{"id":172,"date":"2022-12-14T13:46:37","date_gmt":"2022-12-14T13:46:37","guid":{"rendered":"https:\/\/w1.aua.gr\/ipama\/?post_type=faculty&p=172"},"modified":"2022-12-19T08:36:11","modified_gmt":"2022-12-19T08:36:11","slug":"vasilios-sogiakas","status":"publish","type":"faculty","link":"https:\/\/w1.aua.gr\/ipama\/en\/faculty\/vasilios-sogiakas\/","title":{"rendered":"Vasilios Sogiakas"},"content":{"rendered":"\n

Vasilios I. Sogiakas is Professor in Finance at the Department of Regional Development of the Ionian
University. He acquires a PhD in Finance, an MSc and a BSc in Statistics from the Athens University of
Economics and Business. During 2018-2020, Vasilios held a position at the American College of
Greece, acting Head of the Department of Accounting, Economics and Finance. Vasilios, previously
held a position at the University of Glasgow, Adam Smith Business School (2010-2018) acting Director
of the Centre of Economics and Finance Studies. As a Certified Fellow of the Higher Education
Academy in UK he has provided his professional services to many international and national institutions
the Hellenic Open University, the Athens University of Economics and Business, the University
of Patras, the University of Stirling and the Kingston Business School. His research interests lie in the
area of Quantitative Finance with emphasis on portfolio management, asset pricing, risk management,
contagion risk and banking regulation.
Selected Publications<\/p>\n\n\n\n

  1. \u201cSpill Over Effects of Futures Contracts Initiation on the Cash Market: A Regime Shift Approach\u201d, with
    G., Karathanassis, Review of Quantitative Finance and Accounting, 2010, Vol. 34 (1), pp. 95-143.<\/li>
  2. \u201cInformational Efficiency and Spurious Spillover effects between Spot and Derivatives Markets\u201d, with
    G., Karathanassis, Global Finance Journal, 2015, Vol. 27, pp. 46-72.<\/li>
  3. \u201cNonlinearities in the CAPM: Evidence from developed and emerging markets\u201d, with S. Neslihanoglu,
    J.H., McColl and D., Lee, Journal of Forecasting, 2016, Vol. 36, pp. 867-897.<\/li>
  4. \u201cVolatility Co-movements & Spillover Effects within the Eurozone Economies: A Multivariate GARCH
    Approach using the Financial Stress Index\u201d, with A., Tsopanakis & R., MacDonald, Journal of
    International Financial Markets, Institutions & Money, 2018, Vol. 52, pp. 17-36.<\/li>
  5. \u201cIs Stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US
    freeze-outs\u201d, with K., Konstantaras, Annals of Operations Research, 2019, 282, pp. 179-216.<\/li>
  6. \u201cSpreading the Sin: An Empirical Assessment from Corporate Takeovers\u201d, with M. Guidi, E. Vagenas-
    Nanos & P. Verwijmeren, International Review of Financial Analysis, 2020, Vol. 71. 18.<\/li>
  7. \u201cThe role of Net Stable Funding Ratio on the bank-lending channel: Evidence from European Union\u201d,
    with S. Papadamou, D. Sogiakas & K. Syriopoulos, Journal of Banking Regulation, 2021, Vol. 22, pp.
    287-307.<\/li><\/ol>\n","protected":false},"featured_media":158,"template":"","position":[58],"class_list":["post-172","faculty","type-faculty","status-publish","has-post-thumbnail","hentry","position-contractor-en"],"acf":[],"_links":{"self":[{"href":"https:\/\/w1.aua.gr\/ipama\/wp-json\/wp\/v2\/faculty\/172","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/w1.aua.gr\/ipama\/wp-json\/wp\/v2\/faculty"}],"about":[{"href":"https:\/\/w1.aua.gr\/ipama\/wp-json\/wp\/v2\/types\/faculty"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/w1.aua.gr\/ipama\/wp-json\/wp\/v2\/media\/158"}],"wp:attachment":[{"href":"https:\/\/w1.aua.gr\/ipama\/wp-json\/wp\/v2\/media?parent=172"}],"wp:term":[{"taxonomy":"position","embeddable":true,"href":"https:\/\/w1.aua.gr\/ipama\/wp-json\/wp\/v2\/position?post=172"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}