This study explores the effects of air pollution on self-reported health status. Moreover, this study explores the willingness to pay for improving the air quality in UK. The estimates are based on data from the British Household Panel Survey (BHPS). The effects of air pollution on...

This study explores the determinants of health status in Turkey. Moreover, this study explores the willingness to pay for reducing the air and noise pollution. The estimates are based on data from the annual Income and Living Conditions Survey (ILCS) in Turkey which took place in period...

The purpose of this paper is to examine if there are calendar anomalies in the Greek Stock market and to confirm the findings of other researches. Specifically two models are presented, one for the day of the week effect test and other for the month of the year effect. We provide GARCH...

In this paper is examined and presented an alternative method in time-series analysis and forecasting. In the specific project is being a concentration of certain ideas that I had as a student in the third and fourth year of my undergraduate studies in the Economic Science, as I had the unique...

The aim of this paper is to test for and model for non-linearities in the spot exchange rate Greece-U.S.A.. To exploit for non-linear dependencies we apply the Smoothing Transition Autoregressive (STAR) models family and we examine if there is actually a non-linear behavior or not on the...

We examine two stocks of Athens Exchange Stock Market, that of 'Coca-Cola' and 'Compucon'. We analyze the arbitrage pricing theory (APT) model and the Capital Asset Pricing Model (CAPM) and we compare the performance between them. Then we develop a neural network model in Synapse Software with...

This paper presents the classic-static beta values and beta values estimated by an asymmetric beta model. In asymmetric model we have the possibility to estimate the upside and downside betas, while in the static model we are not able to work it out. We will estimate the static and asymmetric...

In this paper we apply CAPM model in the financial time series of the share prices of Technology-Software Sector in Athens Exchange stock market for the period January 1st of 2002 to June 30th of 2008 for the enterprises quot;Dionicquot; and quot;Coca-Colaquot;. In one stock we apply the OLS...

This paper examines and presents a simple algorithm for prediction stock written in MATLAB code. We apply it to thirty stocks of the Athens exchange stock market . We obtain the stock returns and we would like to predict, not the actual price , but the sign of stock returns. The results are very...

This paper examines and presents a simple algorithm for prediction stock written in MATLAB code. We apply it to thirty stocks of the Athens exchange stock market . We obtain the stock returns and we would like to predict, not the actual price , but the sign of stock returns. The results are very...