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Recent evidence on the performance and riskiness of contrarian portfolios

Galariotis, Emilios C. - In: The European journal of finance 18 (2012) 7/8, pp. 603-617

Persistent link: https://www.econbiz.de/10009666534

Sources of contrarian profits and return predictability in emerging markets

Galariotis, Emilios C. - In: Applied financial economics 14 (2004) 14, pp. 1027-1034

Persistent link: https://www.econbiz.de/10002377758

A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index

Alsheikhmubarak, Abdulilah Ibrahim; Giouvris, Evangelos - In: Multinational finance journal 22 (2018) 3/4, pp. 119-172

Persistent link: https://www.econbiz.de/10012547707

A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index

Alsheikhmubarak, Abdulilah; Giouvris, Evangelos - 2023

Modelling the volatility (or kurtosis) of the implied volatility is an important aspect of financial markets when analysing market consensus and risk strategies. The purpose of this study is to evaluate the ability of symmetric and asymmetric GARCH systems to model the volatility of the FTSE 100...

Persistent link: https://www.econbiz.de/10014254483

Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020

Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39

The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...

Persistent link: https://www.econbiz.de/10013545890

Contrarian profits and the overreaction hypothesis : the case of the Athens stock exchange

Antoniou, Antonios; Galariotis, Emilios C.; Spyrou, … - In: European financial management : the journal of the … 11 (2005) 1, pp. 71-98

Persistent link: https://www.econbiz.de/10003061488

The relevance of information and trading costs in explaining momentum profits : evidence from optioned and non-optioned stocks

Badreddine, Sina; Galariotis, Emilios C. - In: Journal of international financial markets, … 22 (2012) 3, pp. 589-608

Persistent link: https://www.econbiz.de/10009623543

Ambiguity aversion, company size and the pricing of earnings forecasts

Antoniou, Constantinos; Galariotis, Emilios C.; Read, Daniel - In: European financial management : the journal of the … 20 (2014) 3, pp. 633-651

Persistent link: https://www.econbiz.de/10010406795

Market states, expectations, sentiment and momentum : how naive are investors?

Galariotis, Emilios C.; Holmes, Philip; Kallinterakis, … - In: International review of financial analysis 32 (2014), pp. 1-12

Persistent link: https://www.econbiz.de/10010461356

Overreaction evidence form large-cap stocks

Assefa, Tibebe Abebe; Esqueda, Omar A.; Galariotis, … - In: Review of accounting & finance 13 (2014) 4, pp. 310-325

Persistent link: https://www.econbiz.de/10010463739