forthcoming in Data Analytics for Management, Banking and Finance, edit. Saadaoui, F., Rabbouch, H., and Zhao, Y.

2. Vasileiou, E. and Karagiannaki, M. (2022) Trading Rules and Value at Risk: is there a linkage. Forthcoming in Data Analytics for Management, Banking and Finance, edit. Saadaoui, F., Rabbouch, H., and Zhao, Y.

3. Vasileiou, E. (2017) Calendar Anomalies in Stock Markets During Financial Crisis: The S&P 500 Case, in Global Financial Crisis and its Ramifications on Global Economic Activity, edit. Umit Hacioglu and Hasan Dincer, Springer (2017), p.p. 493-506.

4. Vasileiou, E. (2015) Is Technical Analysis Profitable Even for an Amateur Investor? Evidence from the Greek Stock Market (2002-12). in Behavioral Finance and Investment Strategies: Decision Making in the Financial Industry, edit. Copur, Z. IGI Global Publishers (2015), p.p. 255-269.