Timotheos Angelidis

920 total citations
43 papers, 581 citations indexed

About

Timotheos Angelidis is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Timotheos Angelidis has authored 43 papers receiving a total of 581 indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 27 papers in Economics and Econometrics and 19 papers in General Economics, Econometrics and Finance. Recurrent topics in Timotheos Angelidis's work include Market Dynamics and Volatility (27 papers), Financial Markets and Investment Strategies (22 papers) and Financial Risk and Volatility Modeling (21 papers). Timotheos Angelidis is often cited by papers focused on Market Dynamics and Volatility (27 papers), Financial Markets and Investment Strategies (22 papers) and Financial Risk and Volatility Modeling (21 papers). Timotheos Angelidis collaborates with scholars based in Greece, France and United Kingdom. Timotheos Angelidis's co-authors include Stavros Degiannakis, Nikolaos Tessaromatis, Alexandros Benos, Ανδρέας Ανδρικόπουλος, George Filis, Αθανάσιος Σάκκας, Nikolaos S. Thomaidis, Vassilios S. Vassiliadis, Georgios Dounias and George Skiadopoulos and has published in prestigious journals such as Journal of Banking & Finance, Finance research letters and Financial Analysts Journal.

In The Last Decade

Timotheos Angelidis

42 papers receiving 545 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Timotheos Angelidis Greece 15 458 435 136 87 70 43 581
George H. K. Wang United States 15 576 1.3× 530 1.2× 205 1.5× 160 1.8× 87 1.2× 45 708
George Panayotov United States 11 489 1.1× 369 0.8× 228 1.7× 37 0.4× 40 0.6× 22 622
Giulio Girardi United States 6 456 1.0× 446 1.0× 108 0.8× 72 0.8× 45 0.6× 10 589
A. Tolga Ergün United States 6 424 0.9× 439 1.0× 122 0.9× 47 0.5× 54 0.8× 12 566
Gita Persand United Kingdom 11 644 1.4× 599 1.4× 286 2.1× 47 0.5× 77 1.1× 20 759
Athanasios Fassas Greece 13 348 0.8× 460 1.1× 120 0.9× 55 0.6× 33 0.5× 46 556
Chardin Wese Simen United Kingdom 13 275 0.6× 285 0.7× 106 0.8× 58 0.7× 48 0.7× 34 395
Stuart Hyde United Kingdom 15 454 1.0× 518 1.2× 286 2.1× 96 1.1× 65 0.9× 55 690
Wenjun Xue China 11 203 0.4× 234 0.5× 78 0.6× 69 0.8× 76 1.1× 33 343
Takuji Kinkyo Japan 9 146 0.3× 267 0.6× 98 0.7× 66 0.8× 44 0.6× 35 366

Countries citing papers authored by Timotheos Angelidis

Since Specialization
Citations

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

Fields of papers citing papers by Timotheos Angelidis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Timotheos Angelidis

