Panayiotis Theodossiou

2.6k total citations
56 papers, 1.9k citations indexed

About

Panayiotis Theodossiou is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Panayiotis Theodossiou has authored 56 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 34 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Panayiotis Theodossiou's work include Financial Risk and Volatility Modeling (35 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (14 papers). Panayiotis Theodossiou is often cited by papers focused on Financial Risk and Volatility Modeling (35 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (14 papers). Panayiotis Theodossiou collaborates with scholars based in United States, Cyprus and Netherlands. Panayiotis Theodossiou's co-authors include Unro Lee, Turan G. Bali, Christos S. Savva, Gregory Koutmos, Gikas A. Hardouvelis, Christos I. Negakis, James B. McDonald, Rezà F. Saidi, Andreas C. Christofi and George C. Philippatos and has published in prestigious journals such as Journal of the American Statistical Association, Management Science and Review of Financial Studies.

In The Last Decade

Panayiotis Theodossiou

52 papers receiving 1.8k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Panayiotis Theodossiou United States 23 1.4k 1.2k 455 375 199 56 1.9k
Michael Johannes United States 21 3.2k 2.3× 1.6k 1.3× 583 1.3× 213 0.6× 216 1.1× 43 3.5k
Simone Manganelli Germany 23 2.3k 1.6× 2.0k 1.6× 1.1k 2.5× 243 0.6× 228 1.1× 65 3.1k
Christian T. Brownlees Spain 19 2.0k 1.4× 1.8k 1.5× 594 1.3× 306 0.8× 197 1.0× 50 2.6k
Carla Inclán United States 10 1.3k 0.9× 1.5k 1.2× 703 1.5× 181 0.5× 113 0.6× 11 2.2k
Thierry Roncalli France 19 1.5k 1.0× 850 0.7× 223 0.5× 186 0.5× 627 3.2× 95 2.0k
Gregory Connor United Kingdom 20 2.1k 1.5× 1.6k 1.4× 862 1.9× 452 1.2× 408 2.1× 49 2.7k
Jeffrey R. Russell United States 19 2.6k 1.9× 2.0k 1.7× 792 1.7× 178 0.5× 333 1.7× 34 3.1k
Éric Jacquier Canada 15 2.0k 1.5× 1.4k 1.2× 840 1.8× 99 0.3× 238 1.2× 32 2.6k
Nikolaus Hautsch Austria 22 1.5k 1.0× 1.1k 1.0× 371 0.8× 181 0.5× 274 1.4× 100 1.8k
Federico Nardari United States 18 1.9k 1.3× 1.2k 1.0× 512 1.1× 616 1.6× 299 1.5× 33 2.2k

Countries citing papers authored by Panayiotis Theodossiou

Since Specialization
Citations

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

Fields of papers citing papers by Panayiotis Theodossiou

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Panayiotis Theodossiou

This figure shows the co-authorship network connecting the top 25 collaborators of Panayiotis Theodossiou. A scholar is included among the top collaborators of Panayiotis Theodossiou 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 Panayiotis Theodossiou. Panayiotis Theodossiou 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.
Mascarenhas, Briance, et al.. (2020). Clarifying managerial biases using a probabilistic framework. Journal of Behavioral and Experimental Finance. 27. 100333–100333. 3 indexed citations
2.
Theodossiou, Panayiotis, Dimitris A. Tsouknidis, & Christos S. Savva. (2020). Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risks from Other Shipping Segments. Journal of the Royal Statistical Society Series A (Statistics in Society). 183(3). 1097–1119. 33 indexed citations
3.
Delis, Manthos D., Christos S. Savva, & Panayiotis Theodossiou. (2020). The impact of the coronavirus crisis on the market price of risk. Journal of Financial Stability. 53. 100840–100840. 23 indexed citations
4.
Theodossiou, Panayiotis. (2018). Skewed type III generalized logistic distribution. Communication in Statistics- Theory and Methods. 48(23). 5809–5819. 4 indexed citations
5.
Brown, Susan, et al.. (2018). Banking Crisis in Cyprus: Causes, Consequences and Recent Developments. Multinational Finance Journal. 22. 63–118. 4 indexed citations
6.
McDonald, James B., et al.. (2015). Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application. SSRN Electronic Journal.
7.
Theodossiou, Panayiotis. (2015). Skewed Generalized Error Distribution of Financial Assets and Option Pricing. Multinational Finance Journal. 19(4). 223–266. 58 indexed citations
8.
Theodossiou, Panayiotis & Christos S. Savva. (2015). Skewness and the Relation Between Risk and Return. Management Science. 62(6). 1598–1609. 53 indexed citations
9.
McDonald, James B., et al.. (2009). Robust estimation with flexible parametric distributions: estimation of utility stock betas. Quantitative Finance. 10(4). 375–387. 11 indexed citations
10.
Theodossiou, Panayiotis, et al.. (2009). Beta Estimation with Stock Return Outliers: The Case of U.S. Pharmaceutical Companies. SSRN Electronic Journal. 4 indexed citations
11.
Theodossiou, Panayiotis, et al.. (2009). Impact of Outliers on Stock Return Models: Implications for Event Studies and the Pricing of Risk. SSRN Electronic Journal. 4 indexed citations
12.
Hansen, Christian, James B. McDonald, & Panayiotis Theodossiou. (2007). Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models. Economics. 1(1). 30 indexed citations
13.
Bali, Turan G. & Panayiotis Theodossiou. (2006). A conditional-SGT-VaR approach with alternative GARCH models. Annals of Operations Research. 151(1). 241–267. 108 indexed citations
14.
Theodossiou, Panayiotis, et al.. (2001). Predicting Corporate Financial Distress: A Time-Series CUSUM. SSRN Electronic Journal. 4 indexed citations
15.
Theodossiou, Panayiotis. (2000). Skewed Generalized Error Distribution of Financial Assets and Option Pricing. SSRN Electronic Journal. 44 indexed citations
16.
Theodossiou, Panayiotis. (1998). Financial Data and the Skewed Generalized T Distribution. Management Science. 44(12-part-1). 1650–1661. 316 indexed citations
17.
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
18.
Theodossiou, Panayiotis & Unro Lee. (1995). RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS. Journal of Business Finance & Accounting. 22(2). 289–300. 94 indexed citations
19.
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
20.
Theodossiou, Panayiotis. (1993). Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures. Journal of the American Statistical Association. 88(422). 441–441. 27 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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