Similar Search Results

Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transaction costs : evidence from the UK equity market

Boinet, Virginie; Gregoriou, A.; Ioannidis, Christos - In: Applied financial economics 18 (2008) 13/15, pp. 1221-1231

Persistent link: https://www.econbiz.de/10003760256

The relationship between bank efficiency and stock returns : evidence from Asia and Latin America

Ioannidis, Christos (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003788760

Information costs and liquidity effects from changes in the FTSE 100 List

Gregoriou, Andros; Ioannidis, Christos - In: The European journal of finance 12 (2006) 4, pp. 347-360

Persistent link: https://www.econbiz.de/10003338142

Causality from real stock returns to real activity : evidence of regime-dependence

Kanas, Angelos; Ioannidis, Christos - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 180-197

Persistent link: https://www.econbiz.de/10008702354

Monetary policy and the stock market : some international evidence

Ioannidis, Christos (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003387616

On the relationship between aggregate merger activity and the stock market : some further empirical evidence

Clarke, Roger - In: Economics letters 53 (1996) 3, pp. 349-356

Persistent link: https://www.econbiz.de/10001216250

GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market

Gregoriou, A. (contributor); Ioannidis, C. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001768430

Asset pricing under the presence of transactions costs : evidence from the UK stock market

Gregoriou, Andros; Ioannidis, Christos - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10003267516

Liquidity effects due to information costs from changes in the FTSE 100 list

Gregoriou, A. (contributor); Ioannidis, Christos (contributor) - 2003

Persistent link: https://www.econbiz.de/10001877213

Heterogeneous Time Varying Transaction Costs and Asset Pricing in International Equity Markets

Gregoriou, Andros - 2010

In this paper, we examine the time variation in transaction costs relative to excess returns, in a panel consisting of 10 international equity indices over the time period 1984–2005. This is undertaken by extending the consumption CAPM (CCAPM) model proposed by Campbell and Shiller (Rev....

Persistent link: https://www.econbiz.de/10013142109