Angelos Kanas is a Professor of Finance at the Department of Economics, University of Piraeus. Previous posts include a Lectureship in Finance at the University of Wales (Bangor), a Lectureship in Finance at the University of Stirling, and a Full Professorship in Finance at the University of Kent, UK.
His research has appeared in 4-rated and 3-rated (ABS 2015) journals including the Journal of Money Credit and Banking, Journal of Financial Research, Journal of International Money and Finance, Economics Letters, Financial Review, European Journal of Operational Research, and Journal of Banking and Finance. His research received nearly 1700 citations (Jan 2016) with an h-index of 20 (Jan 2016).
He has received invitations and delivered talks in various universities and institutions including the Bank of England, and major international conferences including the European Finance Association conference.
He is Editor-in-Charge for Empirical Economics (Springer), and Associate Editor for Applied Financial Economics (Routledge).
His undergraduate studies have been financed by three annual studentships from the Hellenic National Scholarships Foundation (I.K.Y), his M.Sc. by a full scholarship from Bodosakis Foundation, and his Ph.D. by a 3-year full scholarship from the National Scholarships Foundation in Greece (I.K.Y.). He has also received funding for research from national and international bodies including NATO and the EU.
On Sabbatical
1. Editorial Boards
Associate Editor, Empirical Economics (2005 - )
Associate Editor, Applied Financial Economics (2006 - )
Associate Editor, Applied Financial Economics Letters (2006 - )
Associate Editor, European Journal of Finance (2011 - 2012)
Quest Editor, Journal of International Money and Finance, Special Issue, 2007.
2. Research Impact: Googlescholar (Nov 2015):
Normalization
Citations
none
1614
20
per co-authorship
1332
18
per age
124
5
3. Selected Publications (ABS 2015 journal classification)
1. Dividend Policy, Managerial Ownership and Debt Financing: A Non-Parametric Perspective (with C Florackis and A Kostakis)European Journal of Operational Research, (ABS 2015: 4), 2015, March, 783-795.2. Information revelation in the Greek Exchange opening call: Daily and intraday evidence, (with G Papachristou and P Anagnostidis)Journal of International Financial Markets Institutions and Money, (ABS 2015: 3),3. Default risk and equity prices in the U.S. banking sector: regime switching effects of regulatory changesJournal of International Financial Markets Institutions and Money, (ABS 2015: 3), 2014, 244-584. Bank dividends, real GDP growth, and default risk,International Journal of Finance and Economics, (ABS 2015: 3) 2014, July, 212-224.5. Bond futures, inflation protected bonds, and inflation risk premium,Journal of International Financial Markets Institutions and Money, (ABS 2015: 3), 2014, 82-99.6. The impact of PCA on the default risk of the U.S. commercial banking system,Review of Quantitative Finance and Accounting, (ABS 2015: 3), 2014, 43, 393-4047. Uncovering a positive risk-return relation: the role of implied volatility indexReview of Quantitative Finance and Accounting, (ABS 2015: 3), 2014, 42, 159-1708. (with Phil Molyneux and Rhys ap Gwylym) U.S. Prompt Corrective Action and bank riskJournal of International Financial Markets Institutions and Money(ABS2015:3) 2013, 26, 239-2579. Bank dividends, risk, and regulatory regimesJournal of Banking and Finance, (ABS 2015: 3) 2013, 1-1010. The risk-return relation and VIX: evidence from the S&P 500Empirical Economics, 2013, 1292-1314.11. Implied volatility and the risk-return relation: A NoteInternational Journal of Finance and Economics, (ABS 2015: 3) 2013, 18, 159-164.12. Modelling the risk and return relationship for S&P 100Economic Modelling, 29, 2012, 795-809.13. (with D Vasiliou and N Eriotis).Revisiting bank profitability: A semi-parametric approachJournal of International Financial Markets Institutions and Money (ABS 2015: 3)2012,990-100514. Causality from real stock returns to real activity (with Chris Ioannidis)International Journal of Finance and Economics, (ABS 2015: 3) 15, 2, 2010, 180-197.15. Regime-switching in stock index and futures markets: A note on the NIKKEI evidenceInternational Journal of Finance and Economics, (ABS 2015: 3) 2009, 394-399.16. Real exchange rates and developing countriesInternational Journal of Finance and Economics, (ABS 2015: 3)14, 3, 2009, 280-299.17. On real interest rates dynamics and regime