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Investors' behaviour in the Athens Stock Exchange (ASE)
Maditinos, Dimitrios I.; Šević, Željko; Theriou, … - In: Studies in Economics and Finance 24 (2007) 1, pp. 32-50
Purpose – The purpose of this paper is to investigate the various methods and techniques used by Greek investors (both … of stock market forecasting and stock valuation. The respondents consist of six different groups of investors, drawn from … across Greece, namely: official members of the Athens Stock Exchange, mutual fund management companies, portfolio investment …
Persistent link: https://www.econbiz.de/10015013554
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Short selling and equity returns with full information dissemination
Alexakis, Panayotis - In: International Journal of Monetary Economics and Finance 4 (2011) 2, pp. 150-171
This paper sheds further light on whether short selling can be associated with negative returns in the spot market. It provides evidence for the case of the capital market of the Athens Exchange (ATHEX) that is empirically tested for the first time, during the period 2003–2007. This market...
Persistent link: https://www.econbiz.de/10009352476
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Testing the relation between beta and returns in the Athens stock exchange
Theriou, Nikolaos G.; Aggelidis, Vassilios P.; … - In: Managerial Finance 36 (2010) December, pp. 1043-1056
Purpose – The purpose of this paper is to examine the relationship between beta and returns in the Athens stock exchange (ASE), taking into account the difference between positive and negative market excess returns' yields. Design/methodology/approach – The data were taken from DataStream...
Persistent link: https://www.econbiz.de/10009274310
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The differential information content of loss components under a conservative accounting regime
Hevas, Dimosthenis; Siougle, Georgia - In: Managerial Finance 37 (2011) April, pp. 295-311
Purpose – This study aims to test empirically the validity of the accounting valuation model that is based on earnings and book values for loss-reporting firms under a conservative accounting regime. Design/methodology/approach – The empirical tests are performed by employing returns models...
Persistent link: https://www.econbiz.de/10009275425
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A conditional CAPM: implications for systematic risk estimation
Milionis, Alexandros - In: Journal of Risk Finance 11 (2011) August, pp. 306-314
Purpose – The purpose of this paper is to examine, whether or not, the residuals of the market model (MM) are conditionally heteroscedastic; to examine, whether or not, there exists an intervalling effect in conditional heteroscedasticity in the residuals of the MM; to propose a simple...
Persistent link: https://www.econbiz.de/10010610659
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Firm-specific and economy wide determinants of firm profitability: Greek evidence using panel data
Asimakopoulos, Ioannis; Samitas, Aristeidis; … - In: Managerial Finance 35 (2009), pp. 930-930
Purpose - The purpose of this paper is to examine the determinants of profitability for a sample of Greek non-financial firms listed in the Athens Stock Exchange for the period 1995-2003. This is a very important period for the Greek economy on the way to European monetary union (EMU)....
Persistent link: https://www.econbiz.de/10010814820
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The efficiency of Greek stock index futures market
Floros, Christos; Vougas, Dimitrios V. - In: Managerial Finance 34 (2008), pp. 498-519
-correction model (to study the behaviour of series from real shocks). Findings - The results show that the Greek futures and spot … efficient than underlying stock markets in Greece. Practical implications - The results have important implications for both …
Persistent link: https://www.econbiz.de/10010814884
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findings show that voluntary disclosers exhibit higher profitability and growth and appear to be good news bearers. They also display a change in their management and a higher sha...
Iatridis, George; Alexakis, Panayotis - In: Review of Accounting and Finance 1 (2012) February, pp. 73-92
Persistent link: https://www.econbiz.de/10010814989
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Value relevance of price, earnings and book values in the Athens Stock Exchange
Papadaki, Afroditi; Siougle, Georgia - In: Managerial Finance 33 (2007), pp. 309-320
information to investors, the security price-earnings relation is proved not to be homogeneous across firms that report losses and …
Persistent link: https://www.econbiz.de/10010751915
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Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market
Angelidis, Timotheos; Degiannakis, Stavros - In: Managerial Finance 34 (2008), pp. 489-497
Purpose - The aim is to evaluate the performance of symmetric and asymmetric ARCH models in forecasting both the one-day-ahead Value-at-Risk (VaR) and the realized intra-day volatility of two equity indices in the Athens Stock Exchange. Design/methodology/approach - Two volatility specifications...
Persistent link: https://www.econbiz.de/10010757785