Vasilios Sogiakas

Vasilios I. Sogiakas is Professor in Finance at the Department of Regional Development of the Ionian University. He acquires a PhD in Finance from the Athens University of Economics and Business, an MSc in Statistics from the Athens University of Economics and Business and a BSc in Statistics from the Athens University of Economics and Business.

During 2018-2020, Vasilios held a position at the American College of Greece, acting Head of the Department of Accounting, Economics and Finance and Coordinator of the Finance division.

Vasilios, previously held a position at the University of Glasgow, Adam Smith Business School (2010-2018) acting Director of the Centre of Economics and Finance Studies and Coordinator of the BSc and MSc Dissertations in Economics having many PhD completions and examinations.

As a Certified Fellow of the Higher Education Academy in UK he has provided his professional services to many international and national institutions such as the University of Stirling, the Kingston Business School, the Athens University of Economics and Business, the University of Patras and the Piraeus University of Applied Sciences. He is also experienced in distance learning programs at the Hellenic Open University.

He is a panel member of the Open University (UK) and acts as the External Examiner of several institutions, aiming to validate, restructure and development their academic programs.

His research interests lie in the area of Quantitative Finance with emphasis on portfolio management, asset pricing, risk management, contagion risk and banking regulation. His papers are published in high quality Journals such as the Annals of Operation Research, the Journal of International Financial Markets, Institutions & Money and the Review of Quantitative Finance and Accounting and International Review of Financial Analysis. His work is presented in many international conferences and in departmental seminars of other institutions as an invited speaker.

Selected publications:

“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.

“Informational Efficiency and Spurious Spillover effects between Spot and Derivatives Markets”, with G., Karathanassis, Global Finance Journal, 2015, Vol. 27, pp. 46-72.

“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.

“The Informational Content of Unconventional Monetary Policy on Precious Metal Markets”, with S., Papadamou, Journal of Forecasting, 2018, Vol. 37, pp. 16-36.

“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.

“Is Stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs”, with K., Konstantaras, Annals of Operations Research, 2019, 282, pp. 179-216.

“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.