- Angelidis, T., Michairinas, A. & Sakkas, A. 2024. World ESG Performance and Economic Activity. Journal of International Financial Markets, Institutions & Money, forthcoming. (AJG–ABS 3)
- Angelidis, T. & Tessaromatis, N., 2023. The disappearing profitability of volatility-managed equity factors. Journal of Financial Markets, 65, 100857. (AJG–ABS 3)
- Angelidis, T., Sakkas, A. & Spiliotopoulos, G., 2023. Climate uncertainty and marginal climate capital needs. Finance Research Letters, 56, 104060. (AJG–ABS 2)
- Angelidis, T., Babalos, V. & Fessas, M., 2021. The economic gain of being small in the mutual fund industry: US and international evidence. International Review of Financial Analysis, 77, 101852. (AJG–ABS 3)
- Angelidis, T. & Tessaromatis, N., 2017. Global equity country allocation: an application of factor investing. Financial Analyst Journal, 4, pp. 55-73. (AJG–ABS 3)
- Angelidis, T., Sakkas, A. & Tessaromatis, N., 2015. Stock market dispersion, the business cycle and expected factor returns. Journal of Banking and Finance, 59, pp. 265-279. (AJG–ABS 3)
- Angelidis, T., Degiannakis, S. & Fillis, G., 2015. US stock market regimes and oil price shock. Global Finance Journal, 28, pp. 132-146. (AJG–ABS 2)
- Andrikopoulos, A., Angelidis, T. & Skintzi, V., 2014. Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers. International Review of Financial Analysis, 35, pp. 118-127. (AJG–ABS 3)
- Angelidis, T. & Tessaromatis, N., 2014. Global style portfolios based on country indices. Bankers, Markets & Investors, March/April.
- Angelidis, T., Giamouridis, D. & Tessaromatis, N., 2013. Revising mutual fund performance evaluation. Journal of Banking and Finance, 37, pp. 1759-1776. (AJG–ABS 3)
- Angelidis, T., 2010. Idiosyncratic risk in emerging markets. Financial Review, 45, 1053-1078. (AJG–ABS 3)
- Angelidis, T. & Tessaromatis, N., 2010. The efficiency of Greek public pension fund portfolios. Journal of Banking and Finance, 34, pp. 2158-2167. (AJG–ABS 3)
- Andrikopoulos, A. & Angelidis, 2010. Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach. International Review of Financial Analysis, 19, pp. 214-221. (AJG–ABS 3)
- Angelidis, T., Thomaidis, N., Vassiliadis, V. & Dounias, G., 2009., Active Portfolio Management with Cardinality Constraints: An Application of Particle Swarm Optimization. New Mathematics and Natural Computation, 3, pp. 1-21.
- Angelidis, T. & Tessaromatis, N., 2009. Idiosyncratic risk matters! A regime switching approach. International Review of Economics and Finance, 18, pp. 132-141. (AJG–ABS 2)
- Angelidis, T. & Benos, A., 2009. The components of the bid-ask spread: The case of ASE. European Financial Management, 15, pp. 112-144. (AJG–ABS 3)
- Angelidis, T. & Skiadopoulos, G., 2008. Measuring the Market Risk of Freight Rates: A Value-at-Risk Approach. International Journal of Theoretical and Applied Finance, 11, pp. 447-469. (AJG–ABS 2)
- Angelidis, T. & Degiannakis, S., 2008. Volatility forecasting: intra-day vs. inter-day models. Journal of International Financial Markets, Institutions & Money, 18, pp. 449-465. (AJG–ABS 3)
- Angelidis, T. & Tessaromatis, N., 2008. Does idiosyncratic risk matter? Evidence from European stock markets. Applied Financial Economics, 18, pp. 125-137. (AJG–ABS 2)
- Angelidis, T. & Tessaromatis, N., 2008. Idiosyncratic volatility and equity returns: UK evidence. International Review of Financial Analysis, 17, pp. 539-556. (AJG–ABS 3)
- Angelidis, T. & Benos, A., 2009. Value-at-Risk for Greek stocks. Multinational Finance Journal, 12, pp. 67-105. (AJG–ABS 1)
- Angelidis, T. & Degiannakis, S., 2008. Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens stock exchange market. Managerial Finance, 34, pp. 489-497. (AJG–ABS 1)
- Angelidis, T. & Degiannakis, S., 2007. Backtesting VaR models: A two-stage procedure. Journal of Risk Model Validation, 1, pp. 1-22. (AJG–ABS 1)
- Angelidis, T., Benos, A. & Degiannakis, S., 2007. A robust VaR model under different time periods and weighting schemes. Review of Quantitative Finance and Accounting, 28, pp. 187-201. (AJG–ABS 3)
- Angelidis, T. & Benos, A., 2006. Liquidity adjusted Value-at-Risk based on the components of the bid-ask spread. Applied Financial Economics, 16, pp. 835-851. (AJG–ABS 2)
- Angelidis, T. & Benos, A., 2005. The effect of the market on the spread: The case of the Athens stock exchange. Spoudai, 55, pp. 24-33.
- Angelidis, T. & Degiannakis, S., 2005. Modeling risk for long and short trading positions Journal of Risk Finance, 6, pp. 226-238. (AJG–ABS 1)
- Angelidis, T. & Benos, A., 2004. Market risk in commodity markets: A switching regime approach. Economic & Financial Modelling, 11, pp. 103-148.
- Angelidis, T., Benos, A. & Degiannakis, S., 2004. The use of GARCH models in VaR estimation. Statistical Methodology, 1, pp. 105-128.
