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Price discovery in a new futures market : Micro E-mini index futures

Fassas, Athanasios P. - In: The journal of derivatives : JOD 29 (2021) 1, pp. 70-94

Persistent link: https://www.econbiz.de/10012612944

Price discovery in US money market benchmarks : LIBOR vs. SOFR

Fassas, Athanasios P. - In: Economics letters 204 (2021), pp. 1-3

Persistent link: https://www.econbiz.de/10012607568

Mispricing in stock index futures markets : the case of Greece

Fassas, Athanasios P. - In: Investment management and financial innovations 8 (2011) 2, pp. 103-109

Persistent link: https://www.econbiz.de/10009422213

Mispricing in stock index futures markets : the case of Greece

Fassas, Athanasios P. - In: Investment management and financial innovations 8 (2011) 2, pp. 103-109

Persistent link: https://www.econbiz.de/10009910732

Investors' risk aversion and government policy responses to the COVID-19 pandemic

Fassas, Athanasios P. - In: Applied economics letters 31 (2024) 18, pp. 1915-1920

Persistent link: https://www.econbiz.de/10015084955

Cannabis stocks returns: The role of liquidity and investors' attention via google metrics

Papadamou, Stephanos; Koulis, Alexandros; … - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-11

This paper studies one of the most popular investment themes over recent years, investing in the cannabis industry. In particular, it investigates relationships between investor attention, as proxied by Google Trends, and stock market activities, i.e., return, volatility, and liquidity. To this...

Persistent link: https://www.econbiz.de/10013200406

VIX futures as a market timing indicator

Fassas, Athanasios P.; Hourvouliades, Nikolas - In: Journal of Risk and Financial Management 12 (2019) 3, pp. 1-9

Our work relates to the literature supporting that the VIX also mirrors investor sentiment and, thus, contains useful information regarding future S&P500 returns. The objective of this empirical analysis is to verify if the shape of the volatility futures term structure has signaling effects...

Persistent link: https://www.econbiz.de/10012611184

The efficiency of the VIX futures market : a panel data approach

Fassas, Athanasios P.; Siriopoulos, Costas - In: The journal of alternative investments 14 (2011/12) 3, pp. 55-65

Persistent link: https://www.econbiz.de/10009501184

An analysis of the covered warrants listed on the Athens Exchange

Siriopoulos, Costas; Fassas, Athanasios P. - In: Journal of risk & control 1 (2014) 1, pp. 13-30

Persistent link: https://www.econbiz.de/10010509213

Cannabis stocks returns : the role of liquidity and investors' attention via google metrics

Papadamou, Stephanos; Koulis, Alexandros; … - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012804879