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Financial liberalization and stock market volatility in selected developing countries

Kassimatis, Konstantinos - In: Applied financial economics 12 (2002) 6, pp. 389-394

Persistent link: https://www.econbiz.de/10001671111

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

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

Financial liberalization and stock market volatility in selected developing countries

Kassimatis, Konstantinos - In: Applied financial economics 12 (2002) 6, pp. 389-394

Persistent link: https://www.econbiz.de/10007663182

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

Strategic parameters for capital budgeting when abandonment value is stochastic

Clark, Ephraim; Rousseau, Patrick - In: Applied financial economics 12 (2002) 2, pp. 123-130

Persistent link: https://www.econbiz.de/10001646502

Strategic parameters for capital budgeting when abandonment value is stochastic

Clark, Ephraim; Rousseau, Patrick - In: Applied financial economics 12 (2002) 2, pp. 123-130

Persistent link: https://www.econbiz.de/10007665434