George Dotsis

661 total citations
38 papers, 441 citations indexed

About

George Dotsis is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, George Dotsis has authored 38 papers receiving a total of 441 indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 27 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in George Dotsis's work include Stochastic processes and financial applications (15 papers), Financial Markets and Investment Strategies (14 papers) and Financial Risk and Volatility Modeling (13 papers). George Dotsis is often cited by papers focused on Stochastic processes and financial applications (15 papers), Financial Markets and Investment Strategies (14 papers) and Financial Risk and Volatility Modeling (13 papers). George Dotsis collaborates with scholars based in Greece, United Kingdom and Italy. George Dotsis's co-authors include Raphael N. Markellos, Dimitris Psychoyios, George Skiadopoulos, Nikolaos Vlastakis, Athanasios Triantafyllou, Kyriakos Chourdakis, A. Sarris, Jia Zhai, Jerry Coakley and Xiaoquan Liu and has published in prestigious journals such as Journal of Banking & Finance, Economics Letters and Journal of International Money and Finance.

In The Last Decade

George Dotsis

31 papers receiving 425 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
George Dotsis Greece 11 320 271 76 61 40 38 441
Elena Asparouhova United States 10 242 0.8× 221 0.8× 34 0.4× 55 0.9× 20 0.5× 23 352
Lawrence Schmidt United States 9 272 0.8× 226 0.8× 62 0.8× 28 0.5× 6 0.1× 29 419
Huang Ming China 2 195 0.6× 241 0.9× 16 0.2× 44 0.7× 8 0.2× 2 359
Enrico G. De Giorgi Switzerland 10 212 0.7× 188 0.7× 26 0.3× 107 1.8× 2 0.1× 31 331
Christian Schmieder United States 14 360 1.1× 162 0.6× 70 0.9× 25 0.4× 4 0.1× 38 452
Wen‐Jen Tsay Taiwan 9 182 0.6× 223 0.8× 148 1.9× 40 0.7× 2 0.1× 34 361
Petar Sorić Croatia 11 68 0.2× 243 0.9× 159 2.1× 41 0.7× 4 0.1× 60 332
Alex Nikolsko‐Rzhevskyy United States 11 221 0.7× 339 1.3× 375 4.9× 32 0.5× 5 0.1× 54 471
Alok Kumar United States 5 295 0.9× 179 0.7× 32 0.4× 54 0.9× 6 0.1× 12 332
Scott Murray United States 10 744 2.3× 460 1.7× 69 0.9× 85 1.4× 36 0.9× 19 795

Countries citing papers authored by George Dotsis

Since Specialization
Citations

This map shows the geographic impact of George Dotsis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by George Dotsis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites George Dotsis more than expected).

Fields of papers citing papers by George Dotsis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by George Dotsis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by George Dotsis. The network helps show where George Dotsis may publish in the future.

Co-authorship network of co-authors of George Dotsis

This figure shows the co-authorship network connecting the top 25 collaborators of George Dotsis. A scholar is included among the top collaborators of George Dotsis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with George Dotsis. George Dotsis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dotsis, George, et al.. (2025). Monetary policy effects on freight rates of dry bulk vessels. International Economics. 182. 100596–100596. 1 indexed citations
2.
Dotsis, George, et al.. (2025). The Variance Risk Premium Over Trading and Nontrading Periods. Journal of Futures Markets. 45(7). 752–770.
3.
Dotsis, George, et al.. (2023). Assessing Housing Market Crashes over the Past 150 years. The Journal of Real Estate Finance and Economics. 70(2). 359–377. 2 indexed citations
4.
Dotsis, George, et al.. (2023). Bank capital regulation and the Modigliani-Miller Theorem: a Post-Keynesian perspective. Journal of Post Keynesian Economics. 46(2). 219–242. 1 indexed citations
5.
Coakley, Jerry, et al.. (2022). The S&P 500 index inclusion effect: Evidence from the options market. International Journal of Finance & Economics. 29(1). 1157–1171. 2 indexed citations
6.
Dotsis, George, et al.. (2020). The “Flats-for-Land” System in Greece: An Idiosyncratic Equity Financing Mechanism in the Post-War Period. Journal of European economic history. 49(2). 175–202.
7.
Dotsis, George, et al.. (2020). Bubble tests in the London housing market: A borough level analysis. International Journal of Finance & Economics. 27(1). 1044–1063. 8 indexed citations
8.
Triantafyllou, Athanasios, George Dotsis, & A. Sarris. (2020). Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. Journal of Agricultural Economics. 71(3). 631–651. 11 indexed citations
9.
Dotsis, George. (2020). Option pricing methods in the City of London during the late 19th century. Quantitative Finance. 20(5). 709–719. 3 indexed citations
10.
Dotsis, George. (2015). The market price of risk of the variance term structure. Journal of Banking & Finance. 84. 41–52. 3 indexed citations
11.
Dotsis, George & Nikolaos Vlastakis. (2015). Corridor Volatility Risk and Expected Returns. Journal of Futures Markets. 36(5). 488–505. 7 indexed citations
12.
Triantafyllou, Athanasios, George Dotsis, & A. Sarris. (2015). Volatility Forecasting and Time‐varying Variance Risk Premiums in Grains Commodity Markets. Journal of Agricultural Economics. 66(2). 329–357. 21 indexed citations
13.
Dotsis, George, et al.. (2012). Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix. Journal of Banking & Finance. 36(9). 2522–2531. 56 indexed citations
14.
Chourdakis, Kyriakos & George Dotsis. (2010). Maximum likelihood estimation of non-affine volatility processes. Journal of Empirical Finance. 18(3). 533–545. 23 indexed citations
15.
Chourdakis, Kyriakos & George Dotsis. (2009). Maximum Likelihood Estimation and Dynamic Asset Allocation with Non-Affine Volatility Processes. SSRN Electronic Journal. 2 indexed citations
16.
Vlastakis, Nikolaos, George Dotsis, & Raphael N. Markellos. (2008). How efficient is the European football betting market? Evidence from arbitrage and trading strategies. Journal of Forecasting. 28(5). 426–444. 72 indexed citations
17.
Dotsis, George, et al.. (2008). Environmental Policy Implications of Extreme Variations in Pollutant Stock Levels and Socioeconomic Costs. SSRN Electronic Journal. 1 indexed citations
18.
Dotsis, George, Dimitris Psychoyios, & George Skiadopoulos. (2007). An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices. SSRN Electronic Journal. 9 indexed citations
19.
Dotsis, George & Raphael N. Markellos. (2007). The finite sample properties of the GARCH option pricing model. Journal of Futures Markets. 27(6). 599–615. 3 indexed citations
20.
Dotsis, George & Raphael N. Markellos. (2006). The Finite Sample Properties of the GARCH Option Pricing Model. SSRN Electronic Journal.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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