Using textual analysis to identify merger participants: Evidence from the US banking industry AG Katsafados, I Androutsopoulos, I Chalkidis, E Fergadiotis, ... Finance Research Letters 42, Article 101949, 2021 | 29 | 2021 |
Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech D Anastasiou, A Katsafados The Manchester School 91 (1), 55-87, 2022 | 20* | 2022 |
Twitter sentiment and stock market: a COVID-19 analysis AG Katsafados, S Nikoloutsopoulos, GN Leledakis Journal of Economic Studies 50 (8), 1866-1888, 2023 | 11 | 2023 |
Textual information and IPO underpricing: A machine learning approach AG Katsafados, I Androutsopoulos, I Chalkidis, E Fergadiotis, ... The Journal of Financial Data Science 5 (2), 100-135, 2023 | 10 | 2023 |
Machine learning in bank merger prediction: A text-based approach AG Katsafados, GN Leledakis, EG Pyrgiotakis, I Androutsopoulos, ... European Journal of Operational Research 312 (2), 783-797, 2024 | 6 | 2024 |
Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle? C Tzomakas, D Anastasiou, A Katsafados, S Krokida Journal of International Financial Markets, Institutions and Money 87 …, 2023 | 4 | 2023 |
Short-term prediction of bank deposit flows: Do textual features matter? A Katsafados, D Anastasiou | 1 | 2022 |
Credit risk modelling within the euro area in the COVID‐19 period: Evidence from an ICAS framework G Chortareas, AG Katsafados, T Pelagidis, C Prassa International Journal of Finance & Economics, 2024 | | 2024 |
Stock Market Prediction: The Power of Machine Learning and Social Media AG Katsafados Eliva Press 978-1636485898, 2022 | | 2022 |
Searching the Proper Term Weights a Lexicon Specialized in Ipos AG Katsafados Available at SSRN 4149288, 2022 | | 2022 |
Textual analysis in finance: the cases of mergers and initial public offerings A Katsafados Οικονομικό Πανεπιστήμιο Αθηνών. Σχολή Διοίκησης Επιχειρήσεων. Τμήμα …, 2021 | | 2021 |