switchingJournal of Banking and Finance, (ABS 2015: 3)32, 10, 2008, 2089-2098.18. Euro area expansion: Current state and future prospects, (with G Kouretas)Journal of International Money and Finance, (ABS 2015: 3) 27, 2008, 165-168.19. Modeling regime transition in stock index futures markets and forecasting implicationsJournal of Forecasting, 2008, 27, 8, 649-669.20. Purchasing Power Parity and Markov regime switchingJournal of Money Credit and Banking, (ABS 2015: 4) September 2006, 38, 1669-1687.21. Regime (non)stationarity in the US/UK real exchange rate, (with M Genius)Economics Letters, (ABS 2015: 3) 87, 3, 2005, 407-413.22. Nonlinearity in the stock price-dividend relationJournal of International Money and Finance, (ABS 2015: 3)24, 4, 2005, 583-606.23. Regime linkages in the US/UK real exchange rate - the real interest rate differential relation,Journal of International Money and Finance, (ABS 2015: 3) 24, 2, 2005, 257-274.24. Intrinsic bubbles revisited and forecasting implications with Yue Ma)Journal of Forecasting, 23, 2004, 237-250.25. Nonlinear forecasts of stock returnsJournal of Forecasting, 22, 4, July, 2003, 299-316.26. Volatility spillovers between black and official markets for foreign currency in Greece (with G Kouretas)Journal of Financial Research (ABS 2015: 3) , Fall 2001, 443-461.27. Μean and variance causality between the official and parallel currency markets: evidence from four Latin America countries (with G Kouretas)Τhe Financial Review (ABS 2015: 3) , 2002, 137-164.28. Regime Dependence between the Official and Parallel Markets for US Dollars in Greece (with G Kouretas)Journal of Macroeconomics, 29, 2, 2007, 431-449.29. (with G Tsiotas) Real interest rate linkages between the USA and the UK in the postwar period,International Journal of Finance and Economics (ABS 2015: 3), 10, 3, 2005, 251-262.30. Real or Monetary? The US/UK real exchange rate, 1921-2002,Journal of International Financial Markets, Institutions and Money, (ABS 2015: 3)15, 2005, 21-38.31. Modelling the US/UK real exchange rate – real interest differential: A regime switching approachThe Manchester School, 73, 2, 123-140, 2005.32. Regime linkages between the Mexican currency and emerging marketsEconomic Modelling, 22, 1, 2005, 109-125.33. Modelling traffic volatility dynamics in urban network (with Y Kamarianakis and P Prastacos)Journal of the Transportation Research Record, 2005, vol. 1923, 18-27.34. Lead-lag effects in the mean and variance of size-sorted UK equity portfoliosEmpirical Economics, 2004, 29, 575-592.35. Contagion in banking due to BCCI’s failure: Evidence from national equity indicesInternational Journal of Finance and Economics (ABS 2015: 3) ,9, 2004, 245-255.36. Testing for pure contagion effects in international banking after BCCI’s failure: A Markov switching approach,International Journal of Theoretical and Applied Finance, 2004, 289- 30237. Βlack and official exchange rate volatility and foreign exchange controls: Evidence from Greece, (with G Kouretas),Ιnternational Journal of Finance and Economics (ABS 2015: 3), 2001, 6, 13-25.38. Neural network vsv linear forecasts for stock returns,International Journal of Finance and Economics (ABS 2015: 3), 6, 3, 2001, 245-254.39. Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM, (with Yue Ma)Journal of International Money and Finance (ABS 2015: 3), 2000, 19, 135-152.40. Volatility spillovers between stock returns and exchange rates: International evidenceJournal of Business Finance and Accounting (ABS 2015: 3), 2000, 27, 3/4, 447-467.41. Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM, (with Yue Ma)Journal of International Financial Markets Institutions and Money(ABS2015:3), 2000,10,69-842. Volatility spillovers across equity markets: European evidenceApplied Financial Economics, 1998, 8, 245-256.43. Linkages between the US and European equity markets: further evidence from cointegration tests,Applied Financial Economics, 1998, 8, 607-614.44. The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German Dominance HypothesisApplied Financial Economics, 1997, 7, 587-598.45. Exchange rate exposure when market share matters and hedging using currency optionsManagement International Review (ABS 2015: 3), 36, 1, 1996, 67 - 84.ΒΙΒΛΙΟ:
The stock market of Cyprus: Institutional framework and performance of an emerging market, 2006, Institute of Research, Cyprus (with D Georgoutsos, G Kouretas, E Chrisostomidou, K Siakalli).
Spring semester 2018-2019
- Thursday, 17:00-18:00