| Financial data and the skewed generalized t distribution P Theodossiou Management science 44 (12-part-1), 1650-1661, 1998 | 644 | 1998 |
| Mean and volatility spillovers across major national stock markets: Further empirical evidence P Theodossiou, U Lee Journal of financial Research 16 (4), 337-350, 1993 | 543 | 1993 |
| Predicting shifts in the mean of a multivariate time series process: an application in predicting business failures PT Theodossiou Journal of the American Statistical Association 88 (422), 441-449, 1993 | 259 | 1993 |
| Relationship between volatility and expected returns across international stock markets. P Theodossiou, U Lee Journal of Business Finance & Accounting 22 (2), 1995 | 223 | 1995 |
| A conditional-SGT-VaR approach with alternative GARCH models TG Bali, P Theodossiou Annals of Operations Research 151, 241-267, 2007 | 209 | 2007 |
| Predicting corporate financial distress: A time-series CUSUM methodology E Kahya, P Theodossiou Review of Quantitative Finance and Accounting 13, 323-345, 1999 | 187 | 1999 |
| FINANCIAL DISTRESS AND CORPORATE ACQUISITIONS: FURTHER EMPIRICAL EVIDENCE. P Theodossiou, E Kahya, R Saidi, G Philippatos Journal of Business Finance & Accounting 23, 1996 | 163 | 1996 |
| Skewed generalized error distribution of financial assets and option pricing P Theodossiou Multinational Finance Journal 19 (4), 223-266, 2015 | 162 | 2015 |
| The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets GA Hardouvelis, P Theodossiou The Review of Financial Studies 15 (5), 1525-1559, 2002 | 152 | 2002 |
| Stochastic behaviour of the Athens stock exchange G Koutmos, C Negakis, P Theodossiou Applied Financial Economics 3 (2), 119-126, 1993 | 142 | 1993 |
| Alternative models for assessing the financial condition of business in Greece P Theodossiou Journal of Business Finance and Accounting 18 (5), 697-720, 1991 | 142 | 1991 |
| Volatility reversion and correlation structure of returns in major international stock markets P Theodossiou, E Kahya, G Koutmos, A Christofi Financial Review 32 (2), 205-224, 1997 | 125 | 1997 |
| Time-varying betas and volatility persistence in international stock markets G Koutmos, U Lee, P Theodossiu Journal of Economics and Business 46 (2), 101-112, 1994 | 113 | 1994 |
| Skewness and the relation between risk and return P Theodossiou, CS Savva Management Science 62 (6), 1598-1609, 2016 | 88 | 2016 |
| Risk measurement performance of alternative distribution functions TG Bali, P Theodossiou Journal of Risk and Insurance 75 (2), 411-437, 2008 | 88 | 2008 |
| The stochastic properties of major Canadian exchange rates P Theodossiou Financial Review 29 (2), 193-221, 1994 | 67 | 1994 |
| Time‐series properties and predictability of Greek exchange rates G Koutmos, P Theodossiou Managerial and Decision Economics 15 (2), 159-167, 1994 | 65 | 1994 |
| Some flexible parametric models for partially adaptive estimators of econometric models CB Hansen, JB McDonald, P Theodossiou economics 1 (1), 20070007, 2007 | 46 | 2007 |
| Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments P Theodossiou, D Tsouknidis, C Savva Journal of the Royal Statistical Society Series A: Statistics in Society 183 …, 2020 | 45 | 2020 |
| Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components F Ioannidis, K Kosmidou, C Savva, P Theodossiou Energy Economics 95, 105110, 2021 | 42 | 2021 |
Gregory KoutmosFairfield University, Dolan School of BusinessVerifisert e-postadresse på fairfield.edu
