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Herd behavior and equity market liquidity : evidence from major markets

Galariotis, Emilios C.; Krokida, Styliani-Iris; Spyrou, … - In: International review of financial analysis 48 (2016), pp. 140-149

Persistent link: https://www.econbiz.de/10011624436

Bond market investor herding : evidence from the European financial crisis

Galariotis, Emilios C.; Krokida, Styliani-Iris; Spyrou, … - In: International review of financial analysis 48 (2016), pp. 367-375

Persistent link: https://www.econbiz.de/10011624532

Freight rates in downside and upside markets : pricing of own and spillover risks from other shipping segments

Theodossiou, Panayiotis; Tsouknidis, Dimitris; Savva, … - In: Journal of the Royal Statistical Society: Series A … 183 (2020) 3, pp. 1097-1119

Persistent link: https://www.econbiz.de/10012192971

Liquidity effects and FFA returns in the international shipping derivatives market

Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - In: Transportation research / E : an international journal 76 (2015), pp. 58-75

Persistent link: https://www.econbiz.de/10010518610

Liquidity risk premia in the international shipping derivatives market

Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - 2014

Persistent link: https://www.econbiz.de/10010440263

Liquidity effects and FFA returns in the international shipping derivatives market

Alizadeh, Amir H.; Kappou, Konstantina; Tsouknidis, Dimitris - In: Transportation Research Part E: Logistics and … 76 (2015) C, pp. 58-75

The study examines the impact of liquidity risk on freight derivatives returns. The Amihud liquidity ratio and bid–ask spreads are utilized to assess the existence of liquidity risk in the freight derivatives market. Other macroeconomic variables are used to control for market risk. Results...

Persistent link: https://www.econbiz.de/10011209004

Liquidity Risk Premia in the International Shipping Derivatives Market

Alizadeh, Amir; Kappou, Konstantina; Tsouknidis, Dimitris; … - Henley Business School, University of Reading - 2014

The study examines the existence of liquidity risk premia on freight derivatives returns. The Amihud liquidity ratio and bid-ask spreads are utilized to assess the existence of liquidity premia. Other macroeconomic variables are used to control for market risk. Results indicate that liquidity...

Persistent link: https://www.econbiz.de/10011210427

Investment under uncertainty and irreversibility : evidence from the shipping markets

Drakos, Kōnstantinos; Tsouknidis, Dimitris - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2139-2154

Persistent link: https://www.econbiz.de/10014533401

Household deposits and consumer sentiment expectations : evidence from Eurozone

Anastasiou, Dimitris; Ftiti, Zied; Louhichi, Waël; … - In: Journal of international money and finance 131 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248806

Misvaluation and the asset growth anomaly

Lambertides, Neophytos - In: Abacus : a journal of accounting, finance and business … 58 (2022) 1, pp. 105-141

Persistent link: https://www.econbiz.de/10013168083