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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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Stock returns and volatility : evidence from the Athens stock market index
Apergēs, Nikolaos; Eleptheriou, Sophia - In: Journal of economics and finance 25 (2001) 1, pp. 50-61
Persistent link: https://www.econbiz.de/10001620255
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A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures : Early Evidence from Greece
Karagiannis, Sotirios - 2014
market seems to play a more important role in price discovery. Volatility spillovers across the two markets are examined by … using a bivariate EGARCH(1,1) model. This model is found to capture all the volatility dynamics. The results indicate that … the transmission of volatility is bidirectional. Any piece of information that is released by the cash market has an …
Persistent link: https://www.econbiz.de/10013047165
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The Day of the Week Effect Patterns on Stock Market Return and Volatility : Evidence for the Athens Stock Exchange
Kenourgios, Dimitris - 2014
return and volatility equations. When using the GARCH (1,1) specification only for the return equation and the Modified …-GARCH (1,1) specification for both the return and volatility equations, findings indicate that the day of the week effect is …
Persistent link: https://www.econbiz.de/10013047570
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022
Persistent link: https://www.econbiz.de/10013415082
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Impact of international volatility, the Euro, and derivatives on a small stock market
Sarrianidis, Nikolaos; Drimbetas, Evangelos; Konteos, George - In: International review of applied economic research 1 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003714654
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Calendar anomalies in emerging Balkan equity markets
Georgantopoulos, Andreas G.; Kenourgios, Dimitris F.; … - In: International economics & finance journal : (IEFJ) 6 (2011) 1, pp. 67-82
Persistent link: https://www.econbiz.de/10009490329
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Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642
Persistent link: https://www.econbiz.de/10011333821
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Spillover effects among share prices in the Athens' stock exchange
Athanasios, Bellas; Kanellos, Toudas - In: Spudai / University of Piraeus : journal of economics … 60 (2010) 3/4, pp. 69-100
Persistent link: https://www.econbiz.de/10010201428