Konstantinos Gavriilidis

TL;DR: In this article, the authors investigate spillover effects from sentiment and mood shocks on US outbound tourism demand from 1996 until 2013, using the Index of Consumer Sentiment and Economic Policy Uncertainty Index as proxies for sentiment and the S&P500 as a proxy for mood.

TL;DR: In this article, the authors investigate the extent to which institutional herding at the industry level is motivated by intent and assess intent using both market and sector states based on three variables (returns; volatility; volume), in order to gauge whether herding intent is more relevant to conditions prevailing in a sector or the market as a whole.

TL;DR: In this paper, the positive mood documented during Ramadan translates into higher herding compared to non-Ramadan days, and significant herding during Ramadan in most of the seven majority Muslim countries was reported.

TL;DR: In this article, the positive mood documented during Ramadan translates into higher herding compared to non-Ramadan days, and significant herding during Ramadan in most of the seven majority Muslim countries was reported.

TL;DR: In this article, the authors examined whether the inclusion of oil price shocks of different origin as exogenous variables in a wide set of GARCH-X models improves the accuracy of their volatility forecasts for spot and 1-year time-charter tanker freight rates.