Experience & Education
-
University of Thessaly
View Panagiotis’s full experience
By clicking Continue to join or sign in, you agree to LinkedIn’s User Agreement, Privacy Policy, and Cookie Policy.
Publications
-
The dimension of popularity in the cryptocurrency market
SN Business & Economics
This study investigates returns and popularity interactions for Bitcoin, Ethereum, Stellar and Monero using weekly data covering 208 weeks in the period ranging from January 3, 2016 to January 4, 2020. Google search volume data is used as a real-time proxy for popularity while vector autoregressive methodology and orthogonalized impulse response functions are employed to study the dynamics of any interactions discovered. Empirical outcomes reveal that Bitcoin and Ethereum price returns…
This study investigates returns and popularity interactions for Bitcoin, Ethereum, Stellar and Monero using weekly data covering 208 weeks in the period ranging from January 3, 2016 to January 4, 2020. Google search volume data is used as a real-time proxy for popularity while vector autoregressive methodology and orthogonalized impulse response functions are employed to study the dynamics of any interactions discovered. Empirical outcomes reveal that Bitcoin and Ethereum price returns contemporaneously influence the price returns of illiquid low capitalized cryptocurrencies considered by the study. In addition, Google search activity about Bitcoin, transmits to Google search activity placed for the well-known Ethereum. For the case of the much lesser capitalized Stellar and Monero, high returns attract Google search attention. Moreover, evidence against weak-form market efficiency is found in case of Monero, where its Google search activity influences Monero returns with a time lag.
Other authors -
-
GARCH Modelling of High-Capitalization Cryptocurrencies' Impacts During Bearish Markets
Journal of Central Banking Theory and Practice
This study investigates how twelve cryptocurrencies with large capitalization get influenced by the three cryptocurrencies with the largest market capitalization (Bitcoin, Ethereum, and Ripple). Twenty alternative specifications of ARCH, GARCH as well as DCC-GARCH are employed. Daily data covers the period from 1 January 1 2018 to 16 September 2018, representing the intense bearish cryptocurrency market. Empirical outcomes reveal that volatility among digital currencies is not best described by…
This study investigates how twelve cryptocurrencies with large capitalization get influenced by the three cryptocurrencies with the largest market capitalization (Bitcoin, Ethereum, and Ripple). Twenty alternative specifications of ARCH, GARCH as well as DCC-GARCH are employed. Daily data covers the period from 1 January 1 2018 to 16 September 2018, representing the intense bearish cryptocurrency market. Empirical outcomes reveal that volatility among digital currencies is not best described by the same specification but varies according to the currency. It is evident that most cryptocurrencies have a positive relationship with Bitcoin, Ethereum and Ripple, therefore, there is no great possibility of hedging for cryptocurrency portfolio managers and investors in distressed times.
Other authors -
-
Performance-Risk Nexus of Global Low-Rated ETFs During the QE-Tapering Period
Studies in Business and Economics
This study investigates the performance of 50 global, one star (based on Morningstar rankings), ETFs during the US QE-tapering period starting in October 2014 up to September 2018, using the S&P500 as the market index. The methodology employed is based on the CAPM model. We adopt the Jensen's Alpha, Beta, a / b, Sharpe and Treynor ratios measures in order to examine whether those ETFs have achieved abnormal returns. We conclude that managers of most ETFs do not exhibit selectivity skills and…
This study investigates the performance of 50 global, one star (based on Morningstar rankings), ETFs during the US QE-tapering period starting in October 2014 up to September 2018, using the S&P500 as the market index. The methodology employed is based on the CAPM model. We adopt the Jensen's Alpha, Beta, a / b, Sharpe and Treynor ratios measures in order to examine whether those ETFs have achieved abnormal returns. We conclude that managers of most ETFs do not exhibit selectivity skills and only six of these ETFs achieve higher returns than the market by showing bullish behavior. At the same time, most ETFs have positive Sharpe and Treynor ratios due to high expected returns during the period under scrutiny.
Other authors -
Projects
-
FireGate.js
-
See projectFireGate.js is a client side JavaScript library acting as a cookie firewall, allowing or blocking cookies according to the specified policy.
-
Sliflow.js - Simple yet Capable Content Slider
-
An effortless, declarative means of building content sliders, driven by HTML and CSS.
-
System Stability Tester
-
System Stability Tester tries to test the system's stability by calculating up to 128 millions of Pi digits using the Borwein's Quadratic Convergence and Gauss-Legendre algorithms.
Other creators -
-
ΠΑΝΟΡΑΜΑ ONLINEPRINT
-
See projectWeb application for the "ΠΑΝΟΡΑΜΑ" photo studio that allows uploading photos and ordering their printing in various dimensions and quantities.
Honors & Awards
-
Saleboxie - Market Impact and Extroversion
Athens Center for Entrepreneurship and Innovation
Saleboxie, a software solution connecting online stores to eBay, won the Market Impact and Extroversion award in the 8th international student competition on digital entrepreneurship, innovation and e-business.
Explore more posts
Explore top content on LinkedIn
Find curated posts and insights for relevant topics all in one place.
View top contentOthers named Panagiotis Anastasiadis in Greece
18 others named Panagiotis Anastasiadis in Greece are on LinkedIn
See others named Panagiotis Anastasiadis