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Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions

Diacogiannis, George P.; Ioannidis, Christos - In: International review of financial analysis 81 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013375389

Price limits and overreaction in the Athens stock exchange

Diacogiannis, George P.; Patsalis, Nikolaos; … - In: Applied financial economics 15 (2005) 1, pp. 53-62

Persistent link: https://www.econbiz.de/10007636488

The interdependence of European equity markets

Anagnostopoulou, Maria H.; Diacogiannis, George P. - In: International Journal of Financial Services Management 1 (2006) 2/3, pp. 267-288

The aim of this paper is to investigate the long-term relationships between the major equity markets of nine EU member states and the dominant markets worldwide, such as the UK, USA, Japan and Australia, in the last ten years as well as in three subperiods, in order to explore an increase in the...

Persistent link: https://www.econbiz.de/10011130070

Testing the forward rate unbiasedness hypothesis during the 1920s

Diamandis, Panayotis F.; Georgoutsos, Demetris A.; … - In: Journal of international financial markets, … 18 (2008) 4, pp. 358-373

Persistent link: https://www.econbiz.de/10003727947

The impact of stock incremental information on the volatility of the Athens stock exchange

Diamandis, Panayotis F.; Drakos, Anastassios A.; Volis, … - In: Applied financial economics 17 (2007) 4/6, pp. 413-424

Persistent link: https://www.econbiz.de/10003446057

Time-varying beta risk for the stocks of the Athens Stock Exchange : a multivariate approach

Volis, Argyrios; Diamandis, Panayotis F.; … - In: Investment management and financial innovations 8 (2011) 1, pp. 191-198

Persistent link: https://www.econbiz.de/10009154301

Financial liberalization, exchange rates and stock prices : exogenous shocks in four Latin America countries

Diamandis, Panayotis F.; Drakos, Anastassios A. - In: Journal of policy modeling : JPMOD ; a social science … 33 (2011) 3, pp. 381-394

Persistent link: https://www.econbiz.de/10009259821

Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market

Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

Exchange rates, fundamentals, and nonlinearities : a review and some further evidence from a century of data

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: Macroeconomic analysis and international finance : [the …, (pp. 85-124). 2014

Persistent link: https://www.econbiz.de/10010259680

Asset allocation in the Athens stock exchange : a variance sensitivity analysis

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181

Persistent link: https://www.econbiz.de/10009615696