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Special issue: Emerging markets finance

Phylaktis, Kate (contributor) - 2006

Persistent link: https://www.econbiz.de/10003336139

Sourcesof firms' industry and country effects in emerging markets

Phylaktis, Kate; Xia, Lichuan - In: Journal of international money and finance 25 (2006) 3, pp. 459-475

Persistent link: https://www.econbiz.de/10003336174

Equity market comovement and contagion: a sectoral perspective

Phylaktis, Kate; Xia, Lichuan - In: Financial management 38 (2009) 2, pp. 381-409

Persistent link: https://www.econbiz.de/10003864818

Special issue: Emerging market finance

Phylaktis, Kate (contributor) - 2009

Persistent link: https://www.econbiz.de/10003847808

Korczak, Piotr; Phylaktis, Kate - 2009

Persistent link: https://www.econbiz.de/10003898738

Price discovery in foreign exchange markets : a comparison of indicative and actual transaction prices

Phylaktis, Kate; Chen, Long - In: Journal of empirical finance 16 (2009) 4, pp. 640-654

In this paper, we compare four months of Reuters EFX high frequency indicative data with D2000-1 inter-dealer transaction data for DEM/USD and GBP/USD. Contrary to previous studies, we find, using various information measures, that the matched tick-by-tick indicative data bear no qualitative...

Persistent link: https://www.econbiz.de/10003900329

Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?

Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246

Persistent link: https://www.econbiz.de/10008702346

Security transaction taxes and financial volatility : Athens stock exchange

Phylaktis, Kate; Aristidou, Antonis - In: Applied financial economics 17 (2007) 16/18, pp. 1455-1467

Persistent link: https://www.econbiz.de/10003605856

The changing roles of industry and country effects in the global equity markets

Phylaktis, Kate; Xia, Lichuan - In: The European journal of finance 12 (2006) 8, pp. 627-648

Persistent link: https://www.econbiz.de/10003396179

Korczak, Piotr; Phylaktis, Kate - In: Journal of empirical finance 17 (2010) 4, pp. 566-584

Persistent link: https://www.econbiz.de/10009267270