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  • Search: subject:"Athens exchange"
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Year of publication
Subject
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Athens Exchange 7 Volatility 3 ARCH model 2 ARCH-Modell 2 Greece 2 Liquidity 2 Short selling 2 Volatilität 2 capital structure 2 ATHEX 1 Aktiengesellschaft 1 Athens exchange 1 Börsenhandel 1 Börsenkurs 1 Börsenrückzug 1 Capital income 1 Chaos 1 Cointegration 1 Common factor weights 1 Continuous high frequency data 1 Delisting 1 Dual listing 1 Emerging economies 1 Estimation 1 Financial market regulation 1 Finanzmarktregulierung 1 Griechenland 1 Hasbrouck information shares 1 High-frequency 1 Kapitaleinkommen 1 Kointegration 1 Leerverkauf 1 Listed company 1 Logit model 1 Logit-Modell 1 Long memory 1 Multivariate GARCH 1 Nonlinearity 1 Price discovery 1 Recursive cointegration analysis 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 7 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 research-article 1
Language
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English 5 Undetermined 3
Author
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Mertzanis, Charilaos 2 Alexakis, Panayotis 1 Anagnostidis, Panagiotis 1 Asimakopoulos, Ioannis 1 Athanasoglou, Panayiotis 1 Athanasoglou, Panayiotis P. 1 Balios, D. 1 Emmanouilides, Christos J. 1 Eriotis, Nikolaos 1 Fassas, Athanasios P. 1 Ioannis Asimakopoulos G. 1 Konstantinos Siriopoulos P. 1 Missiakoulis, Spyros 1 Siriopoulos, Costas 1 Siriopoulos, Konstantinos 1 Vasiliou, Dimitrios 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Applied economics letters 1 Economic Bulletin 1 International Journal of Monetary Economics and Finance 1 International review of economics & finance : IREF 1 MPRA Paper 1 Physica A: Statistical Mechanics and its Applications 1 Studies in Economics and Finance 1 Studies in economics and finance 1
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Source
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RePEc 4 ECONIS (ZBW) 3 Other ZBW resources 1
Showing 1 - 8 of 8
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Intraday price discovery and volatility spillovers in an emerging market
Fassas, Athanasios P.; Siriopoulos, Costas - In: International review of economics & finance : IREF 59 (2019), pp. 333-346
Persistent link: https://www.econbiz.de/10012202893
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Short selling regulation, return volatility and market volatility in the Athens Exchange
Mertzanis, Charilaos - In: Studies in Economics and Finance 34 (2017) 1, pp. 82-104
the Athens Exchange (ATHEX) under three different periods of short sales restrictions. Design/methodology/approach Two …
Persistent link: https://www.econbiz.de/10015014034
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Short selling regulation, return volatility and market volatility in the Athens Exchange
Mertzanis, Charilaos - In: Studies in economics and finance 34 (2017) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10011740700
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Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange
Anagnostidis, Panagiotis; Emmanouilides, Christos J. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 473-487
This study investigates empirically the presence of nonlinearities in the Athens Composite Share Price Index high-frequency returns. A preliminary analysis indicates that volatility exhibits a periodic intraday inverse J-shaped pattern, associated with the opening and closing of the market....
Persistent link: https://www.econbiz.de/10011194068
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Delisted versus voluntary delisted versus remain listed : an ordered analysis
Balios, D.; Eriotis, Nikolaos; Missiakoulis, Spyros; … - In: Applied economics letters 22 (2015) 1/3, pp. 66-70
Persistent link: https://www.econbiz.de/10010482067
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External Financing, Growth and capital structure of the firms listed on the Athens Exchange
Athanasoglou, Panayiotis P.; Ioannis Asimakopoulos G.; … - In: Economic Bulletin (2006) 26, pp. 59-77
The study focuses on Greek non-financial firms listed on the Athens Exchange in the period 1998-2002 and shows that …
Persistent link: https://www.econbiz.de/10005523473
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External financing, growth and capital structure
Asimakopoulos, Ioannis; Athanasoglou, Panayiotis; … - Volkswirtschaftliche Fakultät, … - 2006
The study focuses on Greek non-financial firms listed on the Athens Exchange in the period 1998-2002 and shows that …
Persistent link: https://www.econbiz.de/10009151595
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Short selling and equity returns with full information dissemination
Alexakis, Panayotis - In: International Journal of Monetary Economics and Finance 4 (2011) 2, pp. 150-171
provides evidence for the case of the capital market of the Athens Exchange (ATHEX) that is empirically tested for the first …
Persistent link: https://www.econbiz.de/10009352476
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