Athanasios Episcopos

Associate Professor

Athens University of Economics and Business (AUEB)

76 Patission Str., Athens 10434, Greece.

E-mail: episcopos@aueb.gr.

Tel. (+30) 2108203364. Curriculum Vitae.

Αθανάσιος Ι. Επίσκοπος

Αναπληρωτής Καθηγητής

Οικονομικό Πανεπιστήμιο Αθηνών

Πατησίων 76, Αθήνα 10434.

Ηλ. αλληλογραφία: episcopos@aueb.gr

Τηλ: 2108203364. Βιογραφικό Σημείωμα.

 

Προκήρυξη για εκπόνηση διδακτορικής διατριβής

 

Refereed journal articles – Δημοσιεύσεις σε περιοδικά με κριτές

·         Drousia, A., A. Episcopos, G.N. Leledakis, and E.G. Pyrgiotakis (2023). EU regulation and open market share repurchases: New evidence, European Journal of Finance .

·         Bougias, A., A. Episcopos, and G.N. Leledakis (2022). Valuation of European firms during the Russia-Ukraine war, Economics Letters 218 (September) 110750.

·         Bougias, A., A. Episcopos, and G.N. Leledakis (2022). The role of asset payouts in the estimation of default barriers, International Review of Financial Analysis 81 (May) 102091.

·         Efthymiou, V.A., A. Episcopos, G.N. Leledakis, and E.G. Pyrgiotakis (2021). Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks. International Review of Economics and Finance 72: 405-421.

·         Drousia, A., A. Episcopos, and G. Leledakis (2019). Market reaction to actual daily share repurchases in Greece. Quarterly Review of Economics and Finance 74: 267-277.

·         Episcopos, A. (2008) Bank capital regulation in a barrier options framework, Journal of Banking and Finance 32: 1677-1686.

·         Episcopos, Α. (2004). Contingent claims valuation when capital structure includes option liability. Journal of Derivatives 4: 21-32.

·         Episcopos, Α. (2004). The implied reserves of the Bank Insurance Fund. Journal of Banking and Finance 28: 1617-1635.

·         Davis, J., A. Episcopos, and S. Wettimuny (2001). Predicting direction shifts in Canadian-US exchange rates with artificial neural networks. International Journal of Intelligent Systems in Accounting, Finance and Management 10: 83-96.

·         Episcopos (2000). Further evidence on alternative continuous time models of the short-term interest rate. Journal of International Financial Markets, Institutions and Money 10: 199-212.

·         Episcopos, A., Α. Pericli, and J. Hu (1998). Commercial mortgage default: A comparison of logit with radial basis function networks. Journal of Real Estate Finance and Economics 17(2): 163-178.

·         Episcopos, A. (1996). Stock return volatility and time-varying betas in the Toronto Stock Exchange. Quarterly Journal of Business and Economics 35(4): 28-38.

·         Episcopos, A. (1996). Testing the (S,s) model of inventories with Canadian wholesale trade data. Applied Economics Letters 3(3) :193-195.

·         Episcopos, A., and J. Davis (1996). Predicting returns on Canadian exchange rates with artificial neural networks and EGARCH-M models. Neural Computing and Applications 4: 168-174.

·         Episcopos, A. (1995). Evidence on the relationship between uncertainty and irreversible investment. Quarterly Review of Economics and Finance 35: 41-52.

·         Episcopos, A. (1994). Investment under uncertainty and the value of the firm. Economics Letters 45: 319-322.

 

Chapters in collective volumes Κεφάλαια σε συλλογικούς τόμους

·         Episcopos, A. (2010), The implied reserves of the Greek deposit insurance fund as a contingent claims application. E. Tzavalis (ed.) Studies on the Greek Banking and Financial System, pp. 597-618, AUEB Publications (in Greek).

·         Episcopos, A. (2004) The pricing of multiple options with default risk, in P. Refenes (ed.) Quantitative Methods in Finance, Typotheto, Athens.

·         Episcopos, A. (1997) Artificial neural networks, Dean Paxson and Douglas Wood (eds) Blackwell Encyclopedic Dictionary of Finance, pp. 3-4, Oxford, Blackwell.

 

Working papers Προδημοσιεύσεις

·         Michopoulos, Ι., A. Bougias, A. Episcopos, and E. Livanis (2023) Measuring ESG risk premia with contingent claims. Working Paper.

·         Panagiotou, N., A. Episcopos, G.N. Leledakis, and E. Pyrgiotakis (2023) Using 10-K Filing Sentiment in Mergers & Acquisitions: Evidence from the Financial Sector in the U.S. Working Paper, Athens University of Economics and Business.

·         Panagiotou, N., G.N. Leledakis, A. Episcopos, and E. Pyrgiotakis (2022) Predictability in the Cross Section of Bank Stock Returns Using the Content of Annual Reports. Working Paper, Athens University of Economics and Business.

·         Bougias, A., and A. Episcopos (2020). “A structural model of guarantor and liquidity risk”, Working Paper. 

·         Bougias, A., and A. Episcopos (2020). “Sovereign debt dynamics with serial defaults”, Working Paper.

 

Textbook – Σύγγραμμα

Episcopos, A., 2014, Corporate Finance: Theory and Practice, AUEB Publications, Athens. (Επίσκοπος, Α. (2014) Χρηματοοικονομική Επιχειρήσεων: Θεωρία και Πρακτική, Εκδόσεις Οικονομικού Πανεπιστημίου Αθηνών, 2014, Αθήνα.)