This paper develops the approach suggested by Howe, Madura and Tucker (1993) to examine the impact of cross listing on stock price volatility in Europe. A primary focus of this paper is to provide a different methodology than the one adopted by Howe, Madura and Tucker (1993) using a modified...

The study examines the presence of the day-of-the-week effect anomaly in the Central European stock markets. We consider the Romanian, Hungarian, Latvian, Czech, Russian, Slovak, Slovenian and Polish stock markets during the period September 22, 1997 to March 29, 2002. Our results indicated that...

There are numerous studies on the privatisation process in Central and Eastern Europe (CEE) but none of them evaluates the effect of privatisation on bidders' market value. The objective of this research is the determination of the market value changes of several European banks during the time...

This study examines empirically the day of the week effect anomaly in the Athens Stock Exchange (ASE). This phenomenon is observed in many developed and developing markets, according to the existing literature. The results of the most significant studies and the possible explanations of this...

This study examined the cash conversion cycle (CCC) as a liquidity indicator of the food industry Greek companies and tries to determine its relationship with the current and the quick ratios, with its component variables, and investigates the implications of the CCC in terms of profitability,...