| Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure S Papadamou, AP Fassas, D Kenourgios, D Dimitriou The Journal of Economic Asymmetries 28, e00317, 2023 | 161* | 2023 |
| Implied volatility indices–A review AP Fassas, C Siriopoulos The Quarterly Review of Economics and Finance 79, 303-329, 2021 | 131* | 2021 |
| Flight-to-quality between global stock and bond markets in the COVID era S Papadamou, AP Fassas, D Kenourgios, D Dimitriou Finance Research Letters 38, 101852, 2021 | 125 | 2021 |
| Price discovery in bitcoin futures AP Fassas, S Papadamou, A Koulis Research in International Business and Finance 52, 101116, 2020 | 79 | 2020 |
| An Investor Sentiment Barometer-Greek Implied Volatility Index (GRIV) C Siriopoulos, A Fassas Global Finance Journal, 2012 | 63 | 2012 |
| Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic AP Fassas Heliyon 6 (12), 2020 | 44 | 2020 |
| Intraday price discovery and volatility spillovers in an emerging market AP Fassas, C Siriopoulos International Review of Economics & Finance 59, 333-346, 2019 | 43 | 2019 |
| Unconventional monetary policy announcements and risk aversion: evidence from the US and European equity markets AP Fassas, S Papadamou The European Journal of Finance 24 (18), 1885-1901, 2018 | 33 | 2018 |
| Variance risk premium and equity returns AP Fassas, S Papadamou Research in International Business and Finance 46, 462-470, 2018 | 33 | 2018 |
| Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices C Siriopoulos, A Fassas Review of Derivatives Research 16 (3), 233-266, 2013 | 27 | 2013 |
| Corporate liquidity, supply chain and cost issues awareness within the Covid-19 context: evidence from us management reports’ textual analysis A Fassas, S Bellos, G Kladakis Corporate Governance: The International Journal of Business in Society 21 (6 …, 2021 | 25 | 2021 |
| Tracking Ability of ETFs: Physical versus Synthetic Replication AP Fassas The Journal of Index Investing 5 (2), 9–20, 2014 | 24 | 2014 |
| The information content of VFTSE C Siriopoulos, A Fassas Available at SSRN 1307702, 2008 | 24 | 2008 |
| Mispricing in stock index futures markets – The case of Greece AP Fassas Investment Management and Financial Innovations 8 (2), 101-107, 2011 | 23 | 2011 |
| Exchange-Traded Products investing and Precious Metal prices AP Fassas Journal of Derivatives & Hedge Funds 18 (2), 127-140, 2012 | 21 | 2012 |
| VIX futures as a market timing indicator AP Fassas, N Hourvouliades Journal of Risk and Financial Management 12 (3), 113, 2019 | 20 | 2019 |
| The efficiency of the VIX futures market: A panel data approach AP Fassas, C Siriopoulos Journal of Alternative Investments 14 (3), 55, 2012 | 20 | 2012 |
| US unconventional monetary policy and risk tolerance in major currency markets AP Fassas, D Kenourgios, S Papadamou The European Journal of Finance 27 (10), 994-1008, 2021 | 16 | 2021 |
| Investors’ risk aversion integration and quantitative easing A Fassas, S Papadamou, D Philippas Review of Behavioral Finance 12 (2), 170-183, 2020 | 16 | 2020 |
| Dynamic co-movements and directional spillovers among energy futures S Demiralay, N Hourvouliades, A Fassas Studies in Economics and Finance 37 (4), 673-696, 2020 | 14 | 2020 |