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Speculative dynamics and price behavior in the Shanghai Stock Exchange

Koutmos, Dimitrios; Song, Wei - In: Research in international business and finance 31 (2014), pp. 74-86

Persistent link: https://www.econbiz.de/10010434017

The impact of shareholder litigation risk on income smoothing

Li, Yiwei; Song, Wei; Sun, Tingyu; Zhang, Qingjing - In: Review of quantitative finance and accounting 61 (2023) 4, pp. 1379-1413

Persistent link: https://www.econbiz.de/10014424371

Stock market volatility and fluctuations in the price-earnings ratio

Koutmos, Dimitrios - In: International journal of computational economics and … 2 (2012) 3/4, pp. 223-237

Persistent link: https://www.econbiz.de/10009756390

Time-varying beta risk, volatility persistence and the asymmetric impact of news : evidence from industry portfolios

Koutmos, Dimitrios - In: Global business & economics review 13 (2011) 1, pp. 42-56

Persistent link: https://www.econbiz.de/10009126431

Is there a positive risk-return tradeoff? : a forward-looking approach to measuring the equity premium

Koutmos, Dimitrios - In: European financial management : the journal of the … 21 (2015) 5, pp. 974-1013

Persistent link: https://www.econbiz.de/10011408549

Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks

Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405

Persistent link: https://www.econbiz.de/10011595294

Liquidity uncertainty and Bitcoin's market microstructure

Koutmos, Dimitrios - In: Economics letters 172 (2018), pp. 97-101

Persistent link: https://www.econbiz.de/10012022065

Return and volatility spillovers among cryptocurrencies

Koutmos, Dimitrios - In: Economics letters 173 (2018), pp. 122-127

Persistent link: https://www.econbiz.de/10012022954

Time-Varying Behavior of Stock Prices, Volatility Dynamics and Beta Risk in Industry Sector Indices of the Shanghai Stock Exchange

Koutmos, Dimitrios - 2014

This paper examines time-varying stock price and volatility dynamics of constituent industry sector indices in the Shanghai Stock Exchange. It finds that market beta risk is priced in the time-series movements of stock prices and responds positively to rises in non-diversifiable risk. The asset...

Persistent link: https://www.econbiz.de/10013053876

Investor attention and Bitcoin trading behaviors

Wang Chun Wei; Koutmos, Dimitrios - In: Essays on Financial Analytics : Applications and Methods, (pp. 87-116). 2023

Persistent link: https://www.econbiz.de/10014338803