Items by Ioannidis, Christos

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Number of items: 32.


Moore, T., Pym, D. and Ioannidis, C., eds., 2010. Economics of information security and privacy. New York: Springer.

Book Sections

Ioannidis, C. and Pym, D., 2013. Fixed costs, investment rigidities, and risk aversion in information security: a utility-theoretic approach. In: Schneier, B., ed. Economics of information security and privacy III. New York, NY: Springer, pp. 171-191.

Yam, C. Y., Baldwin, A., Shiu, S. and Ioannidis, C., 2011. Migration to cloud as real option: Investment decision under uncertainty. In: Proceedings of the 10th IEEE International Conference on Trust, Security and Privacy in Computing and Communications, TrustCom 2011. Piscataway, NJ: IEEE, pp. 940-949. (10th IEEE Int. Conf. on Trust, Security and Privacy in Computing and Communications, TrustCom 2011, 8th IEEE Int. Conf. on Embedded Software and Systems, ICESS 2011, 6th Int. Conf. on Frontier of Computer Science and Technology, FCST 2011)

Ioannidis, C., Pym, D. and Williams, J., 2009. Investments and trade-offs in the economics of information security. In: Dingledine, R. and Golle, P., eds. Financial cryptography and data security:13th International Conference, FC 2009, Accra Beach, Barbados, February 23-26, 2009. Revised selected papers. Berlin, Heidelberg: Springer, pp. 148-166. (Lecture Notes in Computer Science; 5628)

Beautement, A., Coles, R., Griffin, J., Ioannidis, C., Monahan, B., Pym, D., Sasse, A. and Wonham, M., 2009. Modelling the human and technological costs and benefits of USB memory stick security. In: Johnson, M. E., ed. Managing information risk and the economics of security. Boston, MA: Springer, pp. 141-163.


Blake, D., Caulfield, T., Ioannidis, C. and Tonks, I. P., 2014. Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. Journal of Econometrics, 183 (2), pp. 202-210.

Deschamps, B. and Ioannidis, C., 2014. The efficiency of multivariate macroeconomic forecasts. Manchester School, 82 (5), pp. 509-523.

Deschamps, B. and Ioannidis, C., 2013. Can rational stubbornness explain forecast biases? Journal of Economic Behavior and Organization, 92, pp. 141-151.

Calice, G. and Ioannidis, C., 2012. An empirical analysis of the impact of the credit default swap index market on large complex financial institutions. International Review of Financial Analysis, 25, pp. 117-130.

Calice, G., Ioannidis, C. and Williams, J., 2012. Credit derivatives and the default risk of large complex financial institutions. Journal of Financial Services Research, 42 (1-2), pp. 85-107.

Ioannidis, C., Pym, D. and Williams, J., 2012. Information security trade-offs and optimal patching policies. European Journal of Operational Research, 216 (2), pp. 434-444.

Kanas, A. and Ioannidis, C., 2012. Revisiting the forward-spot relation: An application of the nonparametric long-run correlation coefficient. Journal of Economics and Finance, 36 (1), pp. 148-161.

Williams, J. and Ioannidis, C., 2011. Multivariate asset price dynamics with stochastic covariation. Quantitative Finance, 11 (1), pp. 125-134.

Ioannidis, C., Pasiouras, F. and Zopounidis, C., 2010. Assessing bank soundness with classification techniques. Omega-International Journal of Management Science, 38 (5), pp. 345-357.

Kanas, A. and Ioannidis, C., 2010. Causality from real stock returns to real activity: evidence of regime-dependence. International Journal of Finance & Economics, 15 (2), pp. 180-197.

Boinet, V., Gregoriou, A. and Ioannidis, C., 2008. Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market. Applied Financial Economics, 18 (15), pp. 1221-1231.

Ioannidis, C., Gregoriou, A. and Healy, J., 2007. Hedging under the influence of transaction costs: an empirical investigation on FTSE 100 index options. Journal of Futures Markets, 27 (5), pp. 471-494.

Ioannidis, C., Peel, D. A. and Matthews, K. P. G., 2006. Expected stock returns, aggregate consumption and wealth: Some further empirical evidence. Journal of Macroeconomics, 28 (2), pp. 439-445.

Ioannidis, C. and Gregoriou, A., 2006. GMM and present value tests of the C-CAPM under transaction costs. Empirical Economics

Ioannidis, C. and Gregoriou, A., 2006. Information costs and liquidity effects from changes in the FTSE 100 list. The European Journal of Finance, 12 (4), pp. 347-360.

Ioannidis, C. and Gregoriou, A., 2006. Transactions costs and holding periods for common stocks: evidence from the UK. Advances in Investment Analysis & Portfolio Management, 2, pp. 1-15.

Ioannidis, C. and Skerratt, L., 2005. Information asymmetry and the bid-ask spread: evidence from the UK. Journal Of Business Finance & Accounting, 32 (9-10), pp. 1801-1826.

Ioannidis, C. and Kontonikas, A., 2005. Should monetary policy respond to asset price misalignments. Economic Modelling, 22, pp. 1105-1121.

Ioannidis, C. and Peel, D., 2005. Testing for market efficiency in gambling markets when errors are non-normal heteroskedastic: an application of the wild bootstrap. Economics Letters, 87 (2), pp. 221-226.

Ioannidis, C. and Silver, M., 2003. Chained exact and superlative hedonic price changes, estimates from microdata. Applied Economics, 35 (9), pp. 1005-1014.

Ioannidis, C. and Peel, D., 2003. Empirical evidence of the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes. Economics Letters, 78 (2), pp. 147-152.

Ioannidis, C., Driffield, N. F. and Peel, D., 2003. Some further empirical evidence on the impact of oil price changes on petrol prices. International Journal of Business Economics, 10 (2), pp. 195-203.

Ioannidis, C. and Silver, M., 2001. The influence of inflation on differential price changes across European markets. Atlantic Economic Journal, 29 (1), pp. 31-47.

Ioannidis, C., Silver, M. and Webb, B., 2001. Estimating quality-adjusted price changes: method and application to VCRs. Scottish Journal of Political Economy, 48 (1), pp. 48-68.

Ioannidis, C. and Silver, M., 2001. Inter-country differences in the relationship between relative-price variability and average prices. Journal of Political Economy, 109 (2), pp. 355-374.

Ioannidis, C., Peel, D. and Peel, M., 2001. The time series properties of financial ratios. Journal Of Business Finance & Accounting, 30 (5/6), pp. 699-714.


Yam, C.-Y., Baldwin, A., Ioannidis, C. and Shiu, S., 2011. Migration to Cloud as Real Option : Investment Decision Under Uncertainty. Other. Palo Alto, U. S. A.: Hewlett Packard Laboratories.

This list was generated on Sun Apr 19 04:07:44 2015 IST.