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Is moderate market performance in the US a sufficient condition for abnormal returns on CEFs?

Alexakis, Christos A.; Mavrakis, Emmanouil - In: International advances in economic research : IAER ; an … 16 (2010) 1, pp. 80-95

Persistent link: https://www.econbiz.de/10003970711

Asymmetric dynamic relations between stock prices and mutual fund units in Japan : an application of hidden cointegration technique

Alexakis, Christos A.; Dasilas, Apostolos; Grose, Chris - In: International review of financial analysis 28 (2013), pp. 1-8

Persistent link: https://www.econbiz.de/10009762718

Long run asymmetric relationships between Islamic and conventional equity indices

Alexakis, Christos A.; Pappas, Vasileios; Tsikou, Alexandros - 2015

Persistent link: https://www.econbiz.de/10012174651

Do cointegrated commodities bubble together? : the case of hog, corn, and soybean

Alexakis, Christos A.; Bagnarosa, Guillaume; Dowling, … - In: Finance research letters 23 (2017), pp. 96-102

Persistent link: https://www.econbiz.de/10011808370

Statistical arbitrage strategies under different market conditions : the case of the Greek banking sector

Mavrakis, Emmanouil; Alexakis, Christos A. - In: Journal of emerging market finance 17 (2018) 2, pp. 159-185

Persistent link: https://www.econbiz.de/10011925382

Hidden cointegration reveals hidden values in Islamic investments

Alexakis, Christos A.; Pappas, Vasileios; Tsikouras, … - In: Journal of international financial markets, … 46 (2017), pp. 70-83

Persistent link: https://www.econbiz.de/10011745323

Do Cointegrated Commodities Bubble Together? The Case of Hog, Corn, and Soybean

Alexakis, Christos - 2017

Hog, corn, and soybean meal futures are shown to be cointegrated, reflecting the close intrinsic relationship of corn and soybean meal as the primary feed for hogs. Applying a recent technique to date-stamp pricing bubbles we further show that bubbles in feed do not appear to be associated with...

Persistent link: https://www.econbiz.de/10012963414