Kyrkilis, Dimitrios; Koulakiotis, Athanasios; Babalos, … - In: International Journal of Managerial Finance 14 (2018) 5, pp. 574-590
Purpose: The purpose of this paper is to examine the hypothesis of feedback trading along with the short-term return dynamics of three size-based stock portfolios of Athens Stock Exchange during the Greek debt crisis period. Design/methodology/approach: To this end, the authors employ for the...