Vasileios Sogiakas

Professor

Short CV

Vasileios I. Sogiakas is Professor of Finance at the School of Social Sciences of the Hellenic Open University.

He holds a Ph.D. in Quantitative Finance from the Athens University of Economics and Business, as well as a Master’s Degree and a Bachelor’s Degree in Statistics from the same institution.

He has served as Professor of Finance at the Ionian University and as Department Chair at the American College of Greece (Deree). In the past, he also served at the University of Glasgow (Adam Smith Business School), where he held the position of Director of Postgraduate Programmes.

He has supervised and examined doctoral dissertations and has taught at both undergraduate and postgraduate levels in universities in Greece and abroad. He is a Certified Fellow of the Higher Education Academy (UK).

His research interests lie in Quantitative Finance, with emphasis on portfolio management, asset pricing, risk management, and the functioning and regulation of financial markets.

His research work has been published in high-impact international academic journals.

Recent Publications

  1. “Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Regime Shift Approach”, with G., Karathanassis, Review of Quantitative Finance and Accounting, 2010, Vol. 34 (1), pp. 95-143.
  2. “Nonlinearities in the CAPM: Evidence from developed and emerging markets”, with S. Neslihanoglu, J.H., McColl and D., Lee, Journal of Forecasting, 2016, Vol. 36, pp. 867-897.
  3. “Volatility Co-movements & Spillover Effects within the Eurozone Economies: A Multivariate GARCH Approach using the Financial Stress Index”, with A., Tsopanakis & R., MacDonald, Journal of International Financial Markets, Institutions & Money, 2018, Vol. 52, pp. 17-36.
  4. “Is Stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs”, with K., Konstantaras, Annals of Operations Research, 2019, Vol. 282, pp. 179-216.
  5. “Spreading the Sin: An Empirical Assessment from Corporate Takeovers”, with M. Guidi, E. Vagenas-Nanos & P. Verwijmeren, International Review of Financial Analysis, 2020, Vol. 71.