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Cross-sectional analysis of stock returns in Athens Stock Exchange for the period 2004-2011

Svingou, Argiro - In: Spoudai : journal of economics and business 63 (2013) 1/2, pp. 100-120

This study is an investigation of the factors affecting the average returns of stocks that were traded on the Athens Stock Exchange for the period July 2004 - June 2011. The methodological approach is similar to that applied by Fama and French (1992), in the first stage, stocks are grouped into...

Persistent link: https://www.econbiz.de/10010255677

Can Mutual Fund Managers Predict Security Prices to Beat the Market? The Case of Greece During the Debt Crisis

Koutsokostas, Drosos - 2019

The purpose of this paper is to examine the performance of Greek equity mutual funds, elaborating on stock selection in parallel with market timing measures, in comparison with the performance of ETFs and index funds for the period 01/24/2008-05/12/2017, and the short-term performance...

Persistent link: https://www.econbiz.de/10012891991

A Study on the Long-Run Benefits of Diversification in the Stock Markets of Greece, the UK and the US

Gkillas, Konstantinos - 2018

the US, Greece, UK. The study which spans 11 years uses monthly data based on closing values of the general indices of Dow …

Persistent link: https://www.econbiz.de/10012935238

DESEMPEÑO DE LOS MERCADOS ACCIONARIOS DESARROLLADOS DURANTE LA CRISIS GRIEGA (Developed Stock Markets Performance During the Greek Crisis)

Sandoval, Eduardo - 2016

classification of MSCI) during the recent crisis in Greece, which started in early October 2009. Performance is measured by Jensen … portfolio for investors. The results show that stock markets in Italy, Spain and Greece were the most exposed to value …

Persistent link: https://www.econbiz.de/10013007890

Momentum investing : evidence from the US tourism and hospitality

Shaker Ahmed, Mohamed - In: European journal of management and business economics : … 31 (2022) 3, pp. 269-284

Purpose - The present research aims to examine a range of momentum trading strategies for the tourism and hospitality … hospitality and tourism sector. These results are robust to size, different formation and holding combinations, beta and turnover …. Research limitations/implications - Regarding the research limitations, this paper only considers the US tourism and …

Persistent link: https://www.econbiz.de/10013330980