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Non-parametric analysis of equity arbitrage

Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216

Persistent link: https://www.econbiz.de/10010532732

Incremental information of stock indicators

Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 41 (2016), pp. 79-97

Persistent link: https://www.econbiz.de/10011624650

The effect of macro news on volatility and jumps

Vortelinos, Dimitrios I. - In: Annals of economics and finance 16 (2015) 2, pp. 425-447

Persistent link: https://www.econbiz.de/10011428184

Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets

Vortelinos, Dimitrios I. - In: Review of financial economics : RFE 27 (2015), pp. 58-67

Persistent link: https://www.econbiz.de/10011498320

Day-of-the-Week Eﬀect and Spread Determinants : Some International Evidence From Equity Markets

Gkillas, Konstantinos - 2019

We investigate the day-of-the-week eﬀect in relation to bid ask spreads determinants by employing a comprehensive dataset of international equity markets from 2000 until 2015 incorporating diﬀerent market phases, such as various booms and crashes. To this end, we apply a battery of tests...

Persistent link: https://www.econbiz.de/10012864942

Day-of-the-week effect and spread determinants : some international evidence from equity markets

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: International review of economics & finance : IREF 71 (2021), pp. 268-288

Persistent link: https://www.econbiz.de/10012627781

Reaction of EU stock markets to ECB policy interventions

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 10 (2019) 1, pp. 39-66

Persistent link: https://www.econbiz.de/10012051117

Abnormal returns and systemic risk : evidence from a non-parametric bootstrap framework during the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Floros, Christos; … - In: International journal of computational economics and … 10 (2020) 3, pp. 264-290

Persistent link: https://www.econbiz.de/10012271060

The impact of political risk on return, volatility and discontinuity : evidence from the international stock and foreign exchange markets

Vortelinos, Dimitrios I.; Saha, Shrabani - In: Finance research letters 17 (2016), pp. 222-226

Persistent link: https://www.econbiz.de/10011596530

Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets

Vortelinos, Dimitrios I.; Koulakiotis, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 150-168

Persistent link: https://www.econbiz.de/10011876457