Similar Search Results - EconBiz

Theinformation content of accounting earnings in Greece : an empirical investigation

Kahya, Emel - In: Journal of multinational financial management 3 (1993) 3, pp. 143-157

Persistent link: https://www.econbiz.de/10001332611

Time-varying betas and volatility persistence in international stock markets

Koutmos, Gregory - In: Journal of economics & business 46 (1994) 2, pp. 101-112

Persistent link: https://www.econbiz.de/10001171019

Correlation of returns in non-contemporaneous markets

Kahya, Emel - In: Multinational finance journal : MF ; quarterly … 1 (1997) 2, pp. 123-135

Persistent link: https://www.econbiz.de/10001436133

Correlation of Returns in Non-Contemporaneous Markets

Kahya, Emel - 2016

This article investigates the effects of non-overlapping trading hours on the correlations and cross-serial correlations of returns in non-contemporaneous stock markets and develops a simple formula for calculating contemporaneous correlation measures. The presence of these effects is...

Persistent link: https://www.econbiz.de/10013004201

Asymmetric exchange rate exposure : theory and evidence

Koutmos, Gregory - In: Journal of international money and finance 22 (2003) 3, pp. 365-383

Persistent link: https://www.econbiz.de/10001765627

Common volatility in MBS returns : a factor GARCH approach

Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66

Persistent link: https://www.econbiz.de/10001580723

Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets

Koutmos, Gregory - In: Journal of economics & business 50 (1998) 3, pp. 277-290

Persistent link: https://www.econbiz.de/10001243160

Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence

Koutmos, Gregory - In: Journal of international money and finance 16 (1997) 4, pp. 625-636

Persistent link: https://www.econbiz.de/10001225529

Skewness and the relation between risk and return

Theodossiou, Panayiotis; Savva, Christos S. - In: Management science : journal of the Institute for … 62 (2016) 6, pp. 1598-1609

Persistent link: https://www.econbiz.de/10011502439

Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies

Theodossiou, Alexandra K.; Theodossiou, Panayiotis - In: Journal of international financial markets, … 30 (2014), pp. 153-171

Persistent link: https://www.econbiz.de/10011293772

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