andros gregoriou : Citation Profile


Are you andros gregoriou?

Brunel University

8

H index

8

i10 index

203

Citations

RESEARCH PRODUCTION:

12

Articles

10

Papers

RESEARCH ACTIVITY:

   5 years (2004 - 2009). See details.
   Cites by year: 40
   Journals where andros gregoriou has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (2.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr171
   Updated: 2022-01-23    RAS profile: 2009-02-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with andros gregoriou.

Is cited by:

Kontonikas, Alexandros (15)

Arghyrou, Michael (6)

KOSTAKIS, ALEXANDROS (6)

Cuestas, Juan (5)

Giannellis, Nikolaos (5)

Gil-Alana, Luis (5)

Dreger, Christian (5)

Tiwari, Aviral (4)

Pépin, Dominique (4)

Saggu, Aman (4)

Albulescu, Claudiu (4)

Cites to:

Clark, Andrew (8)

Perron, Pierre (7)

Sarno, Lucio (6)

Phillips, Peter (5)

Strazicich, Mark (5)

Lee, Junsoo (5)

shin, yongcheol (5)

Peel, David (5)

Papell, David (5)

Arghyrou, Michael (5)

Taylor, Mark (5)

Main data


Where andros gregoriou has published?


Journals with more than one article published# docs
Economics Letters2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow6
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section3

Recent works citing andros gregoriou (2021 and 2020)


YearTitle of citing document
2020Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan Ramon. In: Working Papers. RePEc:bdm:wpaper:2020-02.

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2020The Day of the Week Effect: Unconditional and Conditional Market Risk Analysis. (2020). Dhaou, Imen ; Chaouachi, Olfa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-13.

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2021When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343.

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2021The impact of order flow on event study returns: New evidence from zero-leverage firms. (2021). Gregoriou, Andros ; Zhang, Sijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:627-634.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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2021The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market. (2021). Tan, Chaosheng ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Dong, Weijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1305-1322.

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2020Impactos monetarios sobre la rentabilidad del mercado accionario en México: Un análisis de cambio de régimen Markoviano. (Monetary Impacts on the Mexican Stock Market Returns: A Markov Switching Appro. (2020). Nava, Abigail Rodriguez ; Castro, Miriam Sosa ; Navarrete, Rosalinda Arriaga. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxix:y:2020:i:2:p:187-216.

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2020.

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2020Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan. In: MPRA Paper. RePEc:pra:mprapa:100744.

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2020Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:2020106.

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2020Real interest rate convergence and monetary policy independence in CEE countries. (2020). Dumeia, Mirna ; Buljan, Antonija ; Deskar-Krbia, Milan. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:38:y:2020:i:2:p:349-380.

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2020On real interest rate convergence among G7 countries. (2020). Riedel, Jana. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01681-w.

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2021Do investors herd? An examination of Pakistan stock exchange. (2021). Streimikiene, Dalia ; Vveinhardt, Jolita ; Ahmed, Rizwan Raheem ; Palwishah, Rana ; Kashif, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2090-2105.

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2021Predicting GDP growth with stock and bond markets: Do they contain different information?. (2021). McMillan, David G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3651-3675.

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Works by andros gregoriou:


YearTitleTypeCited
2006INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research.
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article17
2005Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2007Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers.
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paper60
2007Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2009A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets In: Cardiff Economics Working Papers.
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paper0
2009Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area In: Cardiff Economics Working Papers.
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paper0
2009Modeling the behaviour of inflation deviations from the target In: Economic Modelling.
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article13
2008Non-linearity versus non-normality in real exchange rate dynamics In: Economics Letters.
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article5
2007Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap In: Economics Letters.
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article10
2008Adaptation towards reference values: A non-linear perspective In: Journal of Economic Behavior & Organization.
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article4
2004Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market In: Ekonomia.
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article0
2008Unemployment and life satisfaction: a non-linear adaptation process In: International Journal of Manpower.
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article4
2008The asymmetry of the price impact of block trades and the bid-ask spread: Evidence from the London Stock Exchange In: Journal of Economic Studies.
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article10
2007The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2005Modeling The Non-Linear Behaviour of Inflation Deviations From The Target In: Working Papers.
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paper5
2006Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers.
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paper32
2007Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment In: Working Papers.
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paper8
2008THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION In: Working Papers.
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paper5
2007Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market In: Empirical Economics.
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article2
2004Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK In: Applied Financial Economics.
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article17
2008Nonlinear adjustment of investors holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market In: Applied Financial Economics.
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article0
2006Information costs and liquidity effects from changes in the FTSE 100 list In: The European Journal of Finance.
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article11

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