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On the relationship between weather and stock market returns

Floros, Christos - In: Studies in economics and finance 28 (2011) 1, pp. 5-13

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Option listing, returns and volatility : evidence from Greece

Filis, George; Floros, Christos; Eeckels, Bruno - In: Applied financial economics 21 (2011) 19/21, pp. 1423-1435

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Return dispersion, stock market liquidity and aggregate economic activity

Degiannakis, Stavros; Andrikopulos, Andreas A.; … - 2013

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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?

Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77

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Modelling and forecasting high frequency financial data

Degiannakis, Stavros; Floros, Christos - 2015

Introduction to high frequency financial modelling -- Intra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting - applications -- Recent methods: a review --...

Persistent link: https://www.econbiz.de/10011374245

Modeling CAC40 volatility using ultra-high frequency data

Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81

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Calendar anomalies in cash and stock index futures : international evidence

Floros, Christos; Salvador, Enrique - In: Economic modelling 37 (2014), pp. 216-223

Persistent link: https://www.econbiz.de/10010417707

Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries

Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164

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Stock market volatility and bank performance in China

Tan, Yong; Floros, Christos - In: Studies in economics and finance 29 (2012) 3, pp. 211-228

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Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924