Gregory Koutmos

2.9k total citations · 1 hit paper
68 papers, 2.1k citations indexed

About

Gregory Koutmos is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Gregory Koutmos has authored 68 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 59 papers in Finance, 53 papers in Economics and Econometrics and 16 papers in General Economics, Econometrics and Finance. Recurrent topics in Gregory Koutmos's work include Market Dynamics and Volatility (41 papers), Financial Risk and Volatility Modeling (39 papers) and Financial Markets and Investment Strategies (29 papers). Gregory Koutmos is often cited by papers focused on Market Dynamics and Volatility (41 papers), Financial Risk and Volatility Modeling (39 papers) and Financial Markets and Investment Strategies (29 papers). Gregory Koutmos collaborates with scholars based in United States, Finland and Netherlands. Gregory Koutmos's co-authors include G. Geoffrey Booth, Andreas Pericli, Anna D. Martin, Michael Tucker, Panayiotis Theodossiou, Antonios Antoniou, Rezà F. Saidi, Christos I. Negakis, Johan Knif and Unro Lee and has published in prestigious journals such as Journal of International Money and Finance, Journal of Business Finance & Accounting and Journal of Empirical Finance.

In The Last Decade

Gregory Koutmos

64 papers receiving 1.9k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Asymmetric volatility transmission in international stock markets

1995 559 citations Gregory Koutmos et al. Journal of International Money and Finance profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Gregory Koutmos United States	19	1.8k	1.8k	759	298	117	68	2.1k
Richard M. Levich United States	21	1.1k 0.6×	893 0.5×	728 1.0×	527 1.8×	94 0.8×	69	1.6k
Kenneth A. Kavajecz United States	18	1.9k 1.0×	1.0k 0.6×	481 0.6×	665 2.2×	215 1.8×	35	2.1k
Kate Phylaktis United Kingdom	25	1.5k 0.8×	1.6k 0.9×	1.3k 1.7×	299 1.0×	75 0.6×	91	2.1k
Jimmy E. Hilliard United States	15	850 0.5×	735 0.4×	272 0.4×	96 0.3×	76 0.6×	72	1.1k
Kostas Tsatsaronis Switzerland	19	1.2k 0.6×	820 0.5×	549 0.7×	345 1.2×	42 0.4×	33	1.6k
Anthony Neuberger United Kingdom	16	1.5k 0.8×	858 0.5×	260 0.3×	238 0.8×	131 1.1×	42	1.7k
Nikunj Kapadia United States	13	2.8k 1.6×	1.3k 0.7×	352 0.5×	471 1.6×	128 1.1×	23	3.0k
Joëlle Miffre France	20	1.0k 0.6×	1.3k 0.7×	557 0.7×	176 0.6×	147 1.3×	69	1.5k
Ming‐Shiun Pan United States	16	1.0k 0.6×	981 0.5×	610 0.8×	232 0.8×	122 1.0×	51	1.3k

Countries citing papers authored by Gregory Koutmos

Since Specialization

Citations

This map shows the geographic impact of Gregory Koutmos'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 Gregory Koutmos with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gregory Koutmos more than expected).

Fields of papers citing papers by Gregory Koutmos

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gregory Koutmos. 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 Gregory Koutmos. The network helps show where Gregory Koutmos may publish in the future.

Co-authorship network of co-authors of Gregory Koutmos

This figure shows the co-authorship network connecting the top 25 collaborators of Gregory Koutmos. A scholar is included among the top collaborators of Gregory Koutmos 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 Gregory Koutmos. Gregory Koutmos is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Knif, Johan, Dimitrios Koutmos, & Gregory Koutmos. (2019). Modeling the Risk Dynamics of Hedge Funds. RePEc: Research Papers in Economics. 8(1). 1–3.

2.

Knif, Johan, et al.. (2017). Asymmetric Fund Performance Characteristics A Comparison of European and US Large-Cap Funds. Multinational Finance Journal. 21(1). 1–20. 1 indexed citations

3.

Koutmos, Gregory. (2014). Investor heterogeneity and stock returns: A generalized feedback trading model. 1 indexed citations

4.

Koutmos, Gregory. (2011). Time Dependent Autocorrelation in EMS Exchange Rates. Journal of International Financial Markets Institutions and Money. 1 indexed citations

5.

Giannopoulos, Kostas, Ramzi Nekhili, & Gregory Koutmos. (2010). Volatility spillovers and price interdependencies; a dynamic non parametric approach. Research Online (University of Wollongong). 2 indexed citations

6.

Koutmos, Gregory & Anna D. Martin. (2010). Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes. Journal of International Money and Finance. 30(1). 62–73. 10 indexed citations

7.

Koutmos, Gregory & Anna D. Martin. (2003). First and Second Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns. SSRN Electronic Journal. 3 indexed citations

8.

Koutmos, Gregory & Anna D. Martin. (2003). Asymmetric Exchange Rate Exposure: Theory and Evidence. SSRN Electronic Journal. 10 indexed citations

9.

Koutmos, Gregory & Anna D. Martin. (2003). Asymmetric exchange rate exposure: theory and evidence. Journal of International Money and Finance. 22(3). 365–383. 122 indexed citations

10.

Koutmos, Gregory & Johan Knif. (2002). Time variation and asymmetry in systematic risk: evidence from the Finnish stock exchange. Journal of Multinational Financial Management. 12(3). 261–271. 10 indexed citations

11.

Koutmos, Gregory. (2002). Testing for Feedback Trading in Index Futures: A Dynamic CAPM Approach. SSRN Electronic Journal. 3 indexed citations

12.

Koutmos, Gregory. (2000). Modeling Short-Term Interest Rate Volatility. The Journal of Fixed Income. 9(4). 19–26. 4 indexed citations

13.

Koutmos, Gregory. (2000). Dynamic interactions between stock and foreign exchange markets. Global Business and Economics Review. 2(2). 143–143. 2 indexed citations

14.

Koutmos, Gregory & Andreas Pericli. (1999). Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging. SSRN Electronic Journal. 1 indexed citations

15.

Koutmos, Gregory. (1999). Asymmetric index stock returns: evidence from the G–7. Applied Economics Letters. 6(12). 817–820. 12 indexed citations

16.

Koutmos, Gregory & Andreas Pericli. (1999). Hedging GNMA Mortgage‐Backed Securities with T‐Note Futures: Dynamic versus Static Hedging. Real Estate Economics. 27(2). 335–363. 13 indexed citations

17.

Koutmos, Gregory. (1998). Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets. Journal of Economics and Business. 50(3). 277–290. 100 indexed citations

18.

Koutmos, Gregory & Andreas Pericli. (1998). Dynamic hedging of paper with T bill futures. Journal of Futures Markets. 18(8). 925–938. 11 indexed citations

19.

Theodossiou, Panayiotis, et al.. (1997). Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets. Financial Review. 32(2). 205–224. 63 indexed citations

20.

Koutmos, Gregory, Christos I. Negakis, & Panayiotis Theodossiou. (1993). Stochastic behaviour of the Athens stock exchange. Applied Financial Economics. 3(2). 119–126. 80 indexed citations

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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