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Macroeconomic factors and international industry returns

Kavussanos, Manolis G.; Marcoulis, Stelios N.; … - In: Applied financial economics 12 (2002) 12, pp. 923-931

Persistent link: https://www.econbiz.de/10001724760

Sentiment changes, stock returns and volatility : evidence from NYSE, AMEX and NASDAQ stocks

Spyrou, Spyros I. - In: Applied financial economics 22 (2012) 19/21, pp. 1631-1646

Persistent link: https://www.econbiz.de/10009715951

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

Time-variation in the value premium and the CAPM : evidence from European markets

Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Applied financial economics 19 (2009) 22/24, pp. 1899-1914

Many previous studies document a robust premium for value versus growth stocks in international markets. We show that this premium is driven by few years where High Minus Low (HML) returns are high and significant. For instance, for 12 European markets the HML return is statistically...

Persistent link: https://www.econbiz.de/10003921102

The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market : a Kalman filter approach

Antoniou, Antonios; Galariotis, Emilios C.; Spyrou, … - In: Applied financial economics 16 (2006) 18, pp. 1317-1329

Persistent link: https://www.econbiz.de/10003397207

Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange

Spyrou, Spyros; Kassimatis, Konstantinos; Galariotis, … - In: Applied financial economics 17 (2007) 1-3, pp. 221-236

Persistent link: https://www.econbiz.de/10007616045

Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange

Spyrou, Spyros; Kassimatis, Konstantinos; Galariotis, … - In: Applied financial economics 17 (2007) 3, pp. 221-236

Persistent link: https://www.econbiz.de/10007616612

Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks

Spyrou, Spyros - In: Applied financial economics 22 (2012) 19, pp. 1631-1647

Persistent link: https://www.econbiz.de/10009966924

The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach

Antoniou, Antonios; Galariotis, Emilios C.; Spyrou, … - In: Applied financial economics 16 (2006) 18, pp. 1317-1330

Persistent link: https://www.econbiz.de/10007618552

Macroeconomic factors and international industry returns

Kavussanos, Manolis G.; Marcoulis, Stelios N.; … - In: Applied financial economics 12 (2002) 12, pp. 923

Persistent link: https://www.econbiz.de/10007659115