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Size, book to market and momentum effects in the Australian stock market

Kassimatis, Konstantinos - In: Australian journal of management 33 (2008/09) 1, pp. 145-168

Persistent link: https://www.econbiz.de/10003740517

Risk aversion with local risk seeking and stock returns : evidence from the UK market

Kassimatis, Konstantinos - In: Journal of business finance & accounting : JBFA 38 (2011) 5/6, pp. 713-739

Persistent link: https://www.econbiz.de/10009269459

Financial liberalization and stock market volatility in selected developing countries

Kassimatis, Konstantinos - In: Applied financial economics 12 (2002) 6, pp. 389-394

Persistent link: https://www.econbiz.de/10001671111

Mean-variance versus utility maximization revisited : the case of constant relative risk aversion

Kassimatis, Konstantinos - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013254548

Short-term patterns in government bond returns following market shocks : international evidence

Kassimatis, Konstantinos; Spyrou, Spyros I.; … - In: International review of financial analysis 17 (2008) 5, pp. 903-924

Persistent link: https://www.econbiz.de/10003792317

The effect of country default risk on foreign direct investment

Clark, Ephraim; Kassimatis, Konstantinos - In: Economia internazionale 62 (2009) 3, pp. 341-361

Persistent link: https://www.econbiz.de/10003887712

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

Making inefficient market indices efficient

Clark, Ephraim; Jokung Nguena, Octave; Kassimatis, … - In: European journal of operational research : EJOR 209 (2011) 1, pp. 83-93

Persistent link: https://www.econbiz.de/10008798683

Time-variation in the value premium and the CAPM : evidence from European markets

Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Applied financial economics 19 (2009) 22/24, pp. 1899-1914

Many previous studies document a robust premium for value versus growth stocks in international markets. We show that this premium is driven by few years where High Minus Low (HML) returns are high and significant. For instance, for 12 European markets the HML return is statistically...

Persistent link: https://www.econbiz.de/10003921102

Size and momentum in European equity markets : empirical findings from varying beta capital Asset Pricing Model

Karathanasis, George; Kassimatis, Konstantinos; Spyrou, … - In: Accounting and finance : journal of the Accounting … 50 (2010) 1, pp. 143-169

Persistent link: https://www.econbiz.de/10003964185