Messis Petros
Assistant Professor
Department of Accounting and Finance
Assistant Professor, Academic Staff (BSc in Accounting and Finance)
Assistant Professor, Academic Staff (Msc Financial Technology)
Academic Area
Finance - Portfolio Management
Academic Titles
- Ph.D. in Finance, University of Macedonia (GR).
- M.Sc. in Financial Economics and Econometrics, University of Essex (UK).
- M.Sc. in Management, University of Staffordshire (UK).
- Degree (“Ptychion”) in Economics, University of Thessaly (GR).
Research Interests
- Portfolio management
- Models of asset pricing and prediction
- Financial risk management
- Financial analysis
- Methods of time series analysis
- Behavioral finance
Teaching
- CORPORATE FINANCE
(ΛΧ0401)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- FINANCIAL ENGINEERING
(MAF0108)
Type
ELECTIVE
Department Abbreviation
ΜΛΧ
Department
MASTER DEGREE IN ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- INTRODUCTION TO FINANCE
(ΛΧ0307)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Στα πλαίσια του μαθήματος αναπτύσσονται οι βασικές έννοιες της Χρηματοοικονομικής Διοίκησης, η αξία του χρήματος σε σχέση με το χρόνο, οι μέθοδοι πρόβλεψης χρηματοδοτικών αναγκών. Ιδιαίτερη έμφαση δίνεται στο ρόλο της ταμειακής ροής στο πλαίσιο των χρηματοοικονομικών αποφάσεων. Επιπλέον, εξετάζονται οι μέθοδοι πρόβλεψης των χρηματοδοτικών αναγκών καθώς και η σπουδαιότητα και το περιεχόμενο του επιχειρηματικού πλάνου δράσης. Ακόμη εξετάζεται ο βραχυπρόθεσμος χρηματοοικονομικός σχεδιασμός και οι έννοιες τουνεκρού σημείου και του βαθμού απασχόλησης. Οι φοιτητές/τριες μέσω ηλεκτρονικού υπολογιστή εκπαιδεύονται σε πρακτικές εφαρμογές στο πρόγραμμα excel. Το μάθημα αποτελείται από διαλέξεις και πρακτικές εφαρμογές - case studies.
- PORTFOLIO THEORY - INVESTMENT ANALYSIS
(ΛΧ0621)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- RISK MANAGEMENT AND INTERNAL AUDIT
(ΕΛΕ0104)
Type
COMPULSORY
Department Abbreviation
ΜΕΛΕ
Department
MASTER DEGREE IN APPLIED ACCOUNTING AND AUDITING
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- STRATEGIC FINANCIAL MANAGEMENT
(MAF0209)
Type
COMPULSORY
Department Abbreviation
ΜΛΧ
Department
MASTER DEGREE IN ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- WORKING CAPITAL MANAGEMENT
(SMAF0215)
Type
ELECTIVE
Department Abbreviation
ΜΛΦΧΔ
Department
MASTER'S DEGREE IN STRATEGIC MANAGERIAL ACCOUNTING AND FINANCIAL MANAGEMENT
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
Publications
- Books (3 records)
Περιλαμβάνει Βιβλία ή/και μονογραφίες σε διεθνείς ή ελληνικούς εκδοτικούς οίκους. Κεφάλαια ή άρθρα συλλογικών τόμων ή επιμέλεια τόμων σε διεθνείς ή ελληνικούς εκδοτικούς οίκους.
2009
- Φιτσιλής Π. & Μεσσής Π. (2009), "Πρακτικός οδηγός επιχειρηματικότητας-Δημιουργία επιχειρηματικού πλάνου", Κλειδάριθμος, σελ. 19-52.
2007
- Μεσσής Π. και Μπλάνας Γ. (2007), “Προβλέποντας την μεταβλητότητα: Ενδείξεις σε μετοχές του ΧΑΑ”, Συλλογικός Τόμος Ερευνητικού Υποέργου ΑΡΧΙΜΗΔΗ, Τμήμα Διοίκησης Επιχειρήσεων, ΤΕΙ Λάρισας, ISBN 978-960-87764-8-7.
- Μεσσής Π. και Μπλάνας Γ. (2007), “Μια εμπειρική εκτίμηση διαφορετικών μέτρων ανάληψης κινδύνου σε μετοχές του ΧΑΑ”, Συλλογικός Τόμος Ερευνητικού Υποέργου ΑΡΧΙΜΗΔΗ, Τμήμα Διοίκησης Επιχειρήσεων, ΤΕΙ Λάρισας, ISBN 978-960-87764-8-7.
- Scientific Journals (18 records)
Περιλαμβάνει Άρθρα σε διεθνή ή ελληνικά επιστημονικά περιοδικά (με κριτές).
2024
- Kollias, C., and Messis, P. (2024), “The Instanbul convention, Sofagate, and Turkey’s EU candidacy: A gender-centric convergence analysis”, Comparative Southeast European Studies, 72, pp. 163-184, (De Gruyter) (Scimago Q3).
2023
- Messis, P., Alexandridis, A. and Zapranis, A. (2023), “The effects of herding on betas and idiosyncratic risk”, Journal of Behavioral Finance, 24:2, 131-146 (Taylor & Francis).
2022
- Kollias, C., and Messis, P. (2022), “Are candidate countries converging with the EU in terms of the Copenhagen political criteria? ”, European Politics and Society, 30:4, 656-661 (Taylor & Francis).
- Kollias, C., and Messis, P. (2022), “Institutional quality convergence in the Euro area countries: a note and further evidence”, Journal of Contemporary European Studies, 30:4,656-661 (Taylor & Francis).
