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Modelling non-linear behaviour of block price deviations when trades are executed outside the bid-ask quotes

Gregoriou, Andros - In: Journal of economic studies 44 (2017) 2, pp. 206-213

Persistent link: https://www.econbiz.de/10011757416

Earnings announcements and the components of the bid-ask spread : evidence from the London Stock Exchange

Gregoriou, Andros - In: Journal of economic studies 40 (2013) 2, pp. 112-126

Persistent link: https://www.econbiz.de/10009777728

Earnings announcements and the components of the bid-ask spread: Evidence from the London Stock Exchange

Gregoriou, Andros - In: Journal of Economic Studies 40 (2013) 2, pp. 112-126

Purpose – The purpose of this paper is to investigate the impact of the components of the bid-ask spread around earnings announcements on the London Stock Exchange using intraday data obtained from the ICV Marketeye database. The paper finds that the information asymmetry cost component...

Persistent link: https://www.econbiz.de/10010684934

A simple behavioural model of investor holding periods under the presence of trading costs

Gregoriou, Andros - In: Applied economics letters 23 (2016) 4/6, pp. 432-435

Persistent link: https://www.econbiz.de/10011430765

The price behavior around initial loan announcements: Evidence from zero-leverage firms in the UK

Zhang, Sija; Gregoriou, Andros - In: Research in international business and finance 50 (2019), pp. 191-200

Persistent link: https://www.econbiz.de/10012177069

What happens around earning announcements? : an investigation of information asymmetry and trading activity in the Saudi market

Alzahrani, Ahmed A.; Gregoriou, Andros - 2010

Persistent link: https://www.econbiz.de/10003963279

Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi stock market

Alzahrani, Ahmed A.; Gregoriou, Andros - 2010

Persistent link: https://www.econbiz.de/10003963310

Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi Stock Market

Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Emerging markets review 13 (2012) 2, pp. 202-209

Persistent link: https://www.econbiz.de/10010219486

Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs : evidence from the UK stock market

Gregoriou, Andros; Ioannidis, Christos - In: Empirical economics : a journal of the Institute for … 32 (2007) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10003458727

Asset pricing under the presence of transactions costs : evidence from the UK stock market

Gregoriou, Andros; Ioannidis, Christos - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10003267516

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