This figure shows the co-authorship network connecting the top 25 collaborators of Timotheos Angelidis. A scholar is included among the top collaborators of Timotheos Angelidis 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 Timotheos Angelidis. Timotheos Angelidis 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.
Angelidis, Timotheos, et al.. (2024). World ESG performance and economic activity. Journal of International Financial Markets Institutions and Money. 93. 101996–101996. 5 indexed citations
2.
Angelidis, Timotheos & Nikolaos Tessaromatis. (2023). The disappearing profitability of volatility-managed equity factors. Journal of Financial Markets. 65. 100857–100857. 4 indexed citations
3.
Angelidis, Timotheos, et al.. (2023). Climate uncertainty and marginal climate capital needs. Finance research letters. 56. 104060–104060. 3 indexed citations
4.
Angelidis, Timotheos, Αθανάσιος Σάκκας, & Nikolaos Tessaromatis. (2015). Stock Market Dispersion, the Business Cycle and Expected Factor Returns. SSRN Electronic Journal. 1 indexed citations
5.
Angelidis, Timotheos, Αθανάσιος Σάκκας, & Nikolaos Tessaromatis. (2015). Stock market dispersion, the business cycle and expected factor returns. Journal of Banking & Finance. 59. 265–279. 27 indexed citations
6.
Angelidis, Timotheos & Nikolaos Tessaromatis. (2014). Global portfolio management under state dependent multiple risk premia. RePEc: Research Papers in Economics. 49–82. 5 indexed citations
7.
Angelidis, Timotheos & Nikolaos Tessaromatis. (2014). Global Style Portfolios Based on Country Indices. MPRA Paper. 1 indexed citations
8.
Ανδρικόπουλος, Ανδρέας, et al.. (2014). Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers. International Review of Financial Analysis. 35. 118–127. 23 indexed citations
9.
Angelidis, Timotheos, Daniel Giamouridis, & Nikolaos Tessaromatis. (2012). Revisiting Mutual Fund Performance Evaluation. SSRN Electronic Journal. 9 indexed citations
10.
Angelidis, Timotheos & Ανδρέας Ανδρικόπουλος. (2010). Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach. International Review of Financial Analysis. 19(3). 214–221. 12 indexed citations
11.
Thomaidis, Nikolaos S., Timotheos Angelidis, Vassilios S. Vassiliadis, & Georgios Dounias. (2009). ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION. New Mathematics and Natural Computation. 5(3). 535–555. 16 indexed citations
12.
Angelidis, Timotheos, et al.. (2008). Value-at-Risk for Greek Stocks. Multinational Finance Journal. 12(1/2). 67–104. 14 indexed citations
13.
Angelidis, Timotheos & Nikolaos Tessaromatis. (2007). Does idiosyncratic risk matter? Evidence from European stock markets. Applied Financial Economics. 18(2). 125–137. 9 indexed citations
14.
Angelidis, Timotheos & Stavros Degiannakis. (2007). Backtesting VaR models:a two-stage procedure. The Journal of Risk Model Validation. 1(2). 27–48. 26 indexed citations
15.
Angelidis, Timotheos & Nikolaos Tessaromatis. (2007). Idiosyncratic volatility and equity returns: UK evidence. International Review of Financial Analysis. 17(3). 539–556. 27 indexed citations
16.
Angelidis, Timotheos & Alexandros Benos. (2006). Liquidity adjusted value-at-risk based on the components of the bid-ask spread. Applied Financial Economics. 16(11). 835–851. 41 indexed citations
17.
Angelidis, Timotheos, Alexandros Benos, & Stavros Degiannakis. (2006). A robust VaR model under different time periods and weighting schemes. Review of Quantitative Finance and Accounting. 28(2). 187–201. 42 indexed citations
18.
Angelidis, Timotheos & Stavros Degiannakis. (2005). Forecasting One-Day-Ahead VaR and Intra-Day Realized Volatility in the Athens Stock Exchange Market. SSRN Electronic Journal. 1 indexed citations
19.
Angelidis, Timotheos & Alexandros Benos. (2005). The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange. SSRN Electronic Journal. 1 indexed citations
20.
Hardouvelis, Gikas A., et al.. (2004). Greek Closed-End Fund Premia: An Empirical Investigation. SSRN Electronic Journal. 3 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by George H. K. Wang Breakdown of academic impact, for papers by George Panayotov Breakdown of academic impact, for papers by Giulio Girardi Breakdown of academic impact, for papers by A. Tolga Ergün Breakdown of academic impact, for papers by Gita Persand Breakdown of academic impact, for papers by Athanasios Fassas Breakdown of academic impact, for papers by Chardin Wese Simen Breakdown of academic impact, for papers by Stuart Hyde Breakdown of academic impact, for papers by Wenjun Xue Breakdown of academic impact, for papers by Takuji Kinkyo
Rankless by CCL
2026