Personal profile
Research interests
Nikolaos received a BSc in Economics from the Athens University of Economics and Business, and an MSc and PhD from the University of Nottingham. Prior to joining Bath, he worked as a researcher in the University of Manchester. He is a Fellow in the Higher Education Academy.
His research on time series econometrics focuses on aspects of structural change in dynamic models and on unit root testing. He also works on applied finance, particularly on returns predictability, asset pricing, market anomalies.
Areas of supervision for PhD students:
- Time Series Econometrics
- Applied Macroeconomics
- Applied Finance
PhD students supervised at Bath
- Elvis Moleka (PhD Economics 2015), “Inflation dynamics and its effects on monetary policy rules”.
- Zehong Wang (PhD Economics 2018), “Essays on efficiency, hedging effectiveness, and volatility dynamics in cryptocurrency markets”.
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Research output
- 6 Article
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Persistence of investor sentiment and market mispricing
Han, X., Sakkas, N., Eshraghi, A. & Danbolt, J., 31 Aug 2022, In: The Financial Review. 57, 3, p. 617-640 24 p.Research output: Contribution to journal › Article › peer-review
Open Access23 Link opens in a new tab Citations (SciVal) -
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, A. R., Osborn, D. R. & Sakkas, N., 2017, In: Econometric Reviews. 36, 6-9, p. 667-698 32 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Link opens in a new tab Citations (SciVal) -
Structural break inference using information criteria in models estimated by two-stage least squares
Hall, A. R., Osborn, D. R. & Sakkas, N., 1 Sept 2015, In: Journal of Time Series Analysis. 36, 5, p. 741-762 22 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Link opens in a new tab Citations (SciVal) -
Approximate p-values of certain tests involving hypotheses about multiple breaks
Hall, A. & Sakkas, N., Mar 2013, In: Journal of Econometric Methods. 2, 1, p. 53-67Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Link opens in a new tab Citations (SciVal)265 Downloads (Pure) -
Inference on structural breaks using information criteria
Hall, A. R., Osborn, D. R. & Sakkas, N., 2013, In: The Manchester School. 81, S3, p. 54-81Research output: Contribution to journal › Article › peer-review
Open AccessFile20 Link opens in a new tab Citations (SciVal)238 Downloads (Pure)