Similar Search Results

Testing the Efficient Market Hypothesis Using Panel Data; With Application to the Athens Stock Exchange

Dockery, Everton - 2014

This paper performs unit root tests using panel data to investigate empirically stock price efficiency of the Athens stock market. Our Wald test statistics reject the random walk hypothesis for stock prices, which is a necessary condition for market efficiency

Persistent link: https://www.econbiz.de/10013070973

The lead-lag relationship between cash and stock index futures in a new market

Kavussanos, Manolis G.; Visvikis, Ilias D.; Alexakis, … - In: European financial management : the journal of the … 14 (2008) 5, pp. 1007-1025

Persistent link: https://www.econbiz.de/10003774997

An investigation of the use of risk management and shipping derivatives : the case of Greece

Kavussanos, Manolis G.; Visvikis, Ilias D.; Goulielmou, … - In: International journal of transport economics : IJTE 34 (2007) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10003435767

The predictability of non-overlapping forecasts : evidence from a new market

Kavussanos, Manolis G.; Visvikis, Ilias D. - In: Multinational finance journal : MF ; quarterly … 15 (2011) 1/2, pp. 125-156

Persistent link: https://www.econbiz.de/10009387539

Price limits and stock market volatility in the Athens Stock Exchange

Phylaktis, Kate; Kavussanos, Manolis; Manalis, Gikas - In: European financial management : the journal of the … 5 (1999) 1, pp. 69-84

Persistent link: https://www.econbiz.de/10001365919