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Short-term patterns in government bond returns following market shocks : international evidence
Kassimatis, Konstantinos; Spyrou, Spyros I.; … - In: International review of financial analysis 17 (2008) 5, pp. 903-924
Persistent link: https://www.econbiz.de/10003792317
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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
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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
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Size and momentum in European equity markets : empirical findings from varying beta capital Asset Pricing Model
Karathanasis, George; Kassimatis, Konstantinos; Spyrou, … - In: Accounting and finance : journal of the Accounting … 50 (2010) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10003964185
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Did equity market volatility increase following the opening of emerging markets to foreign investors?
Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Journal of economic development 24 (1999) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10001397239
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Stock and credit market expansion and economic development in emerging markets : further evidence utilizing cointegration analysis
Kassimatis, Konstantinos; Spyrou, Spyros I. - In: Applied economics 33 (2001) 8, pp. 1057-1064
Persistent link: https://www.econbiz.de/10001586767
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Trading in option contracts before large price changes : a comparative study of US and UK markets
Galariotis, Emilios; Rong, Wu; Spyrou, Spyros I. - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010463014
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An early warning system for predicting systemic banking crises in the Eurozone : a logit regression approach
Filippopoulou, Chryssanthi; Galariotis, Emilios; … - In: Journal of economic behavior & organization : JEBO 172 (2020), pp. 344-363
Persistent link: https://www.econbiz.de/10012288230
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The impact of conventional and unconventional monetary policy on expectations and sentiment
Galariotis, Emilios; Makrichoriti, Panagiota; Spyrou, … - In: Journal of banking & finance 86 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10011962328
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Editorial IRFA
Andriosopoulos, Dimitris; Galariotis, Emilios; Spyrou, … - In: International review of financial analysis 54 (2017), pp. 95-96
Persistent link: https://www.econbiz.de/10011878161