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Investor sentiment and yield spread determinants : evidence from European markets

Spyrou, Spyros I. - In: Journal of economic studies 40 (2013) 6, pp. 739-762

Persistent link: https://www.econbiz.de/10010209524

Index futures trading and spot price volatility : evidence from an emerging market

Spyrou, Spyros I. - In: Journal of emerging market finance 4 (2005) 2, pp. 151-167

Persistent link: https://www.econbiz.de/10003094783

Valuation ratio style investing and economic sentiment : evidence from major Eurozone markets

Spyrou, Spyros I. - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 827-856

Persistent link: https://www.econbiz.de/10012304004

Contrarian profits and the overreaction hypothesis : the case of the Athens stock exchange

Antoniou, Antonios; Galariotis, Emilios C.; Spyrou, … - In: European financial management : the journal of the … 11 (2005) 1, pp. 71-98

Persistent link: https://www.econbiz.de/10003061488

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

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

Mergers and acquisitions of non-financial firms in Europe : the case of the Athens Stock Exchange

Spyrou, Spyros I.; Siougle, Georgia - In: Applied economics letters 14 (2007) 7/9, pp. 523-527

Persistent link: https://www.econbiz.de/10003512168

Measuring market risk for financial assets with moderate tail fatness : the case of global government bond portfolios

Dimitrakopoulos, Dimitris; Spyrou, Spyros I. - In: International journal of decision sciences, risk and … 1 (2009) 3/4, pp. 199-212

Persistent link: https://www.econbiz.de/10003944120

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