Items by Ioannidis, Christos

Up a level
Export as [feed] RSS 1.0 [feed] Atom [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Number of items: 34.


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

Book Sections

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)


Blake, D., Caulfield, T., Ioannidis, C. and Tonks, I., 2017. New evidence on mutual fund performance:a comparison of alternative bootstrap methods. Journal of Financial and Quantitative Analysis, 52 (3), pp. 1-21.

Calice, G., Ioannidis, C. and Miao, R. H., 2016. A Markov switching unobserved component analysis of the CDX index term premium. International Review of Financial Analysis, 44, pp. 189-204.

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., 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.

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.

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

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., 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. Hewlett Packard Laboratories.

Conference or Workshop Items

Ioannidis, C. and Pym, D., 2013. Fixed costs, investment rigidities, and risk aversion in information security: a utility-theoretic approach. In: Schneier, B., ed. Tenth Workshop on Economics of Information Security (WEIS 2011), 2011-06-14 - 2011-06-15. New York, NY: Springer, pp. 171-191.

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. 13th International Conference on Financial Cryptography and Data Security, 2009-07-01. 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. Workshop on the Economics of Information Security (WEIS) 2008, 2008-06-24 - 2008-06-27. Boston, MA: Springer, pp. 141-163.

This list was generated on Mon Jun 18 18:20:56 2018 IST.