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Dimitris Psychoyios

Observed names: D. Psychoyios, DIMITRIS PSYCHOYIOS, Dimitrios Psychoyios, Dimitris Psychoyios A, Psychoyios, Dimitrios
ORCID: 0000-0002-9092-5685
Observed ORCID: 0000-0002-9092-5685
OpenAlex ID: A5089931498
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
2009 · George Daskalakis, Dimitris Psychoyios, et al. · Journal of Banking & Finance · 486
An empirical comparison of continuous-time models of implied volatility indices
2007 · George Dotsis, Dimitris Psychoyios, et al. · Journal of Banking & Finance · 111
A Jump Diffusion Model for VIX Volatility Options and Futures
2007 · Dimitris Psychoyios, George Dotsis, et al. · Review of Quantitative Finance and Accounting · 67
Wine price risk management: International diversification and derivative instruments
2012 · Apostolos Kourtis, Raphael N. Markellos, et al. · International Review of Financial Analysis · 50
Volatility options: Hedging effectiveness, pricing, and model error
2005 · Dimitris Psychoyios, George Skiadopoulos · Journal of Futures Markets · 43
What do we know about capital structure? Revisiting the impact of debt ratios on some firm-specific factors
2012 · E. C. Charalambakis, D. Psychoyios · Applied Financial Economics · 28
Sovereign Debt Markets in Light of the Shadow Economy
2012 · Raphael N. Markellos, Dimitris Psychoyios, et al. · European Journal of Operational Research · 27
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Energy based estimation of the shadow economy: The role of governance quality
2019 · Dimitrios Psychoyios, Olympia Missiou, et al. · The Quarterly Review of Economics and Finance · 26
Interest rate volatility and risk management: Evidence from CBOE Treasury options
2017 · Raphael N. Markellos, Dimitris Psychoyios · The Quarterly Review of Economics and Finance · 25
A Review of Stochastic Volatility Processes: Properties and Implications
2003 · DIMITRIS PSYCHOYIOS, GEORGE SKIADOPOULOS, et al. · The Journal of Risk Finance · 12
Worldwide Adoption of Regulatory Sandboxes: Drivers, Constraints and Policies
2024 · Raphael N. Markellos, Sean F. Ennis, et al. · SSRN Electronic Journal · 11
“Green Companies” and Financial Performance: The Green Premium
2024 · Athanasios Kranias, Dimitrios Psychoyios, et al. · International Review of Economics & Finance · 10
The Competitiveness of the European ICT Industry
2018 · Dimitris Psychoyios, George Dotsis · Review of Economic Analysis · 10
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Assessing Housing Market Crashes over the Past 150 years
2023 · George Dotsis, Panagiotis Petris, et al. · The Journal of Real Estate Finance and Economics · 7
The S&P 500 index inclusion effect: Evidence from the options market
2022 · Jerry Coakley, George Dotsis, et al. · International Journal of Finance & Economics · 5
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Debt, Equity, and the Pecking Order: Evidence from Financing Decisions of Dividend-Paying Firms
2025 · Konstantinos Kakouris, Dimitrios Psychoyios · International Journal of Financial Studies · 3
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Worldwide Adoption of Regulatory Sandboxes: Drivers, Constraints and Policies
2025 · Raphael N. Markellos, Sean F. Ennis, et al. · SSRN Electronic Journal · 3
Income growth, forecasting and stock valuation
2023 · Dimitris Psychoyios · IMA Journal of Management Mathematics · 3
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Informal Sector, ICT Dynamics, and the Sovereign Cost of Debt: A Machine Learning Approach
2023 · Apostolos Kotzinos, Vasilios Canellidis, et al. · Computation · 3
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Implied Volatility Process: Evidence from the Volatility Derivatives Markets
2006 · George Skiadopoulos, Dimitris Psychoyios · RePEc: Research Papers in Economics · 3
The great divergence between the USO fund and WTI spot prices
2022 · George Dotsis, Dimitris Psychoyios · Applied Economics Letters · 2
The impact of ICT diffusion on sovereign cost of debt
2020 · Nikolaos Vlastakis, Dimitris Psychoyios, et al. · International Journal of Banking Accounting and Finance · 2
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Financial and environmental efficiency evaluation of the Greek banking sector
2014 · Paraskevas Perlegkas, Stella Sofianopoulou, et al. · International Journal of Process Management and Benchmarking · 2
Modeling Greek equity prices using jump diffusion processes
2006 · George Dotsis, Dimitris Psychoyios, et al. · Operational Research · 2
The devil is in the details: Does information in credit rating announcements affect dividend policy?
2025 · Konstantinos Kakouris, Evangelos Charalambakis, et al. · Global Finance Journal · 1
Works count: 35
Citation count: 942
H-index: 11
I10-index: 13
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