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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market

Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

Asset allocation in the Athens stock exchange : a variance sensitivity analysis

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181

Persistent link: https://www.econbiz.de/10009615696

Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176

Persistent link: https://www.econbiz.de/10009295738

International stock market linkages: evidence from Latin America

Diamandis, Panayotis F. - In: Global finance journal 20 (2009) 1, pp. 13-30

Persistent link: https://www.econbiz.de/10003878341

Common stochastic trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Constantinou, Eleni; Kazandjian, Avo; Kouretas, Georgios P. - In: Bulletin of economic research 60 (2008) 4, pp. 327-349

Persistent link: https://www.econbiz.de/10003766291

German, US and Central and Eastern European stock market integration

Syllignakis, Manolis N.; Kouretas, Georgios P. - In: Open economies review 21 (2010) 4, pp. 607-628

Persistent link: https://www.econbiz.de/10008736915

Regime switching and artificial neural network forecasting of the Cyprus stock exchange daily returns

Constantinou, Eleni; Georgiades, Robert; Kazandjian, Avo; … - In: International journal of finance & economics : IJFE 11 (2006) 4, pp. 371-383

Persistent link: https://www.econbiz.de/10003382712

Dynamic correlation analysis of financial contagion : evidence from the Central and Eastern European markets

Syllignakis, Manolis N.; Kouretas, Georgios P. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 717-732

Persistent link: https://www.econbiz.de/10009303872

Long and short-run linkages in CEE stock markets : implications for portfolio diversification and stock market integration

Syllignakis, Manolis N. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003402427

Uncertainty and Downside Risk in International Stock Returns

Aslanidis, Nektarios - 2020

We conduct an international analysis of the cross-sectional risk premiums of uncertainty risk factors in addition to traditional risk factors. We consider the stock markets in five regions separately. Internationally, uncertainty has negative risk premiums which is similar to previous findings...

Persistent link: https://www.econbiz.de/10012843478