RESEARCH
Dr. Apostolos G. Katsafados publishes on a regular basis. His research interests focus on Corporate Finance, Textual Analysis, Machine Learning, and Behavioral Finance.
PUBLISHED PAPERS
● Katsafados, A. G., Nikoloutsopoulos, S., & Leledakis, G. N. (2021). Twitter sentiment and stock market: A COVID-19 analysis. Journal of Economic Studies, forthcoming).
● Katsafados, A. G., Androutsopoulos, I., Chalkidis, I., Fergadiotis, E., Leledakis, G. N., & Pyrgiotakis, E. G. (2023). Textual information and IPO underpricing: A machine learning approach. Journal of Financial Data Science, 5, 100-135.
● Anastasiou, D., & Katsafados, A. G. (2022). Bank deposit flows and textual sentiment: When an ECB president’s speech is not just a speech. Manchester School, 91, 55-87.
● Katsafados, A. G., Androutsopoulos, I., Chalkidis, I., Fergadiotis, E., Leledakis, G. N., & Pyrgiotakis, E. G. (2021). Using textual analysis to identify merger participants: Evidence from U.S. banking industry. Finance Research Letters, 42, Article 101949 (Impact Factor: 5.596).
WORKING PAPERS
● Katsafados, A. G., Leledakis, G. N., Pyrgiotakis, E. G., Androutsopoulos, I., & Fergadiotis, E. (2021). Machine learning in U.S. bank merger prediction: A text-based approach. Working Paper, Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3848854 (R&R: European Journal of Operational Research, ABS 4).
● Katsafados, A. G., & Anastasiou, D. (2022). Short-term prediction of bank deposit flows: Do textual features matter? Working Paper, Available at MPRA: https://mpra.ub.uni-muenchen.de/id/eprint/111418 (R&R: Annals of Operational Research, ABS 3).
● Katsafados, A. G. Searching the proper term weights a lexicon specialized in IPOS. Available at SSRN 4149288 (R&R: Journal of Behavioral Experimental Economics).
● Tzomakas, C., Anastasiou, D., Katsafados, A. G., & Krokida, S. I. (2022). Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. Available at SSRN 4308787 (R&R: Journal of International Financial Markets, Institutions, and Money).
Get in touch with any questions or comments.