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Sentiment changes, stock returns and volatility : evidence from NYSE, AMEX and NASDAQ stocks

Spyrou, Spyros I. - In: Applied financial economics 22 (2012) 19/21, pp. 1631-1646

Persistent link: https://www.econbiz.de/10009715951

Are broad market shocks anticipated by investors? : evidence from major equity and index options markets

Spyrou, Spyros I. - In: International review of financial analysis 20 (2011) 3, pp. 127-133

Persistent link: https://www.econbiz.de/10009295799

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

Momentum return volatility, uncertainty, and energy prices : evidence from major international equity markets

Spyrou, Spyros - In: Review of Behavioral Finance 12 (2020) 4, pp. 411-433

Purpose: This paper examines the impact of macroeconomic and risk factors on the profitability and volatility of professional momentum portfolios for the US, the UK, Japan and Germany, for the period 1998–2018. Many of the factors employed, such as energy price changes and economic policy...

Persistent link: https://www.econbiz.de/10012279717

The impact of monetary policy on income inequality : evidence from Eurozone markets

Liosi, Konstantina; Spyrou, Spyros - In: Journal of Economic Studies 49 (2021) 3, pp. 522-540

Purpose: This study examines the impact of monetary policy on income inequality in Eurozone countries for the period between 2005 and 2017. Design/methodology/approach: The authors use regression analysis, panel vector autoregression (PVAR) analysis and impulse response functions, in order to...

Persistent link: https://www.econbiz.de/10012540807

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