Search Results - "Tsekrekos, Andrianos E."

Real Options in Operations Research: A Review by Trigeorgis, Lenos, Tsekrekos, Andrianos E.

“…•Reviews 164 papers from five internationally-renowned journals between 2004 and 2015.•Papers employ the Real Options approach to Operations Research…”
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The effect of financial leverage on real and accrual-based earnings management by Anagnostopoulou, Seraina C., Tsekrekos, Andrianos E.

“…Past research has documented a substitution effect between real earnings management (RM) and accrual-based earnings management (AM), depending on relative…”
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The effect of mean reversion on entry and exit decisions under uncertainty by Tsekrekos, Andrianos E.

“…Many economic variables of interest exhibit a tendency to revert to predictable long-run levels. However, mean reverting processes are rarely used in…”
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Real options theory in international business by Chi, Tailan, Li, Jing, Trigeorgis, Lenos G, Tsekrekos, Andrianos E

“…The last quarter century has witnessed substantial growth in applications of real options theory (ROT) to international business (IB) research. In this review,…”
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The Pay‐for‐Success Contract: A Valuation Note by Andrikopoulos, Andreas, Tsekrekos, Andrianos E.

“…ABSTRACT Pay‐for‐success contracts are social and financial innovations in social policy and capital markets, respectively. This paper argues that they exhibit…”
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Enhancement in a firm's information environment via options trading and the efficiency of corporate investment by Anagnostopoulou, Seraina C., Trigeorgis, Lenos, Tsekrekos, Andrianos E.

“…We examine the association between enhancement in a firm's information environment via options trading and firm investment efficiency. Investment inefficiency…”
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The impact of online reputation on hotel profitability by Anagnostopoulou, Seraina C, Buhalis, Dimitrios, Kountouri, Ioanna L, Manousakis, Eleftherios G, Tsekrekos, Andrianos E

“…Purpose The purpose of this study is to quantify the impact of online customer reputation on financial profitability. Design/methodology/approach Online…”
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Optimal switching decisions under stochastic volatility with fast mean reversion by Tsekrekos, Andrianos E., Yannacopoulos, Athanasios N.

“…•Study optimal switching problems under “fast” mean-reverting stochastic volatility.•Derive closed-form approximations of the full problem via homogenization…”
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Freight rate volatility and flag-switching decisions by Chondrokouki, Maria I., Tsekrekos, Andrianos E.

“…An important decision facing shipping firms is the choice between an open- or national ship registry. We empirically test the predictions of Kavussanos and…”
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Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms) by Kountouri, Ioanna, Manousakis, Eleftherios, Tsekrekos, Andrianos E.

“…We propose a novel and objective statistical method known as latent semantic analysis (LSA), used in search engine procedures and information retrieval…”
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Earnings management in firms seeking to be acquired by Anagnostopoulou, Seraina C., Tsekrekos, Andrianos E.

“…Empirical evidence regarding accrual-based earnings management around mergers and acquisitions has been setting-specific as far as target firms are concerned…”
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Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain by Dimakopoulou, Andriana G., Pramatari, Katerina C., Tsekrekos, Andrianos E.

“…Due to the high levels of flexibility and uncertainty associated with the deployment of RFID technology in the supply chain (e.g. alternative investment…”
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Strategic entry and market leadership in a two-player real options game by Shackleton, Mark B, Tsekrekos, Andrianos E, Wojakowski, Rafał

“…We analyse the entry decisions of competing firms in a two-player stochastic real option game, when rivals earn different but correlated uncertain…”
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How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options by Chalamandaris, Georgios, Tsekrekos, Andrianos E.

“…We claim that previously proposed parametric specifications that linearly approximate the term structure of the implied volatility surface (IVS) in option…”
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Accounting quality, information risk and the term structure of implied volatility around earnings announcements by Anagnostopoulou, Seraina C., Tsekrekos, Andrianos E.

“…We examine the association between accounting quality, which is used as a proxy for firm information risk, and the behavior of the term structure of implied…”
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Predictable dynamics in implied volatility surfaces from OTC currency options by Chalamandaris, Georgios, Tsekrekos, Andrianos E.

“…Recent empirical studies report predictable dynamics in the volatility surfaces that are implied by observed index option prices, such as those prescribed by…”
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Irreversible exit decisions under mean-reverting uncertainty by Tsekrekos, Andrianos E.

“…Although many economic variables of interest exhibit a tendency to revert to long-run levels, mean reverting processes are rarely used in investment and…”
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The Options Market Reaction to Bank Loan Announcements by Anagnostopoulou, Seraina C., Ferentinou, Aikaterini C., Tsaousis, Panagiotis A., Tsekrekos, Andrianos E.

“…In this study, we examine the options market reaction to bank loan announcements for the population of US firms with traded options and loan announcements…”
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Predictability in implied volatility surfaces: evidence from the Euro OTC FX market by Chalamandaris, Georgios, Tsekrekos, Andrianos E.

“…Recent general equilibrium models prescribe predictable dynamics in the volatility surfaces that are implied by observed option prices. In this paper, we…”
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Accounting quality, information risk and implied volatility around earnings announcements by Anagnostopoulou, Seraina C., Tsekrekos, Andrianos E.

“…•Accounting accruals quality (AQ) is used as a proxy for corporate information risk.•AQ significantly affects option implied volatility around earnings…”
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