| Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH DI Vortelinos Research in international business and finance 39, 824-839, 2017 | 71 | 2017 |
| Integration and risk contagion in financial crises: Evidence from international stock markets K Gkillas, A Tsagkanos, DI Vortelinos Journal of Business Research 104, 350-365, 2019 | 61 | 2019 |
| The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets DI Vortelinos, S Saha Finance Research Letters 17, 222-226, 2016 | 36 | 2016 |
| The properties of realized volatility and realized correlation: Evidence from the Indian stock market K Gkillas, DI Vortelinos, S Saha Physica A: Statistical Mechanics and its Applications 492, 343-359, 2018 | 19 | 2018 |
| Asymmetries in the African financial markets K Gkillas, DI Vortelinos, T Suleman Journal of Multinational Financial Management 45, 72-87, 2018 | 15 | 2018 |
| The Effect of Macro News on Volatility and Jumps. DI Vortelinos Annals of Economics & Finance 16 (2), 2015 | 15 | 2015 |
| Optimally sampled realized range-based volatility estimators DI Vortelinos Research in International Business and Finance 30, 34-50, 2014 | 12 | 2014 |
| Day-of-the-week effect and spread determinants: Some international evidence from equity markets K Gkillas, DI Vortelinos, V Babalos, ME Wohar International Review of Economics & Finance 71, 268-288, 2021 | 11 | 2021 |
| Greek sovereign crisis and European exchange rates: effects of news releases and their providers K Gkillas, D Vortelinos, C Floros, A Garefalakis, N Sariannidis Annals of Operations Research 294, 515-536, 2020 | 11 | 2020 |
| Realized volatility and jumps in the Athens Stock Exchange DI Vortelinos, DD Thomakos Applied Financial Economics 22 (2), 97-112, 2012 | 11 | 2012 |
| Does corruption facilitate growth? A cross-national study in a non-linear framework S Saha, G Mallik, D Vortelinos South Asian Journal of Macroeconomics and Public Finance 6 (2), 178-193, 2017 | 10 | 2017 |
| Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets DI Vortelinos, A Koulakiotis, A Tsagkanos Research in International Business and Finance 39, 150-168, 2017 | 10 | 2017 |
| The properties of realized correlation: Evidence from the French, German and Greek equity markets DI Vortelinos The Quarterly Review of Economics and Finance 50 (3), 273-290, 2010 | 10 | 2010 |
| Performance ranking (dis) similarities in commodity markets H Zhang, BR Auer, DI Vortelinos Global Finance Journal 35, 115-137, 2018 | 9 | 2018 |
| Portfolio analysis of intraday covariance matrix in the Greek equity market DI Vortelinos Research in International Business and Finance 27 (1), 66-79, 2013 | 9 | 2013 |
| Realized correlation analysis of contagion DI Vortelinos The Quarterly Review of Economics and Finance 60, 138-148, 2016 | 8 | 2016 |
| Nonparametric realized volatility estimation in the international equity markets DI Vortelinos, DD Thomakos International Review of Financial Analysis 28, 34-45, 2013 | 6 | 2013 |
| Reaction of EU stock markets to ECB policy interventions DI Vortelinos, K Gkillas International Journal of Banking, Accounting and Finance 10 (1), 39-66, 2019 | 5 | 2019 |
| Uncertainty and volatility jumps in the pound-dollar exchange rate: evidence from over one century of data K Gkillas, R Gupta, D Vortelinos University of Pretoria, Department of Economics Working Papers, 2018 | 5 | 2018 |
| Asymmetric and nonlinear inter-relations of US stock indices D Vortelinos, K Gkillas, C Syriopoulos, A Svingou International Journal of Managerial Finance 14 (1), 78-129, 2018 | 5 | 2018 |
