| Modelling the distribution of the extreme share returns in Singapore K Tolikas, GD Gettinby Journal of Empirical Finance 16 (2), 254-263, 2009 | 52 | 2009 |
| Unexpected tails in risk measurement: Some international evidence K Tolikas Journal of Banking & Finance 40, 476-493, 2014 | 45 | 2014 |
| Extreme risk and value-at-risk in the German stock market K Tolikas, A Koulakiotis, RA Brown European Journal of Finance 13 (4), 373-395, 2007 | 42 | 2007 |
| The lead-lag relation between the stock and the bond markets K Tolikas The European Journal of Finance 24 (10), 849-866, 2018 | 38 | 2018 |
| Value-at-risk and extreme value distributions for financial returns K Tolikas The Journal of Risk 10 (3), 31-77, 2008 | 36 | 2008 |
| The distribution of the extreme daily share returns in the Athens stock exchange K Tolikas, RA Brown European Journal of Finance 12 (1), 1-22, 2006 | 36 | 2006 |
| Is default risk priced equally fast in the credit default swap and the stock markets? An empirical investigation K Tolikas, N Topaloglou Journal of International Financial Markets, Institutions and Money 51, 39-57, 2017 | 33 | 2017 |
| The rare event risk in African emerging stock markets K Tolikas Managerial Finance 37 (3), 275-294, 2011 | 33 | 2011 |
| Tail risk and the cross-section of mutual fund expected returns N Karagiannis, K Tolikas Journal of Financial and Quantitative Analysis 54 (1), 425-447, 2019 | 27 | 2019 |
| The Anderson–Darling goodness-of-fit test statistic for the three-parameter lognormal distribution K Tolikas, S Heravi Communications in Statistics—Theory and Methods 37 (19), 3135-3143, 2008 | 16 | 2008 |
| The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange K Tolikas International Review of Financial Analysis 46, 191-201, 2016 | 5 | 2016 |
| The impact of foreign cross‐listings on the home Dutch equities A Koulakiotis, D Angelidis, K Tolikas, P Molyneux Managerial Finance 32 (5), 451-462, 2006 | 3 | 2006 |
| Hedge fund performance persistence under different business cycles and stock market regimes D Stafylas, A Andrikopoulos, K Tolikas The North American Journal of Economics and Finance 64, 101866, 2023 | 2 | 2023 |
| The Distribution of the Extreme Daily Share Returns in the Athens Stock Exchange RA Brown, K Tolikas European Journal of Finance, Forthcoming, 2004 | 1 | 2004 |
| Managerial characteristics and performance of eurozone mutual funds K Tolikas, M Callonnec Journal of Financial Research 46 (4), 925-947, 2023 | | 2023 |
| Panel-Data Estimation in Finance: Testable Assumptions and Parameter (In) Consistency William D. Grieser and Charles J. Hadlock Asymmetric Information, Debt Capacity, and … ML Lemmon, JF Zender, P Foroughi, N Kang, G Ozik, R Sadka, J Hsieh, ... | | 2019 |
| The Impact of Regulatory Standards, Interest Rates and Trading Volume on Volatility Transmission between Cross-listed European Equities A Koulakiotis, A Dasilas, K Tolikas, P Molyneux Journal of International Business and Economy, 2009 | | 2009 |
| An application of extreme value theory in modelling extreme share returns K Tolikas Advances in Doctoral Research in Management, 19-45, 2008 | | 2008 |
| Capturing extremes K Tolikas | | 2008 |
| An application of extreme value theory in value-at-risk estimation K Tolikas University of Dundee, 2004 | | 2004 |
