Similar Search Results

Calendar anomalies in stock markets during financial crisis : the S&P 500 case

Vasileiou, Evangelos - In: Global financial crisis and it's ramifications on …, (pp. 493-506). 2017

Persistent link: https://www.econbiz.de/10011809960

Value at Risk (VaR) historical approach : could it be more historical and representative of the real financial risk environment?

Vasileiou, Evangelos - In: Theoretical economics letters 7 (2017) 4, pp. 951-974

Persistent link: https://www.econbiz.de/10011707420

Turn-of-the-month effect, FX influence, and efficient market hypothesis : new perspectives from the Johannesburg stock exchange

Vasileiou, Evangelos - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 42-58

Persistent link: https://www.econbiz.de/10014511847

Is the turn of the month an anomaly on which an investment strategy could be based? : evidence from Bitcoin and Ethereum

Vasileiou, Evangelos - In: International journal of banking, accounting and … 13 (2023) 3, pp. 388-402

Persistent link: https://www.econbiz.de/10014232299

Does the short squeeze lead to market abnormality and antileverage effect? : evidence from the Gamestop case

Vasileiou, Evangelos - In: Journal of economic studies 49 (2022) 8, pp. 1360-1373

Persistent link: https://www.econbiz.de/10013455867

Abnormal returns and anti-leverage effect in the time of Russo-Ukrainian War 2022 : evidence from oil, wheat and natural gas markets

Vasileiou, Evangelos - In: Journal of economic studies 50 (2023) 5, pp. 1063-1072

Persistent link: https://www.econbiz.de/10014311806

Does the short squeeze lead to market abnormality and antileverage effect? Evidence from the Gamestop case

Vasileiou, Evangelos - In: Journal of Economic Studies 49 (2021) 8, pp. 1360-1373

Purpose: This study examines the Gamestop (GME) short squeeze in early 2021. Using intraday data for the period 4/1/2021–5/2/2021, the author provides empirical evidence that the GME stock price exhibited abnormal behavior. Design/methodology/approach: The author uses the popular Runs test to...

Persistent link: https://www.econbiz.de/10012812239

What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality

Vasileiou, Evangelos; Pantos, Themistoclis - In: European Journal of Economics and Economic Policies: … 17 (2020) 1, pp. 39-60

In this paper, we examine how value at risk (VaR) contributes to the financial market's stability. We apply the Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS of the Committee of European Securities Regulators (CESR 2010) to the main indices...

Persistent link: https://www.econbiz.de/10014363372

Explaining stock markets' performance during the COVID‐19 crisis : Could Google searches be a significant behavioral indicator?

Vasileiou, Evangelos - In: Intelligent Systems in Accounting, Finance and Management 28 (2021) 3, pp. 173-181

Persistent link: https://www.econbiz.de/10012632807

Does the financial crisis influence the month and the trading month effects? : evidence from the Athens Stock Exchange

Vasileiou, Evangelos; Samitas, Aristeidis - In: Studies in economics and finance 32 (2015) 2, pp. 181-203

Persistent link: https://www.econbiz.de/10011380775