2021
- Messis, P., Alexandridis, A. and Zapranis, A. (2021), “Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework”, International Journal of Finance and Economics, 26, pp. 218-240. doi.org/10.1002/ijfe.1786 (Wiley).
2020
- Kollias, C. and Messis, P. (2020), “Are future enlargement candidate countries converging with the EU?”, Empirica, 47, pp. 453-473, doi.org/10.1007/s10663-019-09442-9 (Springer).
2018
- Kollias, C., Leventi, T. and Messis, P. (2018), “Converging crime rates among European countries? A note”, International Journal of Social Economics, 45 (3), pp. 524-534 (Emerald).
2017
- Arvanitidis, P., Kollias, C. and Messis, P. (2017), “Converging allies?”, Peace Economics, Peace Science and Public Policy, 23 (2), (De Gruyter).
2016
- Arvanitidis, P., Kollias, C. and Messis, P. (2016), “Asymmetric convergence in globalization? Findings from a disaggregated analysis”, Managing Global Transitions, 14(2), pp.117-135.
- Messis, P. and Zapranis, A. (2016), “Forecasting time-varying daily betas: A new nonlinear approach”, Managerial Finance, 42 (2), pp. 54-73, (Emerald).
2014
- Messis, P. and Zapranis, A. (2014), “Herding towards Higher Moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets”, Journal of Behavioral and Experimental Finance, 4, 1-13, (Elsevier).
- Messis, P. and Zapranis, A. (2014), “Herding behavior and volatility in the Athens stock exchange”, Journal of Risk Finance, 15 (5), 572-590, (Emerald).
- Messis, P. and Zapranis, A. (2014), “Asset pricing with time-varying betas”, Applied Economics, 46 (36), 4508-4518, (Taylor and Francis).
2009
- Messis, P. and Blanas, G. (2009), “An Empirical Assessment of different risk measures for stocks traded on the ASE”, EuroEconomica, 1(22), pp. 5-15.
- Kollias C., Messis P., Mylonidis N. and Paleologou S.M. (2009), “Terrorism and the effectiveness of security spending in Greece: Policy implications of some empirical findings”, Journal of Policy Modeling, 31 (5), 788-802, (Elsevier).
2007
- Messis, P., Blanas, G. and Iatrides, G. (2007), “CAPM and the efficacy of higher moment CAPM in the Athens Stock Market: An Empirical Approach”, International Journal of Applied Economics, 4(1), pp.60-75.
2006
- Messis, P., Iatrides, G. & Blanas, G. (2006), “An Empirical Assessment of CAPM, Market Model and APT; Evidence from the Greek Stock Market”, Journal of International Business and Economy, 7(1), pp. 87-117.
- Messis, P.,Iatrides, G. and Blanas, G. (2006), “Estimating the Expected Returns of Value Strategies: Fama and French Three-Factor Model vs. Arbitrage Pricing Theory; Evidence from the Athens Stock Market”, The International Journal of Finance, 18(3), pp. 4072-4104.
- Conferences (11 records)
Περιλαμβάνει Άρθρα σε δημοσιευμένα πρακτικά διεθνών ή ελληνικών συνεδρίων (με κριτές).
2023
- Messis, P., Alexandridis, A. & Zapranis, A. (2023), “A trading strategy based on ‘Qualitative’ beta changes” Presented at the 22nd Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (15-16 December 2023, Athens, Greece).
2022
- Messis, P., Alexandridis, A. & Zapranis, A. (2022), “Beta changes and arbitrage risk” Presented at the 21st Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (16-17 December 2022, Athens, Greece).
- Messis, P., Alexandridis, A. & Zapranis, A. (2022), “Out-of-sample performance of moving averages: Evidence from stocks traded on S&P 500” Presented at the 21st Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (16-17 December 2022, Athens, Greece).
2020
- Messis, P., Alexandridis, A. & Zapranis, A. (2020), “Capturing beta changes with conditional and unconditional models: The role of arbitrageurs” Presented at the 19th Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (18-19 December 2020, Iraklion, Greece).
2019
- Messis, P., Alexandridis, A. & Zapranis, A. (2019), “The herding effects on systematic risk” Presented at the 18th Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (13-14 December 2019, Athens, Greece).
2018
- Messis, P., Alexandridis, A. and Zapranis, A. (2018), “Are arbitrageurs actions associated with beta changes?” Presented at the 17th Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (14-15 December 2018, Piraeus, Greece).
2015
- Messis, P., Alexandridis, A. & Zapranis, A. (2015), “Cross-sectional conditional risk-return analysis in the sorted beta framework: A novel Two Factor model” Presented at the 14th Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.) (18-19 December 2015, Athens, Greece).
2014
- Messis, P., Alexandridis, A. & Zapranis, A. (2014), “Testing and comparing conditional CAPM with a new approach in the cross-sectional framework” Proceedings of the International Work Conference on Time Series Analysis-ITISE 2014, Vol.1, pp. 370-381, ISBN 978-84-15814-97-4 (25-27 June 2014, Granada, Spain).
2012
- Messis, P., Zapranis, A., & Kollias, C. (2012), “Herding towards Higher Moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets” Presented at Mathematical and Statistical Methods for Actuarial Sciences and Finance (10-12 April 2012, Venice, Italy).
- Messis, P., Zapranis, A., & Kollias, C. (2012), “Asset pricing with nonlinear betas: Evidence from S&P 500” Presented at the 4th International Conference in Accounting & Finance (30-31 August 2012, Corfu, Greece).
- Messis, P., Zapranis, A., & Kollias, C. (2012), “Forecasting beta coefficients applying a different approach for stocks traded on S&P 500” Presented at the 3rd Conference in Banking and Financial Engineering (17-18 December 2012, Athens, Greece).
