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Bank capital regulation in a barrier option framework

Episcopos, Athanasios - In: Journal of banking & finance 32 (2008) 8, pp. 1677-1686

Persistent link: https://www.econbiz.de/10003749410

The implied reserves of the Bank Insurance Fund

Episcopos, Athanasios - In: Journal of banking & finance 28 (2004) 7, pp. 1617-1635

Persistent link: https://www.econbiz.de/10002100505

Evidence on the relationship between uncertainty and irreversible investment

Episcopos, Athanasios - In: The quarterly review of economics and finance : journal … 35 (1995) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10001178500

Intraday analysis of the limit order bias on the ex-dividend day of US common stocks

Efthymiou, Vassilis A.; Episcopos, Athanasios; … - In: International review of economics & finance : IREF 72 (2021), pp. 405-421

Persistent link: https://www.econbiz.de/10012671981

Commercial mortgage default : a comparison of logit with radial basis function networks

Episcopos, Athanasios; Pericli, Andreas; Hu, Jianxun - In: The journal of real estate finance and economics 17 (1998) 2, pp. 163-178

Persistent link: https://www.econbiz.de/10001369145

Intraday Analysis of the Limit Order Bias on the Ex-Dividend Day of U.S. Common Stocks

Efthymiou, Vassilis A. - 2020

This study reexamines Dubofsky's (1992) limit order adjustment hypothesis via an intraday analysis of minute-by-minute trade and quote data recorded on the ex-dividend days of common stocks listed on the NYSE, AMEX, and NASDAQ. According to Dubofsky's (1992) model, the asymmetric adjustment of...

Persistent link: https://www.econbiz.de/10012856941