research | publications
Articles in Refereed Journals
  • Andreou, I. Cooper, C. Louca and D. Philip, Bank loan loss accounting treatments, credit cycles and crash risk. Forthcoming in The British Accounting Review. [pdf file] [view online]

  • Andreou, P.C., Antoniou, C., Horton, J. and Louca, C. Corporate governance and firm-specific stock price crashes. Forthcoming in European Financial Management. [pdf file] [view online]

  • Andreou, P.C., Louca, C., Petrou, A. Organizational learning and corporate diversification performance. Forthcoming in Journal of Business Research. [pdf file] [view online]

  • Andreou, P.C., Philip, D., Robejsek, P. Bank Liquidity Creation and Risk-Taking: Does Managerial Ability Matter? Forthcoming in Journal of Business, Finance and Accounting. [pdf file] [view online]

  • Andreou, P.C., Louca, C., Savva, C.S., 2015. Short-horizon event study estimation with a STAR model and real contaminated events. Forthcoming in Review of Quantitative Finance and Accounting. [pdf file] [view online]

  • Andreou, P.C, Louca, C., Panayides, Ph.M. The Impact of vertical integration on inventory turnover and operating performance. Forthcoming in International Journal of Logistics Research and Applications. [pdf file] [view online]

  • Andreou, P.C., 2015. Effects of market default risk on index option risk-neutral moments. Quantitative Finance 15, 2021-2040. [pdf file] [view online] [MDLI data 1973 - 2014]
  • Andreou, P.C., Louca, C., Panayides, Ph.M., 2014. Corporate governance, financial management decisions and firm performance: Evidence from the maritime industry. Transportation Research Part E: Logistics and Transportation Review 63, 59-78. [pdf file] [view online]
  • Andreou, P.C., Charalambous, C., Martzoukos, S.H., 2014. Assessing the performance of symmetric and asymmetric implied volatility functions. Review of Quantitative Finance and Accounting 42, 373-397. [pdf file] [view online]
  • Andreou, P.C., Louca, C., Panayides, Ph.M. 2012. Valuation effects of mergers and acquisitions in freight transportation. Transportation Research Part E: Logistics and Transportation Review 48, 1221-1234. [pdf file] [view online]
  • Andreou, P.C., Charalambous, C., Martzoukos., S.H., 2010. Generalized parameter functions for option pricing. Journal of Banking and Finance 34, 633-646. [pdf file] [view online]
  • Andreou, P.C., Charalambous, C., Martzoukos., S.H., 2008. Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters. European Journal of Operational Research 185, 1415 – 1433. [pdf file] [view online]
  • Andreou, P.C. and Pierides, Y., 2008. Empirical investigation of stock index futures market efficiency: The case of the Athens Derivatives Exchange. European Journal of Finance 14, 211-223. [pdf file] [view online]
  • Andreou, P.C., Charalambous, C., Martzoukos., S.H., 2006. Robust artificial neural networks for pricing of European options. Computational Economics 27, 329-351. [pdf file] [view online]
  • Andreou, P.C. and Pierides, Y., 2004. Trade opportunities for the Athens Derivatives Exchange. Journal of Derivatives & Hedge Funds (formerly Derivatives Use, Trading & Regulation) 10, 268-282.
 
Articles in Refereed Conference Proceedings
  • Andreou, P.C., Charalambous, C., Martzoukos, S.H., 2009. European option pricing by using the support vector regression approach.  Lecture Notes in Computer Science 5769, 874-883. [view online]
  • Andreou, P.C., Charalambous, C., Martzoukos, S.H., 2004. Option pricing and trading with artificial neural networks and advanced parametric models with implied parameters. IEEE International Joint Conference on Neural Networks 4, 2741–2746. [view online]
  • Andreou, P.C., Charalambous, C., Martzoukos, S.H., 2002. Critical assessment of option pricing methods using artificial neural networks. Lecture Notes in Computer Science 2415, 1131-1136. [view online]
 
Professional Magazines
  • Extensive reference to the paper “A volatility smirk that defaults: The case of the S&P 500 index options” in the article by David C. Shimko, entitled “The Search for (Useful)  Disaster Indicators”,  Risk Professional magazine of the Global Association of Risk Professionals (October 2009, pages 58-61). [view online]
 
Book Chapters
  • Panayides, Ph.M., Wiedmer, R., Andreou, P., Louca, C., 2012. Supply chain integration of shipping companies. In Song, D-W., Panayides, Ph.M. (eds) Maritime Logistics: A Complete Guide to Effective Shipping and Port Management, London Kogan Page (Chapter 7, pp. 101-124). [view online
 
 
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