Narrow search
Showing 11 - 20 of 138
Cover Image
Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence
Koutmos, Gregory - In: Journal of international money and finance 16 (1997) 4, pp. 625-636
Persistent link: https://www.econbiz.de/10001225529
Cover Image
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios; Koutmos, Gregory; Pericli, Andreas … - In: Journal of empirical finance 12 (2005) 2, pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
Cover Image
Short-term dynamics in the Cyprus Stock Exchange
Koutmos, Gregory; Pericli, Andreas Neophytou; … - In: The European journal of finance 12 (2006) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10003318914
Cover Image
Modeling time variation and asymmetry in foreign exchange exposure
Koutmos, Gregory; Martin, Anna D. - In: Journal of multinational financial management 17 (2007) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10003441905
Cover Image
Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory; Philippatos, George C. - In: The European journal of finance 13 (2007) 7/8, pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
Cover Image
Distributional asymmetry of loadings on market co-moments
Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Journal of international financial markets, … 21 (2011) 5, pp. 851-866
Persistent link: https://www.econbiz.de/10009504829
Cover Image
Exchange rate exposure in the pre- and post-Euro periods : evidence from Finland
Koutmos, Gregory; Knif, Johan - In: The European journal of finance 17 (2011) 7/8, pp. 661-674
Persistent link: https://www.econbiz.de/10009509838
Cover Image
Positive feedback trading : evidence from futures markets
Antoniou, Antonios; Koutmos, Gregory; Pescetto, Gioia M. - In: Global business & economics review 13 (2011) 1, pp. 13-25
Persistent link: https://www.econbiz.de/10009126440
Cover Image
Currency bid-ask spread dynamics and the Asian crisis : evidence across currency regimes
Koutmos, Gregory; Martin, Anna D. - In: Journal of international money and finance 30 (2011) 1, pp. 62-73
Persistent link: https://www.econbiz.de/10009268865
Cover Image
Modeling common volatility characteristics and dynamic risk premia in European equity markets
Koutmos, Gregory; Knif, Johan; Philippatos, George C. - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 567-578
Persistent link: https://www.econbiz.de/10003747269